Tick-level Trades

What is this CSV for?

Tick-level data is the most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges. The data is normalized and timestamped and contains information such as the price and volume of each trade. For DEX’s specifically, we also provide additional information on the user address, the blockchain, the pool address and transaction hash related to the trade.

File Structure Details

  • 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 websocket or REST API in order to cut-off the data points between days.

  • Column Delimeter: , (comma)

ColumnDescriptionExample

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

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