Binance - Spot
Trades
The Trade Streams push raw trade information; each trade has a unique buyer and seller.
Update speed: Real-time
Quotes
Order book price and quantity depth updates used to locally manage an order book.
Update speed: 100ms
OB Snapshots
Snapshot interval is 10000 seconds
Maximum depth is 5000 levels
Aside the exchange's data points, we include a local timestamp (Epoch) for Trades, Quotes and Orderbook Snapshots when collecting the data.
Change Log
**04-11-2020**
Started market data collection for Quotes, Trades and Orderbook Snapshots
Last updated