Order book

L2 snapshots and price-level updates. is_snapshot identifies snapshot rows; a zero amount removes a level.

On this page

How to read these records

L2 snapshots and price-level updates. is_snapshot identifies snapshot rows; a zero amount removes a level.

Fields match the inspected Binance Futures BTCUSDT Parquet files. All six file types share exchange, market, symbol, timestamp and local_timestamp. Both observation clocks use UTC epoch microseconds; nullable means a value may be absent.

Fields

Incremental order book L2

incremental_book_L2 · 9 fieldsINT64 timestamps: µs · prices / amounts: DOUBLE

Field	Storage type	Meaning
`exchange`Nullable	`STRING`	Exchange identifier; binance in the inspected files.
`market`Nullable	`STRING`	Market identifier; futures in the inspected files.
`symbol`Nullable	`STRING`	Native instrument identifier, for example BTCUSDT.
`timestamp`Nullable	`INT64`	Exchange timestamp in UTC epoch microseconds. JSON examples use strings.
`local_timestamp`Nullable	`INT64`	Local receive timestamp in UTC epoch microseconds. JSON examples use strings.
`is_snapshot`Nullable	`BOOLEAN`	True for a snapshot row; false for an incremental level update.
`side`Nullable	`STRING`	Source side: bid/ask for book updates; buy/sell for executions. Liquidation direction is not converted into long/short.
`price`Nullable	`DOUBLE`	Price stored as a 64-bit floating-point number; this file does not use exact decimal storage.
`amount`Nullable	`DOUBLE`	Amount in the source instrument's units. Contract-to-coin conversion is not implied.

