Datasets:
timestamp_ms int64 | symbol large_string | market_type large_string | exchange_a large_string | exchange_b large_string | price_a float64 | price_b float64 | spread_pct float64 | funding_a float64 | funding_b float64 | estimated_fee_cost_pct float64 | estimated_transfer_cost_pct float64 | estimated_net_edge_pct float64 | gross_edge_pct float64 | fee_cost_pct float64 | spread_cost_pct float64 | slippage_cost_pct float64 | latency_penalty_pct float64 | net_edge_pct float64 | max_executable_notional float64 | min_required_notional float64 | execution_grade large_string | executable bool | research_only bool | reject_reason large_string |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1,783,156,320,000 | BTC/USDT | spot | binance | bybit | 62,550.015 | 62,540.45 | 0.000153 | null | null | 0.002 | null | -0.002049 | 0.000153 | 0.002 | 0.000002 | 0.0002 | 0.0002 | -0.002049 | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | BTC/USDT:USDT | perp | binance | bybit | null | 62,512.35 | null | null | null | 0.0011 | 0 | null | null | 0.0011 | null | 0.0002 | 0.0002 | null | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | ETH/USDT | spot | binance | bybit | 1,761.715 | 1,761.465 | 0.000142 | null | null | 0.002 | null | -0.002069 | 0.000142 | 0.002 | 0.000011 | 0.0002 | 0.0002 | -0.002069 | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | ETH/USDT:USDT | perp | binance | bybit | null | 1,760.435 | null | null | null | 0.0011 | 0 | null | null | 0.0011 | null | 0.0002 | 0.0002 | null | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | BNB/USDT | spot | binance | bybit | 574.035 | 573.85 | 0.000322 | null | null | 0.002 | null | -0.002069 | 0.000322 | 0.002 | 0.000192 | 0.0002 | 0.0002 | -0.002069 | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | BNB/USDT:USDT | perp | binance | bybit | null | 573.45 | null | null | null | 0.0011 | 0 | null | null | 0.0011 | null | 0.0002 | 0.0002 | null | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | SOL/USDT | spot | binance | bybit | 82.125 | 82.145 | -0.000243 | null | null | 0.002 | null | -0.0022 | 0.000243 | 0.002 | 0.000244 | 0.0002 | 0.0002 | -0.0022 | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | SOL/USDT:USDT | perp | binance | bybit | null | 82.115 | null | null | null | 0.0011 | 0 | null | null | 0.0011 | null | 0.0002 | 0.0002 | null | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | XRP/USDT | spot | binance | bybit | 1.14355 | 1.14315 | 0.00035 | null | null | 0.002 | null | -0.002025 | 0.00035 | 0.002 | 0.000175 | 0.0002 | 0.0002 | -0.002025 | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,783,156,320,000 | XRP/USDT:USDT | perp | binance | bybit | null | 1.14255 | null | null | null | 0.0011 | 0 | null | null | 0.0011 | null | 0.0002 | 0.0002 | null | null | null | C_research_cross_exchange_transfer_unknown | false | true | transfer_latency_and_inventory_constraints_unknown |
1,585,132,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,675.9 | 6,500 | 0.0267 | null | null | 0.002 | null | 0.0247 | 0.0267 | 0.002 | null | null | null | 0.0247 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,132,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,598.35 | 6,500 | 0.015017 | null | null | 0.002 | null | 0.013017 | 0.015017 | 0.002 | null | null | null | 0.013017 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,133,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,626.04 | 6,500 | 0.019205 | null | null | 0.002 | null | 0.017205 | 0.019205 | 0.002 | null | null | null | 0.017205 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,133,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,548 | 6,588 | -0.00609 | null | null | 0.002 | null | 0.00409 | 0.00609 | 0.002 | null | null | null | 0.00409 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,133,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,594.24 | 6,591.5 | 0.000416 | null | null | 0.002 | null | -0.001584 | 0.000416 | 0.002 | null | null | null | -0.001584 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,134,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,606.65 | 6,606.5 | 0.000023 | null | null | 0.002 | null | -0.001977 | 0.000023 | 0.002 | null | null | null | -0.001977 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,134,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,609.32 | 6,606.5 | 0.000427 | null | null | 0.002 | null | -0.001573 | 0.000427 | 0.002 | null | null | null | -0.001573 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,134,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,583.18 | 6,590.5 | -0.001111 | null | null | 0.002 | null | -0.000889 | 0.001111 | 0.002 | null | null | null | -0.000889 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,134,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,609.54 | 6,610 | -0.00007 | null | null | 0.002 | null | -0.00193 | 0.00007 | 0.002 | null | null | null | -0.00193 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,135,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,612.07 | 6,613 | -0.000141 | null | null | 0.002 | null | -0.001859 | 0.000141 | 0.002 | null | null | null | -0.001859 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,135,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,613.26 | 6,618 | -0.000716 | null | null | 0.002 | null | -0.001284 | 0.000716 | 0.002 | null | null | null | -0.001284 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,135,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,568.87 | 6,576 | -0.001085 | null | null | 0.002 | null | -0.000915 | 0.001085 | 0.002 | null | null | null | -0.000915 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,136,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,481.12 | 6,522.5 | -0.006364 | null | null | 0.002 | null | 0.004364 | 0.006364 | 0.002 | null | null | null | 0.004364 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,136,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,497.12 | 6,499.5 | -0.000366 | null | null | 0.002 | null | -0.001634 | 0.000366 | 0.002 | null | null | null | -0.001634 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,136,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,505.52 | 6,504.5 | 0.000157 | null | null | 0.002 | null | -0.001843 | 0.000157 | 0.002 | null | null | null | -0.001843 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,137,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,519.11 | 6,518 | 0.00017 | null | null | 0.002 | null | -0.00183 | 0.00017 | 0.002 | null | null | null | -0.00183 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,137,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,516.58 | 6,511.5 | 0.00078 | null | null | 0.002 | null | -0.00122 | 0.00078 | 0.002 | null | null | null | -0.00122 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,137,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,549.01 | 6,553 | -0.000609 | null | null | 0.002 | null | -0.001391 | 0.000609 | 0.002 | null | null | null | -0.001391 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,137,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,546.43 | 6,548 | -0.00024 | null | null | 0.002 | null | -0.00176 | 0.00024 | 0.002 | null | null | null | -0.00176 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,138,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,531.05 | 6,531.5 | -0.000069 | null | null | 0.002 | null | -0.001931 | 0.000069 | 0.002 | null | null | null | -0.001931 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,138,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,551.65 | 6,550.5 | 0.000176 | null | null | 0.002 | null | -0.001824 | 0.000176 | 0.002 | null | null | null | -0.001824 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,138,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,549.83 | 6,549 | 0.000127 | null | null | 0.002 | null | -0.001873 | 0.000127 | 0.002 | null | null | null | -0.001873 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,139,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,518.9 | 6,519.5 | -0.000092 | null | null | 0.002 | null | -0.001908 | 0.000092 | 0.002 | null | null | null | -0.001908 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,139,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,526.11 | 6,526 | 0.000017 | null | null | 0.002 | null | -0.001983 | 0.000017 | 0.002 | null | null | null | -0.001983 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,139,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,538.61 | 6,538 | 0.000093 | null | null | 0.002 | null | -0.001907 | 0.000093 | 0.002 | null | null | null | -0.001907 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,140,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,546.12 | 6,548.5 | -0.000364 | null | null | 0.002 | null | -0.001636 | 0.000364 | 0.002 | null | null | null | -0.001636 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,140,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,537.72 | 6,536.5 | 0.000187 | null | null | 0.002 | null | -0.001813 | 0.000187 | 0.002 | null | null | null | -0.001813 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,140,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,576.23 | 6,576 | 0.000035 | null | null | 0.002 | null | -0.001965 | 0.000035 | 0.002 | null | null | null | -0.001965 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,140,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,585.51 | 6,583.5 | 0.000305 | null | null | 0.002 | null | -0.001695 | 0.000305 | 0.002 | null | null | null | -0.001695 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,141,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,565.75 | 6,565.5 | 0.000038 | null | null | 0.002 | null | -0.001962 | 0.000038 | 0.002 | null | null | null | -0.001962 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,141,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,584.22 | 6,584 | 0.000033 | null | null | 0.002 | null | -0.001967 | 0.000033 | 0.002 | null | null | null | -0.001967 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,141,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,612.67 | 6,611.5 | 0.000177 | null | null | 0.002 | null | -0.001823 | 0.000177 | 0.002 | null | null | null | -0.001823 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,142,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,603.56 | 6,604 | -0.000067 | null | null | 0.002 | null | -0.001933 | 0.000067 | 0.002 | null | null | null | -0.001933 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,142,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,581.14 | 6,581.5 | -0.000055 | null | null | 0.002 | null | -0.001945 | 0.000055 | 0.002 | null | null | null | -0.001945 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,142,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,598.33 | 6,598 | 0.00005 | null | null | 0.002 | null | -0.00195 | 0.00005 | 0.002 | null | null | null | -0.00195 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,143,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,656.27 | 6,574 | 0.012437 | null | null | 0.002 | null | 0.010437 | 0.012437 | 0.002 | null | null | null | 0.010437 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,143,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,768 | 6,574 | 0.029081 | null | null | 0.002 | null | 0.027081 | 0.029081 | 0.002 | null | null | null | 0.027081 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,143,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,693.65 | 6,697 | -0.0005 | null | null | 0.002 | null | -0.0015 | 0.0005 | 0.002 | null | null | null | -0.0015 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,143,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,692.96 | 6,697 | -0.000603 | null | null | 0.002 | null | -0.001397 | 0.000603 | 0.002 | null | null | null | -0.001397 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,144,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,626.66 | 6,627 | -0.000051 | null | null | 0.002 | null | -0.001949 | 0.000051 | 0.002 | null | null | null | -0.001949 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,144,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,571.23 | 6,585 | -0.002093 | null | null | 0.002 | null | 0.000093 | 0.002093 | 0.002 | null | null | null | 0.000093 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,144,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,538.72 | 6,542 | -0.000502 | null | null | 0.002 | null | -0.001498 | 0.000502 | 0.002 | null | null | null | -0.001498 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,145,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,582.14 | 6,574 | 0.001237 | null | null | 0.002 | null | -0.000763 | 0.001237 | 0.002 | null | null | null | -0.000763 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,145,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,574.01 | 6,560.5 | 0.002057 | null | null | 0.002 | null | 0.000057 | 0.002057 | 0.002 | null | null | null | 0.000057 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,145,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,587.65 | 6,587 | 0.000099 | null | null | 0.002 | null | -0.001901 | 0.000099 | 0.002 | null | null | null | -0.001901 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,146,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,593.22 | 6,594 | -0.000118 | null | null | 0.002 | null | -0.001882 | 0.000118 | 0.002 | null | null | null | -0.001882 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,146,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,601.64 | 6,591 | 0.001613 | null | null | 0.002 | null | -0.000387 | 0.001613 | 0.002 | null | null | null | -0.000387 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,146,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,627.39 | 6,629 | -0.000243 | null | null | 0.002 | null | -0.001757 | 0.000243 | 0.002 | null | null | null | -0.001757 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,146,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,640.82 | 6,633 | 0.001178 | null | null | 0.002 | null | -0.000822 | 0.001178 | 0.002 | null | null | null | -0.000822 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,147,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,590.86 | 6,598.5 | -0.001159 | null | null | 0.002 | null | -0.000841 | 0.001159 | 0.002 | null | null | null | -0.000841 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,147,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,577.96 | 6,583.5 | -0.000842 | null | null | 0.002 | null | -0.001158 | 0.000842 | 0.002 | null | null | null | -0.001158 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,147,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,599.73 | 6,604 | -0.000647 | null | null | 0.002 | null | -0.001353 | 0.000647 | 0.002 | null | null | null | -0.001353 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,148,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,624.79 | 6,590 | 0.005265 | null | null | 0.002 | null | 0.003265 | 0.005265 | 0.002 | null | null | null | 0.003265 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,148,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,623.4 | 6,620 | 0.000513 | null | null | 0.002 | null | -0.001487 | 0.000513 | 0.002 | null | null | null | -0.001487 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,148,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,657.52 | 6,655.5 | 0.000303 | null | null | 0.002 | null | -0.001697 | 0.000303 | 0.002 | null | null | null | -0.001697 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,149,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,638.16 | 6,632 | 0.000928 | null | null | 0.002 | null | -0.001072 | 0.000928 | 0.002 | null | null | null | -0.001072 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,149,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,638.11 | 6,632 | 0.000921 | null | null | 0.002 | null | -0.001079 | 0.000921 | 0.002 | null | null | null | -0.001079 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,149,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,648.63 | 6,642 | 0.000998 | null | null | 0.002 | null | -0.001002 | 0.000998 | 0.002 | null | null | null | -0.001002 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,149,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,653.67 | 6,641 | 0.001906 | null | null | 0.002 | null | -0.000094 | 0.001906 | 0.002 | null | null | null | -0.000094 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,150,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,643.59 | 6,636 | 0.001143 | null | null | 0.002 | null | -0.000857 | 0.001143 | 0.002 | null | null | null | -0.000857 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,150,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,623.81 | 6,642 | -0.002742 | null | null | 0.002 | null | 0.000742 | 0.002742 | 0.002 | null | null | null | 0.000742 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,150,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,616.71 | 6,613 | 0.000561 | null | null | 0.002 | null | -0.001439 | 0.000561 | 0.002 | null | null | null | -0.001439 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,151,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,640.72 | 6,632 | 0.001314 | null | null | 0.002 | null | -0.000686 | 0.001314 | 0.002 | null | null | null | -0.000686 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,151,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,597.25 | 6,599 | -0.000265 | null | null | 0.002 | null | -0.001735 | 0.000265 | 0.002 | null | null | null | -0.001735 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,151,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,611.6 | 6,615 | -0.000514 | null | null | 0.002 | null | -0.001486 | 0.000514 | 0.002 | null | null | null | -0.001486 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,152,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,639.92 | 6,638 | 0.000289 | null | null | 0.002 | null | -0.001711 | 0.000289 | 0.002 | null | null | null | -0.001711 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,152,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,613.62 | 6,601.5 | 0.001834 | null | null | 0.002 | null | -0.000166 | 0.001834 | 0.002 | null | null | null | -0.000166 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,152,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,635.67 | 6,626.5 | 0.001383 | null | null | 0.002 | null | -0.000617 | 0.001383 | 0.002 | null | null | null | -0.000617 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,152,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,636.94 | 6,639 | -0.00031 | null | null | 0.002 | null | -0.00169 | 0.00031 | 0.002 | null | null | null | -0.00169 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,153,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,657 | 6,643 | 0.002105 | null | null | 0.002 | null | 0.000105 | 0.002105 | 0.002 | null | null | null | 0.000105 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,153,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,675.78 | 6,691 | -0.002277 | null | null | 0.002 | null | 0.000277 | 0.002277 | 0.002 | null | null | null | 0.000277 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,153,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,670.98 | 6,666.5 | 0.000672 | null | null | 0.002 | null | -0.001328 | 0.000672 | 0.002 | null | null | null | -0.001328 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,154,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,682.57 | 6,681.5 | 0.00016 | null | null | 0.002 | null | -0.00184 | 0.00016 | 0.002 | null | null | null | -0.00184 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,154,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,689.33 | 6,686 | 0.000498 | null | null | 0.002 | null | -0.001502 | 0.000498 | 0.002 | null | null | null | -0.001502 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,154,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,670.72 | 6,678 | -0.001091 | null | null | 0.002 | null | -0.000909 | 0.001091 | 0.002 | null | null | null | -0.000909 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,155,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,659.12 | 6,669 | -0.001483 | null | null | 0.002 | null | -0.000517 | 0.001483 | 0.002 | null | null | null | -0.000517 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,155,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,661.6 | 6,664.5 | -0.000435 | null | null | 0.002 | null | -0.001565 | 0.000435 | 0.002 | null | null | null | -0.001565 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,155,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,656.3 | 6,651 | 0.000797 | null | null | 0.002 | null | -0.001203 | 0.000797 | 0.002 | null | null | null | -0.001203 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,155,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,676.34 | 6,663 | 0.002 | null | null | 0.002 | null | 0 | 0.002 | 0.002 | null | null | null | 0 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,156,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,668.02 | 6,668 | 0.000003 | null | null | 0.002 | null | -0.001997 | 0.000003 | 0.002 | null | null | null | -0.001997 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,156,500,000 | BTC/USDT:USDT | perp | binance | bybit | 6,656.09 | 6,660.5 | -0.000662 | null | null | 0.002 | null | -0.001338 | 0.000662 | 0.002 | null | null | null | -0.001338 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,156,800,000 | BTC/USDT:USDT | perp | binance | bybit | 6,661.41 | 6,660.5 | 0.000137 | null | null | 0.002 | null | -0.001863 | 0.000137 | 0.002 | null | null | null | -0.001863 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,157,100,000 | BTC/USDT:USDT | perp | binance | bybit | 6,655.92 | 6,659 | -0.000463 | null | null | 0.002 | null | -0.001537 | 0.000463 | 0.002 | null | null | null | -0.001537 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,157,400,000 | BTC/USDT:USDT | perp | binance | bybit | 6,638.52 | 6,650 | -0.001728 | null | null | 0.002 | null | -0.000272 | 0.001728 | 0.002 | null | null | null | -0.000272 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,157,700,000 | BTC/USDT:USDT | perp | binance | bybit | 6,644.88 | 6,653.5 | -0.001296 | null | null | 0.002 | null | -0.000704 | 0.001296 | 0.002 | null | null | null | -0.000704 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,158,000,000 | BTC/USDT:USDT | perp | binance | bybit | 6,664.49 | 6,661.5 | 0.000449 | null | null | 0.002 | null | -0.001551 | 0.000449 | 0.002 | null | null | null | -0.001551 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,158,300,000 | BTC/USDT:USDT | perp | binance | bybit | 6,659.69 | 6,664 | -0.000647 | null | null | 0.002 | null | -0.001353 | 0.000647 | 0.002 | null | null | null | -0.001353 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,158,600,000 | BTC/USDT:USDT | perp | binance | bybit | 6,638.51 | 6,664 | -0.003832 | null | null | 0.002 | null | 0.001832 | 0.003832 | 0.002 | null | null | null | 0.001832 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,158,900,000 | BTC/USDT:USDT | perp | binance | bybit | 6,636.93 | 6,650 | -0.001967 | null | null | 0.002 | null | -0.000033 | 0.001967 | 0.002 | null | null | null | -0.000033 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
1,585,159,200,000 | BTC/USDT:USDT | perp | binance | bybit | 6,600 | 6,608 | -0.001211 | null | null | 0.002 | null | -0.000789 | 0.001211 | 0.002 | null | null | null | -0.000789 | null | null | research_only_missing_bid_ask_depth | false | true | missing_bid_ask_depth_or_transfer_constraints |
semantaai-crypto_assets
Semanta AI / EML crypto market dataset for directional ML forecasting, walk-forward research, scalp/MHFT research, and research-only arbitrage analysis.
Current Status
- Latest partitioned update UTC:
2026-07-03T20:36:45.579155+00:00 - Partition window:
2026-07-01T00:00:00+00:00to latest closed candle at update time - Canonical routine update standard:
partitioned_incremental - Raw partition files:
495 - Gold partition files:
495 - Partitioned rows in latest update:
194800 - Partitioned raw/gold parity:
true - Partitioned duplicate timestamps:
0 - Partitioned OHLC violations:
0 - Partitioned missing candles inside written partitions:
0
Data Layers
Canonical incremental layers:
eml/raw/ohlcv_partitioned/: exchange-native cleaned OHLCV partitions by exchange, market type, timeframe, symbol, year, and month.eml/gold/ohlcv_partitioned/: normalized EML-ready OHLCV partitions with UTC datetime, exchange, market type, symbol, base/quote, timeframe, closed-candle flag, and quality flags.
Legacy full snapshot layers, kept for backward compatibility:
eml/raw/ohlcv/eml/gold/ohlcv/
Execution/research layers:
eml/raw/book_ticker/eml/gold/book_ticker/eml/raw/orderbook_l2/eml/gold/orderbook_l2_aggregated/eml/gold/tradeflow/eml/gold/derivatives/eml/gold/arbitrage/eml/metadata/eml/reports/
Coverage
Primary exchanges:
- Binance
- Bybit
Markets:
- spot
- USDT perpetual futures where available
Required timeframes:
1mfor top-5 assets5m,15m,1h,4h,1dfor top assets and available triangle/cross pairs
Important Reports
eml/reports/final_audit_report.jsoneml/reports/dataset_manifest.jsoneml/reports/partitioned_incremental_update_report.jsoneml/reports/data_quality_report.jsoneml/reports/arbitrage_coverage_report.jsoneml/reports/arbitrage_execution_readiness_report.jsoneml/UPDATE_STRATEGY.md
EML Readiness
The latest final_audit_report.json marks:
- EML walk-forward ready:
true - Research arbitrage ready:
true - Execution-grade arbitrage ready:
false
Execution-grade arbitrage remains marked false because true execution-grade claims require deeper historical bid/ask, L2 depth, fees, constraints, slippage, latency assumptions, and executable size validation. Current arbitrage outputs are research-only unless explicitly marked executable.
Leakage Policy
- Feature/gold layers use only past and present information.
- Future-derived labels must stay in label-specific layers.
- No incomplete higher-timeframe candles should be marked as closed.
- Timestamps are UTC.
Update Policy
Routine updates must write only current partitions under eml/raw/ohlcv_partitioned and eml/gold/ohlcv_partitioned. Do not download and rewrite full historical parquet files for routine updates.
See eml/UPDATE_STRATEGY.md for the canonical update method.
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