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  • GENERAL
    • 👋Introduction
  • Getting Started
    • BigQuery
    • Google Cloud
    • Azure Blob
    • AWS S3
  • Data Feeds
    • Level 1 Aggregations
      • Trade Count, OHLCV & VWAP
        • VWAP Only
        • OHLCV Only
    • Level 1 Tick-Level
      • All trades
      • Best bids and asks (top of book)
      • Borrows, repayments, liquidations, and withdrawals
    • Level 2 Aggregations
      • Raw order book snapshot
    • Level 2 Tick-Level
      • Bids and asks
      • Mints and burns
      • Interest rates, borrowed and deposited amounts
      • Tokens in a liquidity pool
        • Tokens in a liquidity pool (Uniswap v3)
  • Analytics Solutions
    • Derivatives Risk Indicators
      • Exchange-provided metrics
  • Monitoring Solutions
    • Blockchain Monitoring
      • Ethereum Wallets
      • Bitcoin Wallets
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  • What is this dataset?
  • Update frequencies
  • File structure details

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  1. Data Feeds
  2. Level 1 Tick-Level

All trades

What is this dataset?

Tick-level data is the most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges. The data is normalized and timestamped and contains information such as the price and volume of each trade. For DEX’s specifically, we also provide additional information on the user address, the blockchain, the pool address and transaction hash related to the trade.

Update frequencies

Channel
Update frequency

AWS

New CSV once a day

Azure

New CSV once a day

Google Cloud Platform

New CSV once a day

Snowflake

  • Data refreshes once a day

BigQuery

  • Data refreshes once a day

File structure details

  • File Name: [exchange_name]_[data_feed_code]_trades_[date].csv

    • Files are created on a daily basis.

    • example: Binance V2_BTCUSD_PERP_trades_2023_02_13.csv

  • Cut-off time: 00:00:00 UTC

    • We use the timestamp when exchanges send the order book data points through websocket or REST API in order to cut-off the data points between days.

  • Column Delimeter: , (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

exchange

BigQuery and Snowflake only

Exchange code.

cbse

instrument BigQuery and Snowflake only

Exchange code.

btc-usd

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Last updated 2 months ago

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Exchange codes
Exchange codes