Datasets consists of structured information about market data series and related contracts metrics (such as funding rate, open interest or strike price). Dataset follow a schema that defines its structure, including the fields and their corresponding datatypes. Datatypes represent the format of the data in the series, such as time, string, integer, float and flags. The schema ensures data consistency and facilitates analysis and modeling of the cryptocurrency data.

• Orderbook Updates provides and initial snapshot of the book and subsequent changes to the book depth, keyed by price.
• Orderbook Snapshots provides a snapshot of N (configurable) book levels at configurable time intervals, or as soon as any one of the N requested levels changed.
• Trades (executions) provides every single trade event. We also record informative data such as updates of mark price, index price, liquidations, implied value, etc. when relevant and when the exchange provides it.
• OHLCV provides the Opening, High, Low and Closing prices, as well as the aggregated Volume, at configurable time intervals.

None.

• Number of levels You can select how many levels do you want in the dataset. Each snapshot will contain at most N levels of each side of the orderbook.
• Frequency You can select the frequency of each snapshot, i.e. how often a snapshot of the orderbook must be recorded. It can be either immediate (each time one of the N levels of the book is updated, or deleted), or at every interval of time (e.g every 5 seconds).

None.

• Frequency You need to choose the duration of each candle (aka kline), e.g. 10s, 1m, 1h, etc.