# US stocks L3 order book data

> One US stock exchange's full order book, order by order (market by order), every session since 2026-10-26, over a REST API with a keyless sample.

Source: https://getmarkethistory.com/docs/guides/us-stocks-l3-order-book

`stocks-venue-l3` is one US stock exchange's order book, order by order: every add, modify, cancel
and fill that venue disseminated, with nanosecond timestamps, for every session since the first
one published on 2026-10-26. Each night adds the newest session, and every published session is
kept. [`/api/v1/stats`](https://getmarkethistory.com/api/v1/stats) lists the sessions held under `l3`.

## Sample request

No key: the first 1,000 events after 09:30 ET of the newest session, any ticker.

```bash
curl "https://getmarkethistory.com/api/v1/mbo/stocks-venue-l3/SPY?format=csv"
```

With a key, a full session of one ticker, 10,000 events a page:

```bash
curl -sD - "https://getmarkethistory.com/query/v1/mbo/stocks-venue-l3/AAPL?date=2026-10-30&limit=10000" \
  -H "Authorization: Bearer $MARKET_HISTORY_KEY"
```

Columns: `timestamp`, `sequence`, `action` (add, modify, cancel, fill, trade, clear, break),
`side`, `flags`, `order_id`, `price`, `size`, `trade_id`. Replay a session in `sequence` order
from an empty book and you have the venue's book at any instant. Full reference:
[L3 order book](https://getmarkethistory.com/docs/l3).

## Is this the whole US market?

No. It is one exchange's book, and that exchange carries roughly 2–3% of consolidated US stock
volume. Use it for order-level microstructure on that venue, not as a substitute for the
consolidated tape. Consolidated 1-minute bars of every US stock are the `stocks` dataset.

## Which tickers are covered?

Every ticker that traded on that venue in a session: stocks and ETFs.

## What else comes from the same book?

Its best bid and offer once a second (`stocks-venue-l2`, [L2 top of book](https://getmarkethistory.com/docs/l2)), with a
keyless sample at `/api/v1/l2/stocks-venue-l2/{ticker}`. Every price-level change at full depth
(`stocks-venue-mbp`, [Venue depth](https://getmarkethistory.com/docs/depth)) is being prepared: no session is published yet.

## How much does it cost?

L3 events bill in bars: 10 events are 1 bar, and a page rounds up to a block of 1,000 events. A
median ticker's session is about 1,000 events, 100 bars; a busy ETF's can be a few million
events. L3 needs bought bars; a free account's monthly bars pay for 1h bars only. See
[Limits & billing](https://getmarkethistory.com/docs/limits).