# 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="broken-reference">Broken link</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`                 |

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