> For the complete documentation index, see [llms.txt](https://docs.kaiko.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.kaiko.com/cloud-delivery/cefi-spot-market-data/all-trades.md).

# All trades

{% hint style="info" %}

### This data is included in the following Kaiko packages:

* Level 1 & Level 2 Data \[Level 1 Tick-Level Tier]
* Level 1 & Level 2 Data \[Level 2 Aggregations Tier]
* Level 1 & Level 2 Data \[Level 2 Tick-Level Tier]

*CeFi spot ticker packs.*
{% endhint %}

## What is this dataset?

Tick-level data is the most granular level of trading data and contains every single trade that occurs on a centralized exchange. The data is normalized and timestamped and contains information such as the price and volume of each trade.

### File structure details

* File Name: trades\_\[exchange\_name]\_\[instrument\_class]\_\[data\_feed\_code]\_\[date].csv
* Files are created on a daily basis.
* example: trades\_binc\_spot\_btcusdt\_2026-09-18.csv
* Cut-off time: `00:00:00 UTC`
  * We use the timestamp when exchanges send the order book data points through gRPC streaming or REST API in order to cut-off the data points between days.
* Column Delimiter: , (comma)

| Column                                                                                 | Description                                                                                                                                                  | Example               |
| -------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------ | --------------------- |
| `id`                                                                                   | Unique trade ID (unique to the exchange). In case the exchange does not provide an ID, we generate it ourselves.                                             | `1661990400274591751` |
| `exchange`                                                                             | Kaiko legacy slug for an exchange                                                                                                                            | `bw`                  |
| `symbol`                                                                               | Data feed code in lower case                                                                                                                                 | `btcusd_perp`         |
| `date`                                                                                 | The timestamp provided by the exchange in Unix Timestamp (in milliseconds)                                                                                   | `1676246400344`       |
| `price`                                                                                | Executed price                                                                                                                                               | `21779.5`             |
| `amount`                                                                               | Quantity of asset bought or sold (can be in base\_asset, quote\_asset or the number of contracts).                                                           | `402`                 |
| `sell`                                                                                 | Taker sell side                                                                                                                                              | `true`                |
| <p><code>exchange</code></p><p><br><strong>BigQuery and Snowflake only</strong></p>    | <p>Exchange <code>code.</code></p><p><br>See <a href="https://docs.kaiko.com/kaiko-rest-api/data-feeds/reference-data/exchange-codes">Exchange codes</a></p> | `cbse`                |
| <p><code>instrument</code><br><br><br><strong>BigQuery and Snowflake only</strong></p> | <p>Exchange <code>code.</code></p><p><br>See <a href="https://docs.kaiko.com/kaiko-rest-api/data-feeds/reference-data/exchange-codes">Exchange codes</a></p> | `btc-usd`             |


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