Order book snapshots

book_snapshot_25 · 105 fieldsINT64 timestamps: µs · prices / amounts: DOUBLE

Field	Storage type	Meaning
`exchange`Nullable	`STRING`	Exchange identifier; binance in the inspected files.
`market`Nullable	`STRING`	Market identifier; futures in the inspected files.
`symbol`Nullable	`STRING`	Native instrument identifier, for example BTCUSDT.
`timestamp`Nullable	`INT64`	Exchange timestamp in UTC epoch microseconds. JSON examples use strings.
`local_timestamp`Nullable	`INT64`	Local receive timestamp in UTC epoch microseconds. JSON examples use strings.
`asks[0].price`Nullable	`DOUBLE`	Ask price at level 1. Level 0 is the best price; storage is float64.
`asks[0].amount`Nullable	`DOUBLE`	Ask amount at level 1, in source instrument units.
`bids[0].price`Nullable	`DOUBLE`	Bid price at level 1. Level 0 is the best price; storage is float64.
`bids[0].amount`Nullable	`DOUBLE`	Bid amount at level 1, in source instrument units.
`asks[1].price`Nullable	`DOUBLE`	Ask price at level 2. Level 0 is the best price; storage is float64.
`asks[1].amount`Nullable	`DOUBLE`	Ask amount at level 2, in source instrument units.
`bids[1].price`Nullable	`DOUBLE`	Bid price at level 2. Level 0 is the best price; storage is float64.
`bids[1].amount`Nullable	`DOUBLE`	Bid amount at level 2, in source instrument units.
`asks[2].price`Nullable	`DOUBLE`	Ask price at level 3. Level 0 is the best price; storage is float64.
`asks[2].amount`Nullable	`DOUBLE`	Ask amount at level 3, in source instrument units.
`bids[2].price`Nullable	`DOUBLE`	Bid price at level 3. Level 0 is the best price; storage is float64.
`bids[2].amount`Nullable	`DOUBLE`	Bid amount at level 3, in source instrument units.
`asks[3].price`Nullable	`DOUBLE`	Ask price at level 4. Level 0 is the best price; storage is float64.
`asks[3].amount`Nullable	`DOUBLE`	Ask amount at level 4, in source instrument units.
`bids[3].price`Nullable	`DOUBLE`	Bid price at level 4. Level 0 is the best price; storage is float64.
`bids[3].amount`Nullable	`DOUBLE`	Bid amount at level 4, in source instrument units.
`asks[4].price`Nullable	`DOUBLE`	Ask price at level 5. Level 0 is the best price; storage is float64.
`asks[4].amount`Nullable	`DOUBLE`	Ask amount at level 5, in source instrument units.
`bids[4].price`Nullable	`DOUBLE`	Bid price at level 5. Level 0 is the best price; storage is float64.
`bids[4].amount`Nullable	`DOUBLE`	Bid amount at level 5, in source instrument units.
`asks[5].price`Nullable	`DOUBLE`	Ask price at level 6. Level 0 is the best price; storage is float64.
`asks[5].amount`Nullable	`DOUBLE`	Ask amount at level 6, in source instrument units.
`bids[5].price`Nullable	`DOUBLE`	Bid price at level 6. Level 0 is the best price; storage is float64.
`bids[5].amount`Nullable	`DOUBLE`	Bid amount at level 6, in source instrument units.
`asks[6].price`Nullable	`DOUBLE`	Ask price at level 7. Level 0 is the best price; storage is float64.
`asks[6].amount`Nullable	`DOUBLE`	Ask amount at level 7, in source instrument units.
`bids[6].price`Nullable	`DOUBLE`	Bid price at level 7. Level 0 is the best price; storage is float64.
`bids[6].amount`Nullable	`DOUBLE`	Bid amount at level 7, in source instrument units.
`asks[7].price`Nullable	`DOUBLE`	Ask price at level 8. Level 0 is the best price; storage is float64.
`asks[7].amount`Nullable	`DOUBLE`	Ask amount at level 8, in source instrument units.
`bids[7].price`Nullable	`DOUBLE`	Bid price at level 8. Level 0 is the best price; storage is float64.
`bids[7].amount`Nullable	`DOUBLE`	Bid amount at level 8, in source instrument units.
`asks[8].price`Nullable	`DOUBLE`	Ask price at level 9. Level 0 is the best price; storage is float64.
`asks[8].amount`Nullable	`DOUBLE`	Ask amount at level 9, in source instrument units.
`bids[8].price`Nullable	`DOUBLE`	Bid price at level 9. Level 0 is the best price; storage is float64.
`bids[8].amount`Nullable	`DOUBLE`	Bid amount at level 9, in source instrument units.
`asks[9].price`Nullable	`DOUBLE`	Ask price at level 10. Level 0 is the best price; storage is float64.
`asks[9].amount`Nullable	`DOUBLE`	Ask amount at level 10, in source instrument units.
`bids[9].price`Nullable	`DOUBLE`	Bid price at level 10. Level 0 is the best price; storage is float64.
`bids[9].amount`Nullable	`DOUBLE`	Bid amount at level 10, in source instrument units.
`asks[10].price`Nullable	`DOUBLE`	Ask price at level 11. Level 0 is the best price; storage is float64.
`asks[10].amount`Nullable	`DOUBLE`	Ask amount at level 11, in source instrument units.
`bids[10].price`Nullable	`DOUBLE`	Bid price at level 11. Level 0 is the best price; storage is float64.
`bids[10].amount`Nullable	`DOUBLE`	Bid amount at level 11, in source instrument units.
`asks[11].price`Nullable	`DOUBLE`	Ask price at level 12. Level 0 is the best price; storage is float64.
`asks[11].amount`Nullable	`DOUBLE`	Ask amount at level 12, in source instrument units.
`bids[11].price`Nullable	`DOUBLE`	Bid price at level 12. Level 0 is the best price; storage is float64.
