Ok, I tried exchanging $0.26 SBD into steem and back, and this is the only thing I got from the blockchain:

Buying Steem:
```
=====> limit_order_create
{'amount_to_sell': '0.286 SBD',
 'expiration': '1969-12-31T23:59:59',
 'fill_or_kill': False,
 'min_to_receive': '0.100 STEEM',
 'orderid': 1470060094,
 'owner': 'furion'}
```

Selling Steem:
```
=====> limit_order_create
{'amount_to_sell': '0.100 STEEM',
 'expiration': '1969-12-31T23:59:59',
 'fill_or_kill': False,
 'min_to_receive': '0.274 SBD',
 'orderid': 1470060340,
 'owner': 'furion'}
```

So I dug deeper, and I found out, that `steemd` does not handle exchange data.

To get the exchange data, one needs to to interact with `cli_wallet`'s RPC, not the `steemd`. 
If you use [python-steemlib](https://github.com/xeroc/python-steemlib), the trade history can be obtained like so:
```
class Config():
                wallet_host           = "localhost"
                wallet_port           = 8091
                witness_url           = "wss://steemit.com/wstmp2"
                account = "smooth"

wallet_rpc = SteemExchange(Config)
wallet_rpc.returnTradeHistory()
```