Public trades
api.trade View Documentation
api.trade View DocumentationThis view provides access to raw trade ticks across all supported exchanges, normalized into a consistent schema with unified market symbols.
exchange
String)
Exchange name (e.g., "binance_futures")
market
String
Normalized symbol (e.g., "BTC-USDT")
side
String
"buy" or "sell"
quantity
Decimal(76,20)
Base asset amount traded (high precision)
price
Decimal(76,20)
Quote asset price per unit (high precision)
timestamp
DateTime64
Trade execution time (nanosecond precision)
trade_id
String
Unique trade identifier (exchange-specific)
⚠️ Extreme Performance Warning
The underlying public_data.trade table:
Processes >500,000 trades/second
Stores 20+ TB of historical data
This requires strict filtering during queries:
timestamp(always use time ranges)market(single market per query recommended)exchange
Example Queries
1. Recent Trades for a Single Market
Output:
2. Large Trade Detection (Whale Watching)
Find all trades over $100k on SOL-USDT
Output
3. Trade Imbalance Analysis
Calculate 5-second buy/sell pressure
Output:
REST API
This endpoint retrieves public trade data for a specific market.
It includes spot, future, and option markets.
This endpoint is limited to 10000 trades per request.
Use Basic Authentication with:
- Username: Your API Key
- Password: Your API Secret
The name of the exchange to filter by
The universal market symbol to filter by
The start time for the trade data in ISO 8601 format (e.g., '2023-01-01T00:00:00Z')
or any format that can be parsed by the parseDateTime64BestEffort
The end time for the trade data in ISO 8601 format (e.g., '2023-01-02T00:00:00Z')
or any format that can be parsed by the parseDateTime64BestEffort
OK
OK
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