# Best bids and asks (top of book)

## What is this dataset? 

All tick-level updates of the best bid and best ask on an order book (quotes).

### File structure details

* File Name: \[kaiko\_legacy\_slug]\_\[data\_feed\_code]\_\[date].csv.gz<br>
  * Files are generated on a daily basis.
  * example: bw\_btcusdt\_2023-05-02.csv
* Cut-off time: `00:00:00 UTC`
  * We use the timestamp when exchanges send the order book data points through websocket in order to cut-off the data points between days, if the timestamps are provided by the exchanges.&#x20;
  * When the timestamps are not provided by the exchanges, we use the data collection timestamp when the data points arrive at Kaiko's collection system (see below for these exchanges).
* Column Delimeter: , (comma)
* Decimal Mark (in numbers): . (dot)

{% hint style="info" %}
**The exchanges do not provide a timestamp:**

* Bitfinex (`bfnx`) perpetual-future & spot
* Binance US (`bnus`) spot
* Bitvavo (`bvav`) spot
* CEX.IO (`cexi`) spot (before June 13th 2023)
  {% endhint %}

| Column          | Description                                                                                                                                                                               | Example               |
| --------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | --------------------- |
| `ts_exchange`   | Timestamp when the exchanges send the data. In the epoch format.                                                                                                                          | `1661990400274591751` |
| `ts_collection` | Timestamp when we collect the data. In the epoch format.                                                                                                                                  | `1661990400274591751` |
| `exchange`      | <p>Exchange <code>code</code>. <br><br>See <a data-mention href="/spaces/bvJkzmxJbcDMceEJsq2K/pages/vGAuhofqiYGAJCYlarFi">/spaces/bvJkzmxJbcDMceEJsq2K/pages/vGAuhofqiYGAJCYlarFi</a></p> | `binc`                |
| `class`         | The instrument class of the instrument                                                                                                                                                    | `1676246400344`       |
| `symbol`        | Kaiko identifier for the instrument                                                                                                                                                       | `21779.5`             |
| `type`          | `a` stands for `ask`, while `b` stands for `bid`. Tells which side has an update on price or size                                                                                         | `a`                   |
| `price`         | Price displayed in quote currency                                                                                                                                                         | `20289.2`             |
| `size`          | Limit order size of the quotes                                                                                                                                                            | `0.8`                 |

<br>


---

# Agent Instructions: Querying This Documentation

If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter:

```
GET https://docs.kaiko.com/cloud-delivery/data-feeds/level-1-tick-level/best-bids-and-asks-top-of-book.md?ask=<question>
```

The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.