Data type | File split methodology |
---|---|
quotes | Single file per symbol & trading day (UTC). |
trades | Single file per symbol & trading day (UTC). |
limitbook_snapshot_X | Single file per symbol & trading day (UTC). |
limitbook_full | Single file per symbol & trading day (UTC). |
ohlcv_active_consolidated | Single file per time series period & trading day (UTC). The file contains data across all the symbols tracked in our system. |
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