gold_trades_BTCUSDT
BTC tick tape as our own engine consumes it: deduplicated, gap-recovered trades folded in, volume bars derived from it · core · 2026-08-03 — 2026-08-28 (26 days)
Schema
| Column | Type | Meaning |
|---|---|---|
| timestamp_ms | BIGINT | Exchange trade time (aggTrade `T`), ms UTC. |
| trade_id | BIGINT | Binance aggregate trade id (`a`). Contiguous per symbol; a missing id is a missing trade. We verify the day against Binance's public archive (data.binance.vision) — see /status. |
| price_int | BIGINT | Price × 10^price_decimals (metadata; currently 2). |
| volume_int | BIGINT | Base-asset quantity × 10^vol_decimals (metadata; currently 8). |
| side | TINYINT | isBuyerMaker: 1 = buyer was maker (aggressor sold), 0 = aggressor bought. |
| exchange | VARCHAR | Always `binance` (spot). |
| symbol | VARCHAR | Instrument, e.g. `SOL/USDT`. |
| source | VARCHAR | Provenance: `ws_agg_trade` live WebSocket; `rest_agg_trade_gap_fill` recovered over REST after a WebSocket gap; `…:replay` re-read from the local journal after a collector restart; `ws_inline` (gold_trades_*) received in-process from the collector. |
| recv_ms | BIGINT | Local receive time, ms UTC. |
| epoch | BIGINT | WebSocket session number (see Conventions). |
| ingest_seq | BIGINT | Arrival counter inside the collector. |
Conventions shared by all streams — UTC
milliseconds, integer prices, what side means where, how gaps are
marked and how to rebuild the book — are in the
data dictionary. The same text is
returned by GET /v1/schema/gold_trades_BTCUSDT and the MCP tool
get_schema.
Sample rows (demo hour)
| timestamp_ms | trade_id | price_int | volume_int | side | exchange | symbol | source | recv_ms | epoch | ingest_seq |
|---|---|---|---|---|---|---|---|---|---|---|
| 1787011200452 | 4034502820 | 6453211 | 7000 | 0 | binance | BTC/USDT | ws_inline | 1787011200488 | 0 | 0 |
| 1787011200460 | 4034502821 | 6453211 | 10000 | 0 | binance | BTC/USDT | ws_inline | 1787011200496 | 0 | 0 |
| 1787011200659 | 4034502822 | 6453211 | 10318000 | 0 | binance | BTC/USDT | ws_inline | 1787011200705 | 0 | 0 |
Work with this stream in the SQL console and the backtest runner — the data stays with us, the results go to you. Get access