`bids[11].amount`Nullable	`DOUBLE`	Bid amount at level 12, in source instrument units.
`asks[12].price`Nullable	`DOUBLE`	Ask price at level 13. Level 0 is the best price; storage is float64.
`asks[12].amount`Nullable	`DOUBLE`	Ask amount at level 13, in source instrument units.
`bids[12].price`Nullable	`DOUBLE`	Bid price at level 13. Level 0 is the best price; storage is float64.
`bids[12].amount`Nullable	`DOUBLE`	Bid amount at level 13, in source instrument units.
`asks[13].price`Nullable	`DOUBLE`	Ask price at level 14. Level 0 is the best price; storage is float64.
`asks[13].amount`Nullable	`DOUBLE`	Ask amount at level 14, in source instrument units.
`bids[13].price`Nullable	`DOUBLE`	Bid price at level 14. Level 0 is the best price; storage is float64.
`bids[13].amount`Nullable	`DOUBLE`	Bid amount at level 14, in source instrument units.
`asks[14].price`Nullable	`DOUBLE`	Ask price at level 15. Level 0 is the best price; storage is float64.
`asks[14].amount`Nullable	`DOUBLE`	Ask amount at level 15, in source instrument units.
`bids[14].price`Nullable	`DOUBLE`	Bid price at level 15. Level 0 is the best price; storage is float64.
`bids[14].amount`Nullable	`DOUBLE`	Bid amount at level 15, in source instrument units.
`asks[15].price`Nullable	`DOUBLE`	Ask price at level 16. Level 0 is the best price; storage is float64.
`asks[15].amount`Nullable	`DOUBLE`	Ask amount at level 16, in source instrument units.
`bids[15].price`Nullable	`DOUBLE`	Bid price at level 16. Level 0 is the best price; storage is float64.
`bids[15].amount`Nullable	`DOUBLE`	Bid amount at level 16, in source instrument units.
`asks[16].price`Nullable	`DOUBLE`	Ask price at level 17. Level 0 is the best price; storage is float64.
`asks[16].amount`Nullable	`DOUBLE`	Ask amount at level 17, in source instrument units.
`bids[16].price`Nullable	`DOUBLE`	Bid price at level 17. Level 0 is the best price; storage is float64.
`bids[16].amount`Nullable	`DOUBLE`	Bid amount at level 17, in source instrument units.
`asks[17].price`Nullable	`DOUBLE`	Ask price at level 18. Level 0 is the best price; storage is float64.
`asks[17].amount`Nullable	`DOUBLE`	Ask amount at level 18, in source instrument units.
`bids[17].price`Nullable	`DOUBLE`	Bid price at level 18. Level 0 is the best price; storage is float64.
`bids[17].amount`Nullable	`DOUBLE`	Bid amount at level 18, in source instrument units.
`asks[18].price`Nullable	`DOUBLE`	Ask price at level 19. Level 0 is the best price; storage is float64.
`asks[18].amount`Nullable	`DOUBLE`	Ask amount at level 19, in source instrument units.
`bids[18].price`Nullable	`DOUBLE`	Bid price at level 19. Level 0 is the best price; storage is float64.
`bids[18].amount`Nullable	`DOUBLE`	Bid amount at level 19, in source instrument units.
`asks[19].price`Nullable	`DOUBLE`	Ask price at level 20. Level 0 is the best price; storage is float64.
`asks[19].amount`Nullable	`DOUBLE`	Ask amount at level 20, in source instrument units.
`bids[19].price`Nullable	`DOUBLE`	Bid price at level 20. Level 0 is the best price; storage is float64.
`bids[19].amount`Nullable	`DOUBLE`	Bid amount at level 20, in source instrument units.
`asks[20].price`Nullable	`DOUBLE`	Ask price at level 21. Level 0 is the best price; storage is float64.
`asks[20].amount`Nullable	`DOUBLE`	Ask amount at level 21, in source instrument units.
`bids[20].price`Nullable	`DOUBLE`	Bid price at level 21. Level 0 is the best price; storage is float64.
`bids[20].amount`Nullable	`DOUBLE`	Bid amount at level 21, in source instrument units.
`asks[21].price`Nullable	`DOUBLE`	Ask price at level 22. Level 0 is the best price; storage is float64.
`asks[21].amount`Nullable	`DOUBLE`	Ask amount at level 22, in source instrument units.
`bids[21].price`Nullable	`DOUBLE`	Bid price at level 22. Level 0 is the best price; storage is float64.
`bids[21].amount`Nullable	`DOUBLE`	Bid amount at level 22, in source instrument units.
`asks[22].price`Nullable	`DOUBLE`	Ask price at level 23. Level 0 is the best price; storage is float64.
`asks[22].amount`Nullable	`DOUBLE`	Ask amount at level 23, in source instrument units.
`bids[22].price`Nullable	`DOUBLE`	Bid price at level 23. Level 0 is the best price; storage is float64.
`bids[22].amount`Nullable	`DOUBLE`	Bid amount at level 23, in source instrument units.
`asks[23].price`Nullable	`DOUBLE`	Ask price at level 24. Level 0 is the best price; storage is float64.
`asks[23].amount`Nullable	`DOUBLE`	Ask amount at level 24, in source instrument units.
`bids[23].price`Nullable	`DOUBLE`	Bid price at level 24. Level 0 is the best price; storage is float64.
`bids[23].amount`Nullable	`DOUBLE`	Bid amount at level 24, in source instrument units.
`asks[24].price`Nullable	`DOUBLE`	Ask price at level 25. Level 0 is the best price; storage is float64.
`asks[24].amount`Nullable	`DOUBLE`	Ask amount at level 25, in source instrument units.
`bids[24].price`Nullable	`DOUBLE`	Bid price at level 25. Level 0 is the best price; storage is float64.
`bids[24].amount`Nullable	`DOUBLE`	Bid amount at level 25, in source instrument units.

