Tick trades
Individual executions with the source trade identifier, side, price and amount.
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How to read these records
Individual executions with the source trade identifier, side, price and amount.
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
Tick trades
| Field | Storage type | Meaning |
|---|---|---|
exchangeNullable | STRING | Exchange identifier; binance in the inspected files. |
marketNullable | STRING | Market identifier; futures in the inspected files. |
symbolNullable | STRING | Native instrument identifier, for example BTCUSDT. |
timestampNullable | INT64 | Exchange timestamp in UTC epoch microseconds. JSON examples use strings. |
local_timestampNullable | INT64 | Local receive timestamp in UTC epoch microseconds. JSON examples use strings. |
idNullable | STRING | Identifier supplied by the source, nullable when absent. |
sideNullable | STRING | Source side: bid/ask for book updates; buy/sell for executions. Liquidation direction is not converted into long/short. |
priceNullable | DOUBLE | Price stored as a 64-bit floating-point number; this file does not use exact decimal storage. |
amountNullable | DOUBLE | Amount in the source instrument's units. Contract-to-coin conversion is not implied. |
Sample records
BTCUSDT · illustrative values using the verified file columns. This reference does not confirm available download inventory.
trades · illustrative records
[ { "exchange": "binance", "market": "futures", "symbol": "BTCUSDT", "timestamp": "1783728000000000", "local_timestamp": "1783728000012000", "id": "sample-100482", "side": "buy", "price": "64210.50", "amount": "0.142" }, { "exchange": "binance", "market": "futures", "symbol": "BTCUSDT", "timestamp": "1783728000100000", "local_timestamp": "1783728000112000", "id": "sample-100483", "side": "sell", "price": "64211.00", "amount": "0.272" }]Storage and interpretation
Trade identifiers are source-specific and may be null. Amounts remain in the instrument's source units; do not assume that price times amount is USD notional for every contract.
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