> 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/data-feeds/level-2-aggregations/raw-order-book-snapshot.md).

# Raw order book snapshot

## What is this dataset?

The raw data on which our Level 2 Aggregations such as market depth , bid/ask spread, and price slippage are built. Details a point-in-time view of the bids and asks on an exhange's order book to 10% depth. Used to build your own custom level 2 aggregations. The snapshot is produced every 30 seconds.

### File structure details

* File Name: \[kaiko\_legacy\_slug]\_\[instrument\_symbol]\_\[date].csv<br>
  * Files are created on a daily basis.
  * example: oe\_btcusdt\_2023-05-30.csv
* Cut-off time: `00:00:00 UTC`
  * We use the timestamp when we send the Orderbook snapshot REST API requests to exchanges in order to cut-off the data points between days.
* Column Delimeter: , (comma)
* Decimal Mark (in numbers): . (dot)

| Column                                                                                 | Description                                                                                                                                                  | Example         |
| -------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------ | --------------- |
| `date`                                                                                 | The timestamp when we send the REST API requests to exchanges in Unix Timestamp (in milliseconds)                                                            | `1676246400344` |
| `type`                                                                                 | Type(side) of the limit orders on the orderbook snapshot. a: ask. b: bid.                                                                                    | `a`             |
| `price`                                                                                | Quoted price                                                                                                                                                 | `21779.5`       |
| `amount`                                                                               | Amount of limit orders at the specific price (can be in base\_asset, quote\_asset or the number of contracts).                                               |                 |
| <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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