Flat Files/Crypto Trades

Crypto Trades

42.4 GB

7 columns

From Nov 4, 2013

Tick-level trades with nanosecond timestamps across an expansive set of crypto pairings

Tickers

1,750+

Rows

2 Billion+

Coverage Start

Nov 4, 2013

Region

Global

Available

End of day

Resolution

Nanosecond

Sample Data

CSV sample file
tickerconditionsexchangeidparticipant_timestamppricesize
X:BTCUSD11514943305167996160021254400027142.850.00226178
X:BTCUSD21514943306167996160059176600027140.120.00073209
X:BTCUSD12357435610167996160065189171227132.60.00827539
X:BTCUSD11514943307167996160073698300027142.30.00021249
X:BTCUSD21514943313167996160090279500027139.120.00127115
X:BTCUSD21514943312167996160090279500027139.130.06632499
X:BTCUSD21514943311167996160090279500027140.110.00265153
X:BTCUSD21514943310167996160090279500027140.120.00171091
X:BTCUSD21514943309167996160090279500027140.120.003
X:BTCUSD21514943308167996160090279500027140.120.0009116

Documentation

ticker - string

The exchange symbol that this item is traded under.


conditions - integer

A list of condition codes. If there are multiple conditions, they will appear in quotations, separated by commas. See Trade Conditions for Polygon.io’s definitions of each condition.


exchange - integer

The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.


id - string

The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID.


participant_timestamp - integer

The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.


price - number

The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.


size - number

The size of a trade (also known as volume).