Schemas and Data Format
Historical Trade Data Schema Historical trade data contains information about executed trades over a given period. Each trade is uniquely identified and includes details about execution, pricing, and fees.
Field
Type
Description
id
INT
A unique identifier assigned to each trade.
order
STRING
The order ID associated with the trade, if available.
info
STRING
Additional details about the trade, stored in raw format.
timestamp
FLOAT
Unix epoch timestamp indicating when the trade occurred.
datetime
TIMESTAMP
The execution date and time of the trade in UTC.
symbol
STRING
The trading pair (e.g., BTC/USD, ETH/USD).
type
STRING
The order type (e.g., market, limit, stop-limit).
side
STRING
The trade direction, either "buy" or "sell."
takerOrMaker
STRING
Specifies whether the trade was executed as a taker or a maker.
price
FLOAT
The price at which the trade was executed.
amount
FLOAT
The quantity of the asset traded.
cost
FLOAT
The total cost of the trade (price * amount).
fee
STRING
The trade fee details, including cost and currency.
fees
STRING
Any additional fee details if applicable.
Batch Trade Data Schema Batch trade data follows the same structure as historical trade data but is collected in batches at specific intervals instead of continuously.
Field
Type
Description
id
INT
A unique identifier assigned to each trade.
order
STRING
The order ID associated with the trade, if available.
info
STRING
Additional details about the trade, stored in raw format.
timestamp
FLOAT
Unix epoch timestamp indicating when the trade occurred.
datetime
TIMESTAMP
The execution date and time of the trade in UTC.
symbol
STRING
The trading pair (e.g., BTC/USD, ETH/USD).
type
STRING
The order type (e.g., market, limit, stop-limit).
side
STRING
The trade direction, either "buy" or "sell."
takerOrMaker
STRING
Specifies whether the trade was executed as a taker or a maker.
price
FLOAT
The price at which the trade was executed.
amount
FLOAT
The quantity of the asset traded.
cost
FLOAT
The total cost of the trade (price * amount).
fee
STRING
The trade fee details, including cost and currency.
fees
STRING
Any additional fee details if applicable.
Market Data Schema Market data captures real-time information about trade orders, bids, asks, and overall market movements.
Field
Type
Description
timestamp_ny
STRING
Timestamp of the order event in New York time.
side
STRING
The order side: "Bid" (buy) or "Ask" (sell).
price
FLOAT
The current market price of the asset.
size
INT
The number of units in the order.
symbol
STRING
The trading pair (e.g., BTC/USD).
action
STRING
The type of order action (e.g., add, modify, cancel).
order_type
STRING
Defines the type of order (e.g., market, limit, stop-limit).
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