Bids and asks (snapshot)

What is this CSV for?

Bids and asks is commonly referred to as a "Raw Order Book". This CSV shows all bids and asks from an exchange's order book at a specific point in time. The snapshots are produced every 30 seconds.

File structure details

• File Name: [kaiko_legacy_slug]_[instrument_symbol]_[date].csv

  • 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).