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]
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 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 gRPC streaming or REST API in order to cut-off the data points between days.
Column Delimiter: , (comma)
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.
See
cbse
instrument
BigQuery and Snowflake only
Exchange code.
See
btc-usd