Tick by Tick

Fully granular tick by tick trades datasets.

Unified data format for Tick by Tick trades datasets. All exchanges, symbols and asset classes are defined as follows:

Field Name	Data Type	Example	Description
Exchange	String	BINANCE	Exchange where the data is originated
Symbol_Type	String	Spot	Asset class
Symbol_Name	String	ALCXUSDT	Instrument name (as defined by the exchange)
ID	Integer	4535414	Exchange ID (when available)
Type	String	Trade	Trade
Local_Timestamp	Double	1681778466.837	Epoch timestamp defined by our machines (milliseconds)
Exchange_Timestamp	Double	1681778466.654	Epoch timestamps from the exchange (milliseconds)
Side	String	Sell	Buy/Sell (Indicates the market aggressor side)
Amount	Double	0.6677	Execution amount
Price	Double	20.41	Execution price

Good to know: The Type field is constant and it is used for compatibility when mergingTick by Tick datasets with Market By Order datasets