Sample records

BTCUSDT · illustrative values using the verified file columns. This reference does not confirm available download inventory.

incremental_book_L2 · illustrative records

1[2  {3    "exchange": "binance",4    "market": "futures",5    "symbol": "BTCUSDT",6    "timestamp": "1783728000000000",7    "local_timestamp": "1783728000012000",8    "is_snapshot": true,9    "side": "bid",10    "price": "64210.50",11    "amount": "0.142"12  },13  {14    "exchange": "binance",15    "market": "futures",16    "symbol": "BTCUSDT",17    "timestamp": "1783728000100000",18    "local_timestamp": "1783728000112000",19    "is_snapshot": false,20    "side": "ask",21    "price": "64211.00",22    "amount": "0.272"23  }24]

book_snapshot_25 · illustrative records

1[2  {3    "exchange": "binance",4    "market": "futures",5    "symbol": "BTCUSDT",6    "timestamp": "1783728000000000",7    "local_timestamp": "1783728000012000",8    "asks[0].price": "64211.00",9    "asks[0].amount": "0.142",10    "bids[0].price": "64210.00",11    "bids[0].amount": "0.142",12    "asks[1].price": "64211.50",13    "asks[1].amount": "0.152",14    "bids[1].price": "64209.50",15    "bids[1].amount": "0.152",16    "asks[2].price": "64212.00",17    "asks[2].amount": "0.162",18    "bids[2].price": "64209.00",19    "bids[2].amount": "0.162",20    "asks[3].price": "64212.50",21    "asks[3].amount": "0.172",22    "bids[3].price": "64208.50",23    "bids[3].amount": "0.172",24    "asks[4].price": "64213.00",25    "asks[4].amount": "0.182",26    "bids[4].price": "64208.00",27    "bids[4].amount": "0.182",28    "asks[5].price": "64213.50",29    "asks[5].amount": "0.192",30    "bids[5].price": "64207.50",31    "bids[5].amount": "0.192",32    "asks[6].price": "64214.00",33    "asks[6].amount": "0.202",34    "bids[6].price": "64207.00",35    "bids[6].amount": "0.202",36    "asks[7].price": "64214.50",37    "asks[7].amount": "0.212",38    "bids[7].price": "64206.50",39    "bids[7].amount": "0.212",40    "asks[8].price": "64215.00",41    "asks[8].amount": "0.222",42    "bids[8].price": "64206.00",43    "bids[8].amount": "0.222",44    "asks[9].price": "64215.50",45    "asks[9].amount": "0.232",46    "bids[9].price": "64205.50",47    "bids[9].amount": "0.232",48    "asks[10].price": "64216.00",49    "asks[10].amount": "0.242",50    "bids[10].price": "64205.00",51    "bids[10].amount": "0.242",52    "asks[11].price": "64216.50",53    "asks[11].amount": "0.252",54    "bids[11].price": "64204.50",55    "bids[11].amount": "0.252",56    "asks[12].price": "64217.00",57    "asks[12].amount": "0.262",58    "bids[12].price": "64204.00",59    "bids[12].amount": "0.262",60    "asks[13].price": "64217.50",61    "asks[13].amount": "0.272",62    "bids[13].price": "64203.50",63    "bids[13].amount": "0.272",64    "asks[14].price": "64218.00",65    "asks[14].amount": "0.282",66    "bids[14].price": "64203.00",67    "bids[14].amount": "0.282",68    "asks[15].price": "64218.50",69    "asks[15].amount": "0.292",70    "bids[15].price": "64202.50",71    "bids[15].amount": "0.292",72    "asks[16].price": "64219.00",73    "asks[16].amount": "0.302",74    "bids[16].price": "64202.00",75    "bids[16].amount": "0.302",76    "asks[17].price": "64219.50",77    "asks[17].amount": "0.312",78    "bids[17].price": "64201.50",79    "bids[17].amount": "0.312",80    "asks[18].price": "64220.00",81    "asks[18].amount": "0.322",82    "bids[18].price": "64201.00",83    "bids[18].amount": "0.322",84    "asks[19].price": "64220.50",85    "asks[19].amount": "0.332",86    "bids[19].price": "64200.50",87    "bids[19].amount": "0.332",88    "asks[20].price": "64221.00",89    "asks[20].amount": "0.342",90    "bids[20].price": "64200.00",91    "bids[20].amount": "0.342",92    "asks[21].price": "64221.50",93    "asks[21].amount": "0.352",94    "bids[21].price": "64199.50",95    "bids[21].amount": "0.352",96    "asks[22].price": "64222.00",97    "asks[22].amount": "0.362",98    "bids[22].price": "64199.00",99    "bids[22].amount": "0.362",100    "asks[23].price": "64222.50",101    "asks[23].amount": "0.372",102    "bids[23].price": "64198.50",103    "bids[23].amount": "0.372",104    "asks[24].price": "64223.00",105    "asks[24].amount": "0.382",106    "bids[24].price": "64198.00",107    "bids[24].amount": "0.382"108  },109  {110    "exchange": "binance",111    "market": "futures",112    "symbol": "BTCUSDT",113    "timestamp": "1783728000100000",114    "local_timestamp": "1783728000112000",115    "asks[0].price": "64211.00",116    "asks[0].amount": "0.142",117    "bids[0].price": "64210.00",118    "bids[0].amount": "0.142",119    "asks[1].price": "64211.50",120    "asks[1].amount": "0.152",121    "bids[1].price": "64209.50",122    "bids[1].amount": "0.152",123    "asks[2].price": "64212.00",124    "asks[2].amount": "0.162",125    "bids[2].price": "64209.00",126    "bids[2].amount": "0.162",127    "asks[3].price": "64212.50",128    "asks[3].amount": "0.172",129    "bids[3].price": "64208.50",130    "bids[3].amount": "0.172",131    "asks[4].price": "64213.00",132    "asks[4].amount": "0.182",133    "bids[4].price": "64208.00",134    "bids[4].amount": "0.182",135    "asks[5].price": "64213.50",136    "asks[5].amount": "0.192",137    "bids[5].price": "64207.50",138    "bids[5].amount": "0.192",139    "asks[6].price": "64214.00",140    "asks[6].amount": "0.202",141    "bids[6].price": "64207.00",142    "bids[6].amount": "0.202",143    "asks[7].price": "64214.50",144    "asks[7].amount": "0.212",145    "bids[7].price": "64206.50",146    "bids[7].amount": "0.212",147    "asks[8].price": "64215.00",148    "asks[8].amount": "0.222",149    "bids[8].price": "64206.00",150    "bids[8].amount": "0.222",151    "asks[9].price": "64215.50",152    "asks[9].amount": "0.232",153    "bids[9].price": "64205.50",154    "bids[9].amount": "0.232",155    "asks[10].price": "64216.00",156    "asks[10].amount": "0.242",157    "bids[10].price": "64205.00",158    "bids[10].amount": "0.242",159    "asks[11].price": "64216.50",160    "asks[11].amount": "0.252",161    "bids[11].price": "64204.50",162    "bids[11].amount": "0.252",163    "asks[12].price": "64217.00",164    "asks[12].amount": "0.262",165    "bids[12].price": "64204.00",166    "bids[12].amount": "0.262",167    "asks[13].price": "64217.50",168    "asks[13].amount": "0.272",169    "bids[13].price": "64203.50",170    "bids[13].amount": "0.272",171    "asks[14].price": "64218.00",172    "asks[14].amount": "0.282",173    "bids[14].price": "64203.00",174    "bids[14].amount": "0.282",175    "asks[15].price": "64218.50",176    "asks[15].amount": "0.292",177    "bids[15].price": "64202.50",178    "bids[15].amount": "0.292",179    "asks[16].price": "64219.00",180    "asks[16].amount": "0.302",181    "bids[16].price": "64202.00",182    "bids[16].amount": "0.302",183    "asks[17].price": "64219.50",184    "asks[17].amount": "0.312",185    "bids[17].price": "64201.50",186    "bids[17].amount": "0.312",187    "asks[18].price": "64220.00",188    "asks[18].amount": "0.322",189    "bids[18].price": "64201.00",190    "bids[18].amount": "0.322",191    "asks[19].price": "64220.50",192    "asks[19].amount": "0.332",193    "bids[19].price": "64200.50",194    "bids[19].amount": "0.332",195    "asks[20].price": "64221.00",196    "asks[20].amount": "0.342",197    "bids[20].price": "64200.00",198    "bids[20].amount": "0.342",199    "asks[21].price": "64221.50",200    "asks[21].amount": "0.352",201    "bids[21].price": "64199.50",202    "bids[21].amount": "0.352",203    "asks[22].price": "64222.00",204    "asks[22].amount": "0.362",205    "bids[22].price": "64199.00",206    "bids[22].amount": "0.362",207    "asks[23].price": "64222.50",208    "asks[23].amount": "0.372",209    "bids[23].price": "64198.50",210    "bids[23].amount": "0.372",211    "asks[24].price": "64223.00",212    "asks[24].amount": "0.382",213    "bids[24].price": "64198.00",214    "bids[24].amount": "0.382"215  }216]

Storage and interpretation

incremental_book_L2 has one bid/ask price level per row and an is_snapshot flag. Apply all snapshot rows together; amount=0 removes an incremental level. book_snapshot_25 has one row per observed book, with 25 ask and bid levels in 100 price/amount columns plus five common columns. These files do not contain sequence IDs, so do not infer verified sequence continuity from this schema.

