Files listing

Index of / datatype-date-symbol/

Name Description
limitbook_full Full order book snapshot and updates.
limitbook_snapshot_1 Every update of the order book best bid and ask (price + size).
limitbook_snapshot_20 Every update of the order book snapshot limited to the best 20 levels (price + size) from each side (total 40).
limitbook_snapshot_5 Every update of the order book snapshot limited to the best 5 levels (price + size) from each side (total 10).
limitbook_snapshot_50 Every update of the order book snapshot limited to the best 50 levels (price + size) from each side (total 100).
quotes Every update of the order book best bid and ask (price + size) across all sites.
trades Transaction's / matches - active market data.