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