Need a hand with your data?Contact support

How to read these records

L2 snapshots and price-level updates. is_snapshot identifies snapshot rows; a zero amount removes a level.

Fields

Incremental order book L2

incremental_book_L2 · 9 fieldsINT64 timestamps: µs · prices / amounts: DOUBLE

Field	Storage type	Meaning
`exchange`Nullable	`STRING`	Exchange identifier; binance in the inspected files.
`market`Nullable	`STRING`	Market identifier; futures in the inspected files.
`symbol`Nullable	`STRING`	Native instrument identifier, for example BTCUSDT.
`timestamp`Nullable	`INT64`	Exchange timestamp in UTC epoch microseconds. JSON examples use strings.
`local_timestamp`Nullable	`INT64`	Local receive timestamp in UTC epoch microseconds. JSON examples use strings.
`is_snapshot`Nullable	`BOOLEAN`	True for a snapshot row; false for an incremental level update.
`side`Nullable	`STRING`	Source side: bid/ask for book updates; buy/sell for executions. Liquidation direction is not converted into long/short.
`price`Nullable	`DOUBLE`	Price stored as a 64-bit floating-point number; this file does not use exact decimal storage.
`amount`Nullable	`DOUBLE`	Amount in the source instrument's units. Contract-to-coin conversion is not implied.

