Hello @Anirudh Singh
Thanks for reaching out to us, I just got a confirmation that "Past messages included" via the REST API will not be part of the plan. This is because "Past messages included" is an application feature of ChatGPT not an API feature. Azure OpenAI Studio is a management UI with a simple playground for customers to manage their API deployment, so feature parity with ChatGPT in this regard is not a goal.
I hope this helps.
Regards,
Yutong
-Please kindly accept the answer if you feel helpful to support the community, thanks a lot.