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mrochk
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binance

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The binance LOB state for cryptocurrency pairs BTCUSDT, ETHUSDT and BTCETH, from 24/03/2025 to 02/04/2025.

Columns:

"symbol": str
"side": bid or ask price level
"price": float, 2 digits precision
"amount": float, 5 digits precision
"snapshot": true if snapshot (initialization of the lob)
"chunk": a chunk is a suite of correct updates, it is not possible to connect two chunks with each other
"update_id": all rows with same update_id are to be processes at the same time
"timestamp": timestamp

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