Order book snapshots

book_snapshot_25 · 105 fieldsINT64 timestamps: µs · prices / amounts: DOUBLE

Field	Storage type	Meaning
`exchange`Nullable	`STRING`	Exchange identifier; binance in the inspected files.
`market`Nullable	`STRING`	Market identifier; futures in the inspected files.
`symbol`Nullable	`STRING`	Native instrument identifier, for example BTCUSDT.
`timestamp`Nullable	`INT64`	Exchange timestamp in UTC epoch microseconds. JSON examples use strings.
`local_timestamp`Nullable	`INT64`	Local receive timestamp in UTC epoch microseconds. JSON examples use strings.
`asks[0].price`Nullable	`DOUBLE`	Ask price at level 1. Level 0 is the best price; storage is float64.
`asks[0].amount`Nullable	`DOUBLE`	Ask amount at level 1, in source instrument units.
`bids[0].price`Nullable	`DOUBLE`	Bid price at level 1. Level 0 is the best price; storage is float64.
`bids[0].amount`Nullable	`DOUBLE`	Bid amount at level 1, in source instrument units.
`asks[1].price`Nullable	`DOUBLE`	Ask price at level 2. Level 0 is the best price; storage is float64.
`asks[1].amount`Nullable	`DOUBLE`	Ask amount at level 2, in source instrument units.
`bids[1].price`Nullable	`DOUBLE`	Bid price at level 2. Level 0 is the best price; storage is float64.
`bids[1].amount`Nullable	`DOUBLE`	Bid amount at level 2, in source instrument units.
`asks[2].price`Nullable	`DOUBLE`	Ask price at level 3. Level 0 is the best price; storage is float64.
`asks[2].amount`Nullable	`DOUBLE`	Ask amount at level 3, in source instrument units.
`bids[2].price`Nullable	`DOUBLE`	Bid price at level 3. Level 0 is the best price; storage is float64.
`bids[2].amount`Nullable	`DOUBLE`	Bid amount at level 3, in source instrument units.
`asks[3].price`Nullable	`DOUBLE`	Ask price at level 4. Level 0 is the best price; storage is float64.
`asks[3].amount`Nullable	`DOUBLE`	Ask amount at level 4, in source instrument units.
`bids[3].price`Nullable	`DOUBLE`	Bid price at level 4. Level 0 is the best price; storage is float64.
`bids[3].amount`Nullable	`DOUBLE`	Bid amount at level 4, in source instrument units.
`asks[4].price`Nullable	`DOUBLE`	Ask price at level 5. Level 0 is the best price; storage is float64.
`asks[4].amount`Nullable	`DOUBLE`	Ask amount at level 5, in source instrument units.
`bids[4].price`Nullable	`DOUBLE`	Bid price at level 5. Level 0 is the best price; storage is float64.
`bids[4].amount`Nullable	`DOUBLE`	Bid amount at level 5, in source instrument units.
`asks[5].price`Nullable	`DOUBLE`	Ask price at level 6. Level 0 is the best price; storage is float64.
`asks[5].amount`Nullable	`DOUBLE`	Ask amount at level 6, in source instrument units.
`bids[5].price`Nullable	`DOUBLE`	Bid price at level 6. Level 0 is the best price; storage is float64.
`bids[5].amount`Nullable	`DOUBLE`	Bid amount at level 6, in source instrument units.
`asks[6].price`Nullable	`DOUBLE`	Ask price at level 7. Level 0 is the best price; storage is float64.
`asks[6].amount`Nullable	`DOUBLE`	Ask amount at level 7, in source instrument units.
`bids[6].price`Nullable	`DOUBLE`	Bid price at level 7. Level 0 is the best price; storage is float64.
`bids[6].amount`Nullable	`DOUBLE`	Bid amount at level 7, in source instrument units.
`asks[7].price`Nullable	`DOUBLE`	Ask price at level 8. Level 0 is the best price; storage is float64.
`asks[7].amount`Nullable	`DOUBLE`	Ask amount at level 8, in source instrument units.
`bids[7].price`Nullable	`DOUBLE`	Bid price at level 8. Level 0 is the best price; storage is float64.
`bids[7].amount`Nullable	`DOUBLE`	Bid amount at level 8, in source instrument units.
`asks[8].price`Nullable	`DOUBLE`	Ask price at level 9. Level 0 is the best price; storage is float64.
`asks[8].amount`Nullable	`DOUBLE`	Ask amount at level 9, in source instrument units.
`bids[8].price`Nullable	`DOUBLE`	Bid price at level 9. Level 0 is the best price; storage is float64.
`bids[8].amount`Nullable	`DOUBLE`	Bid amount at level 9, in source instrument units.
`asks[9].price`Nullable	`DOUBLE`	Ask price at level 10. Level 0 is the best price; storage is float64.
`asks[9].amount`Nullable	`DOUBLE`	Ask amount at level 10, in source instrument units.
`bids[9].price`Nullable	`DOUBLE`	Bid price at level 10. Level 0 is the best price; storage is float64.
`bids[9].amount`Nullable	`DOUBLE`	Bid amount at level 10, in source instrument units.
`asks[10].price`Nullable	`DOUBLE`	Ask price at level 11. Level 0 is the best price; storage is float64.
`asks[10].amount`Nullable	`DOUBLE`	Ask amount at level 11, in source instrument units.
`bids[10].price`Nullable	`DOUBLE`	Bid price at level 11. Level 0 is the best price; storage is float64.
`bids[10].amount`Nullable	`DOUBLE`	Bid amount at level 11, in source instrument units.
`asks[11].price`Nullable	`DOUBLE`	Ask price at level 12. Level 0 is the best price; storage is float64.
`asks[11].amount`Nullable	`DOUBLE`	Ask amount at level 12, in source instrument units.
`bids[11].price`Nullable	`DOUBLE`	Bid price at level 12. Level 0 is the best price; storage is float64.
