Data type | Column name | Description |
---|---|---|
quotes | id_site_coinapi | UUID of the site which received the quote. This useful information can be used to replay markets from the perspective of the algorithmic trading strategy. |
time_exchange | UTC timestamp of the trade provided by the exchange or estimation of it using the delay of the exchange API (if the time_exchange is equal to the time_coinapi, then it mean that the time_exchange is not available) | |
time_coinapi | UTC timestamp of the trade when we first received it from the exchange in the specific site identified by the id_site_coinapi column. This useful information can be used to replay markets from the perspective of the algorithmic trading strategy. (Our clock is synchronized across data types and exchanges) | |
ask_px | Best ask price | |
ask_sx | Total amount of volume resting on best ask level in the base asset of the symbol | |
bid_px | Best bid price | |
bid_sx | Total amount of volume resting on best bid level in the base asset of the symbol | |
trades | time_exchange | UTC timestamp of the trade provided by the exchange or estimation of it using the delay of the exchange API (if the time_exchange is equal to the time_coinapi, then it mean that the time_exchange is not available) |
time_coinapi | UTC timestamp of the trade when we first received it from the exchange. This useful information can be used to replay markets from the perspective of the algorithmic trading strategy. (Our clock is synchronized across data types and exchanges) | |
guid | Unique identifier of the trade provided by the CoinAPI | |
price | Price of the transaction | |
base_amount | Amount of base asset traded in the transaction. | |
taker_side | Aggressor side of the transaction. Possible values are:
|
|
limitbook_snapshot_X | time_exchange | UTC timestamp of the book provided by the exchange or estimation of it using the delay of the exchange API (if the time_exchange is equal to the time_coinapi, then it mean that the time_exchange is not available) |
time_coinapi | UTC timestamp of the book when we first received it from the exchange. This useful information can be used to replay markets from the perspective of the algorithmic trading strategy. (Our clock is synchronized across data types and exchanges) | |
asks[0-X].price | Asks prices (incrementing from the spread) | |
asks[0-X].size | Total amount of volume resting on ask levels in the base asset of the symbol | |
bids[0-X].price | Bid prices (decrementing from the spread) | |
bids[0-X].size | Total amount of volume resting on bid levels in the base asset of the symbol | |
limitbook_full | time_exchange | UTC timestamp of the update provided by the exchange or estimation of it using the delay of the exchange API (if the time_exchange is equal to the time_coinapi, then it mean that the time_exchange is not available) |
time_coinapi | UTC timestamp of the update when we first received it from the exchange. This useful information can be used to replay markets from the perspective of the algorithmic trading strategy. (Our clock is synchronized across data types and exchanges) | |
is_buy | Is the update related to the bid side of the book? Possible values are 0 (it's ask - sell) or 1 (it's bid - buy). | |
update_type | Type of the update. Possible values are:
|
|
entry_px | Price identifying the book level. | |
entry_sx | Volume associated with the specific update item. | |
ohlcv_active_consolidated | symbol_id | Symbol identifier of requested time series. More information about the symbol are provided by the CoinAPI REST API at the https://docs.coinapi.io/#list-all-symbols |
time_period_start | Period starting UTC time (range left inclusive) | |
time_period_end | Period ending UTC time (range right exclusive) | |
time_open | UTC Time of first trade inside a period range | |
time_close | UTC Time of last trade inside a period range | |
px_open | First trade price inside a period range | |
px_high | Highest traded price inside a period range | |
px_low | Lowest traded price inside a period range | |
px_close | Last trade price inside a period range | |
sx_sum | Cumulative base amount traded inside a period range | |
sx_cnt | Amount of trades executed inside a period range |
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