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Where I can find sample code processing limitbook_full flat file?
The number of levels in the limitbook_full format.
Can you provide documentation for the values in the CSV file?
From where I can download the samples of the flat files?
How is the data split into the files?
What are the configuration parameters for the CSV format?
How the data is stored inside a flat file?
What is the minimum size of the first and next orders?
What time zone is used in the data?
When the data appear at the CryptoTick?

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What time zone is used in the data?

Artur Pietrzyk

December 03, 2018 17:22

All timestamps are always in the UTC (Universal Coordinated Time).

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