`bids[11].amount`Nullable	`DOUBLE`	Bid amount at level 12, in source instrument units.
`asks[12].price`Nullable	`DOUBLE`	Ask price at level 13. Level 0 is the best price; storage is float64.
`asks[12].amount`Nullable	`DOUBLE`	Ask amount at level 13, in source instrument units.
`bids[12].price`Nullable	`DOUBLE`	Bid price at level 13. Level 0 is the best price; storage is float64.
`bids[12].amount`Nullable	`DOUBLE`	Bid amount at level 13, in source instrument units.
`asks[13].price`Nullable	`DOUBLE`	Ask price at level 14. Level 0 is the best price; storage is float64.
`asks[13].amount`Nullable	`DOUBLE`	Ask amount at level 14, in source instrument units.
`bids[13].price`Nullable	`DOUBLE`	Bid price at level 14. Level 0 is the best price; storage is float64.
`bids[13].amount`Nullable	`DOUBLE`	Bid amount at level 14, in source instrument units.
`asks[14].price`Nullable	`DOUBLE`	Ask price at level 15. Level 0 is the best price; storage is float64.
`asks[14].amount`Nullable	`DOUBLE`	Ask amount at level 15, in source instrument units.
`bids[14].price`Nullable	`DOUBLE`	Bid price at level 15. Level 0 is the best price; storage is float64.
`bids[14].amount`Nullable	`DOUBLE`	Bid amount at level 15, in source instrument units.
`asks[15].price`Nullable	`DOUBLE`	Ask price at level 16. Level 0 is the best price; storage is float64.
`asks[15].amount`Nullable	`DOUBLE`	Ask amount at level 16, in source instrument units.
`bids[15].price`Nullable	`DOUBLE`	Bid price at level 16. Level 0 is the best price; storage is float64.
`bids[15].amount`Nullable	`DOUBLE`	Bid amount at level 16, in source instrument units.
`asks[16].price`Nullable	`DOUBLE`	Ask price at level 17. Level 0 is the best price; storage is float64.
`asks[16].amount`Nullable	`DOUBLE`	Ask amount at level 17, in source instrument units.
`bids[16].price`Nullable	`DOUBLE`	Bid price at level 17. Level 0 is the best price; storage is float64.
`bids[16].amount`Nullable	`DOUBLE`	Bid amount at level 17, in source instrument units.
`asks[17].price`Nullable	`DOUBLE`	Ask price at level 18. Level 0 is the best price; storage is float64.
`asks[17].amount`Nullable	`DOUBLE`	Ask amount at level 18, in source instrument units.
`bids[17].price`Nullable	`DOUBLE`	Bid price at level 18. Level 0 is the best price; storage is float64.
`bids[17].amount`Nullable	`DOUBLE`	Bid amount at level 18, in source instrument units.
`asks[18].price`Nullable	`DOUBLE`	Ask price at level 19. Level 0 is the best price; storage is float64.
`asks[18].amount`Nullable	`DOUBLE`	Ask amount at level 19, in source instrument units.
`bids[18].price`Nullable	`DOUBLE`	Bid price at level 19. Level 0 is the best price; storage is float64.
`bids[18].amount`Nullable	`DOUBLE`	Bid amount at level 19, in source instrument units.
`asks[19].price`Nullable	`DOUBLE`	Ask price at level 20. Level 0 is the best price; storage is float64.
`asks[19].amount`Nullable	`DOUBLE`	Ask amount at level 20, in source instrument units.
`bids[19].price`Nullable	`DOUBLE`	Bid price at level 20. Level 0 is the best price; storage is float64.
`bids[19].amount`Nullable	`DOUBLE`	Bid amount at level 20, in source instrument units.
`asks[20].price`Nullable	`DOUBLE`	Ask price at level 21. Level 0 is the best price; storage is float64.
`asks[20].amount`Nullable	`DOUBLE`	Ask amount at level 21, in source instrument units.
`bids[20].price`Nullable	`DOUBLE`	Bid price at level 21. Level 0 is the best price; storage is float64.
`bids[20].amount`Nullable	`DOUBLE`	Bid amount at level 21, in source instrument units.
`asks[21].price`Nullable	`DOUBLE`	Ask price at level 22. Level 0 is the best price; storage is float64.
`asks[21].amount`Nullable	`DOUBLE`	Ask amount at level 22, in source instrument units.
`bids[21].price`Nullable	`DOUBLE`	Bid price at level 22. Level 0 is the best price; storage is float64.
`bids[21].amount`Nullable	`DOUBLE`	Bid amount at level 22, in source instrument units.
`asks[22].price`Nullable	`DOUBLE`	Ask price at level 23. Level 0 is the best price; storage is float64.
`asks[22].amount`Nullable	`DOUBLE`	Ask amount at level 23, in source instrument units.
`bids[22].price`Nullable	`DOUBLE`	Bid price at level 23. Level 0 is the best price; storage is float64.
`bids[22].amount`Nullable	`DOUBLE`	Bid amount at level 23, in source instrument units.
`asks[23].price`Nullable	`DOUBLE`	Ask price at level 24. Level 0 is the best price; storage is float64.
`asks[23].amount`Nullable	`DOUBLE`	Ask amount at level 24, in source instrument units.
`bids[23].price`Nullable	`DOUBLE`	Bid price at level 24. Level 0 is the best price; storage is float64.
`bids[23].amount`Nullable	`DOUBLE`	Bid amount at level 24, in source instrument units.
`asks[24].price`Nullable	`DOUBLE`	Ask price at level 25. Level 0 is the best price; storage is float64.
`asks[24].amount`Nullable	`DOUBLE`	Ask amount at level 25, in source instrument units.
`bids[24].price`Nullable	`DOUBLE`	Bid price at level 25. Level 0 is the best price; storage is float64.
`bids[24].amount`Nullable	`DOUBLE`	Bid amount at level 25, in source instrument units.

