The two datasets
| OrderBook |
|---|
ts | double | |
bid0_price … bidN_price | double | |
bid0_qty … bidN_qty | double | |
ask0_price … askN_price | double | |
ask0_qty … askN_qty | double | |
| Trade |
|---|
ts | double | |
side | int | |
price | double | |
size | double | |
Days, and what a day means
bronze/dataset=Trade/exchange=COINCHECK/symbol=BTC_SPOT/date=2026-01-15/data.parquet
Quality, stated rather than assumed
Binance: the market that leads
komachi import --market BINANCE:BTC_USDT --start 2026-01-01 --end 2026-01-31
GMO: trades published by the venue
komachi import --market GMO:BTC_JPY --start 2026-01-01 --end 2026-01-31