Order book snapshots CSV datasets, new exchanges integrations
tardis.substack.com
Tick-level order book snapshots in CSV format Tick-level order book snapshots reconstructed from exchanges' real-time WebSocket order book L2 data feeds. We're in the process of rolling out top 25 and top 5 levels order book snapshots datasets - currently available for BitMEX, Deribit, Binance Futures, Huobi Swap and Bitfinex Derivatives.
Order book snapshots CSV datasets, new exchanges integrations
Order book snapshots CSV datasets, new…
Order book snapshots CSV datasets, new exchanges integrations
Tick-level order book snapshots in CSV format Tick-level order book snapshots reconstructed from exchanges' real-time WebSocket order book L2 data feeds. We're in the process of rolling out top 25 and top 5 levels order book snapshots datasets - currently available for BitMEX, Deribit, Binance Futures, Huobi Swap and Bitfinex Derivatives.