Sample records

BTCUSDT · illustrative values using the verified file columns. This reference does not confirm available download inventory.

incremental_book_L2 · illustrative records

1[2  {3    "exchange": "binance",4    "market": "futures",5    "symbol": "BTCUSDT",6    "timestamp": "1783728000000000",7    "local_timestamp": "1783728000012000",8    "is_snapshot": true,9    "side": "bid",10    "price": "64210.50",11    "amount": "0.142"12  },13  {14    "exchange": "binance",15    "market": "futures",16    "symbol": "BTCUSDT",17    "timestamp": "1783728000100000",18    "local_timestamp": "1783728000112000",19    "is_snapshot": false,20    "side": "ask",21    "price": "64211.00",22    "amount": "0.272"23  }24]

book_snapshot_25 · illustrative records

1[2  {3    "exchange": "binance",4    "market": "futures",5    "symbol": "BTCUSDT",6    "timestamp": "1783728000000000",7    "local_timestamp": "1783728000012000",8    "asks[0].price": "64211.00",9    "asks[0].amount": "0.142",10    "bids[0].price": "64210.00",11    "bids[0].amount": "0.142",12    "asks[1].price": "64211.50",13    "asks[1].amount": "0.152",14    "bids[1].price": "64209.50",15    "bids[1].amount": "0.152",16    "asks[2].price": "64212.00",17    "asks[2].amount": "0.162",18    "bids[2].price": "64209.00",19    "bids[2].amount": "0.162",20    "asks[3].price": "64212.50",21    "asks[3].amount": "0.172",22    "bids[3].price": "64208.50",23    "bids[3].amount": "0.172",24    "asks[4].price": "64213.00",25    "asks[4].amount": "0.182",26    "bids[4].price": "64208.00",27    "bids[4].amount": "0.182",28    "asks[5].price": "64213.50",29    "asks[5].amount": "0.192",30    "bids[5].price": "64207.50",31    "bids[5].amount": "0.192",32    "asks[6].price": "64214.00",33    "asks[6].amount": "0.202",34    "bids[6].price": "64207.00",35    "bids[6].amount": "0.202",36    "asks[7].price": "64214.50",37    "asks[7].amount": "0.212",38    "bids[7].price": "64206.50",39    "bids[7].amount": "0.212",40    "asks[8].price": "64215.00",41    "asks[8].amount": "0.222",42    "bids[8].price": "64206.00",43    "bids[8].amount": "0.222",44    "asks[9].price": "64215.50",45    "asks[9].amount": "0.232",46    "bids[9].price": "64205.50",47    "bids[9].amount": "0.232",48    "asks[10].price": "64216.00",49    "asks[10].amount": "0.242",50    "bids[10].price": "64205.00",51    "bids[10].amount": "0.242",52    "asks[11].price": "64216.50",53    "asks[11].amount": "0.252",54    "bids[11].price": "64204.50",55    "bids[11].amount": "0.252",56    "asks[12].price": "64217.00",57    "asks[12].amount": "0.262",58    "bids[12].price": "64204.00",59    "bids[12].amount": "0.262",60    "asks[13].price": "64217.50",61    "asks[13].amount": "0.272",62    "bids[13].price": "64203.50",63    "bids[13].amount": "0.272",64    "asks[14].price": "64218.00",65    "asks[14].amount": "0.282",66    "bids[14].price": "64203.00",67    "bids[14].amount": "0.282",68    "asks[15].price": "64218.50",69    "asks[15].amount": "0.292",70    "bids[15].price": "64202.50",71    "bids[15].amount": "0.292",72    "asks[16].price": "64219.00",73    "asks[16].amount": "0.302",74    "bids[16].price": "64202.00",75    "bids[16].amount": "0.302",76    "asks[17].price": "64219.50",77    "asks[17].amount": "0.312",78    "bids[17].price": "64201.50",79    "bids[17].amount": "0.312",80    "asks[18].price": "64220.00",81    "asks[18].amount": "0.322",82    "bids[18].price": "64201.00",83    "bids[18].amount": "0.322",84    "asks[19].price": "64220.50",85    "asks[19].amount": "0.332",86    "bids[19].price": "64200.50",87    "bids[19].amount": "0.332",88    "asks[20].price": "64221.00",89    "asks[20].amount": "0.342",90    "bids[20].price": "64200.00",91    "bids[20].amount": "0.342",92    "asks[21].price": "64221.50",93    "asks[21].amount": "0.352",94    "bids[21].price": "64199.50",95    "bids[21].amount": "0.352",96    "asks[22].price": "64222.00",97    "asks[22].amount": "0.362",98    "bids[22].price": "64199.00",99    "bids[22].amount": "0.362",100    "asks[23].price": "64222.50",101    "asks[23].amount": "0.372",102    "bids[23].price": "64198.50",103    "bids[23].amount": "0.372",104    "asks[24].price": "64223.00",105    "asks[24].amount": "0.382",106    "bids[24].price": "64198.00",107    "bids[24].amount": "0.382"108  },109  {110    "exchange": "binance",111    "market": "futures",112    "symbol": "BTCUSDT",113    "timestamp": "1783728000100000",114    "local_timestamp": "1783728000112000",115    "asks[0].price": "64211.00",116    "asks[0].amount": "0.142",117    "bids[0].price": "64210.00",118    "bids[0].amount": "0.142",119    "asks[1].price": "64211.50",120    "asks[1].amount": "0.152",121    "bids[1].price": "64209.50",122    "bids[1].amount": "0.152",123    "asks[2].price": "64212.00",124    "asks[2].amount": "0.162",125    "bids[2].price": "64209.00",126    "bids[2].amount": "0.162",127    "asks[3].price": "64212.50",128    "asks[3].amount": "0.172",129    "bids[3].price": "64208.50",130    "bids[3].amount": "0.172",131    "asks[4].price": "64213.00",132    "asks[4].amount": "0.182",133    "bids[4].price": "64208.00",134    "bids[4].amount": "0.182",135    "asks[5].price": "64213.50",136    "asks[5].amount": "0.192",137    "bids[5].price": "64207.50",138    "bids[5].amount": "0.192",139    "asks[6].price": "64214.00",140    "asks[6].amount": "0.202",141    "bids[6].price": "64207.00",142    "bids[6].amount": "0.202",143    "asks[7].price": "64214.50",144    "asks[7].amount": "0.212",145    "bids[7].price": "64206.50",146    "bids[7].amount": "0.212",147    "asks[8].price": "64215.00",148    "asks[8].amount": "0.222",149    "bids[8].price": "64206.00",150    "bids[8].amount": "0.222",151    "asks[9].price": "64215.50",152    "asks[9].amount": "0.232",153    "bids[9].price": "64205.50",154    "bids[9].amount": "0.232",155    "asks[10].price": "64216.00",156    "asks[10].amount": "0.242",157    "bids[10].price": "64205.00",158    "bids[10].amount": "0.242",159    "asks[11].price": "64216.50",160    "asks[11].amount": "0.252",161    "bids[11].price": "64204.50",162    "bids[11].amount": "0.252",163    "asks[12].price": "64217.00",164    "asks[12].amount": "0.262",165    "bids[12].price": "64204.00",166    "bids[12].amount": "0.262",167    "asks[13].price": "64217.50",168    "asks[13].amount": "0.272",169    "bids[13].price": "64203.50",170    "bids[13].amount": "0.272",171    "asks[14].price": "64218.00",172    "asks[14].amount": "0.282",173    "bids[14].price": "64203.00",174    "bids[14].amount": "0.282",175    "asks[15].price": "64218.50",176    "asks[15].amount": "0.292",177    "bids[15].price": "64202.50",178    "bids[15].amount": "0.292",179    "asks[16].price": "64219.00",180    "asks[16].amount": "0.302",181    "bids[16].price": "64202.00",182    "bids[16].amount": "0.302",183    "asks[17].price": "64219.50",184    "asks[17].amount": "0.312",185    "bids[17].price": "64201.50",186    "bids[17].amount": "0.312",187    "asks[18].price": "64220.00",188    "asks[18].amount": "0.322",189    "bids[18].price": "64201.00",190    "bids[18].amount": "0.322",191    "asks[19].price": "64220.50",192    "asks[19].amount": "0.332",193    "bids[19].price": "64200.50",194    "bids[19].amount": "0.332",195    "asks[20].price": "64221.00",196    "asks[20].amount": "0.342",197    "bids[20].price": "64200.00",198    "bids[20].amount": "0.342",199    "asks[21].price": "64221.50",200    "asks[21].amount": "0.352",201    "bids[21].price": "64199.50",202    "bids[21].amount": "0.352",203    "asks[22].price": "64222.00",204    "asks[22].amount": "0.362",205    "bids[22].price": "64199.00",206    "bids[22].amount": "0.362",207    "asks[23].price": "64222.50",208    "asks[23].amount": "0.372",209    "bids[23].price": "64198.50",210    "bids[23].amount": "0.372",211    "asks[24].price": "64223.00",212    "asks[24].amount": "0.382",213    "bids[24].price": "64198.00",214    "bids[24].amount": "0.382"215  }216]

Storage and interpretation