l2_SOLUSDT
SOL order-book diffs: first_id/final_id, levels, snapshots · core · 2026-08-01 — 2026-08-28 (28 days)
Schema
| Column | Type | Meaning |
|---|---|---|
| timestamp_ms | BIGINT | Exchange event time (`E`), ms UTC. Snapshot rows carry the REST response time. |
| price_int | BIGINT | Price level × 10^price_decimals. |
| volume_int | BIGINT | New absolute quantity at the level × 10^vol_decimals; 0 removes the level. |
| side | TINYINT | 0 = bid, 1 = ask. |
| exchange | VARCHAR | Always `binance` (spot). |
| symbol | VARCHAR | Instrument, e.g. `BTC/USDT`. |
| recv_ms | BIGINT | Local receive time, ms UTC. |
| epoch | BIGINT | WebSocket session number. |
| ingest_seq | BIGINT | Arrival counter; all levels of one frame share it. |
| first_id | BIGINT | Binance `U` — first update id in the frame. Snapshot rows: lastUpdateId. |
| final_id | BIGINT | Binance `u` — last update id in the frame. Must equal previous final_id + 1 for continuity. |
| prev_final_id | BIGINT | |
| gap | TINYINT | 1 on the first frame after a detected break, else 0. |
| is_snapshot | BIGINT | 1 = full-book reference (REST depth), 0 = incremental diff. |
| gap_reason | VARCHAR | Why gap = 1, or `anchor` for scheduled snapshots; empty otherwise. |
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/l2_SOLUSDT and the MCP tool
get_schema.
Sample rows (demo hour)
| timestamp_ms | price_int | volume_int | side | exchange | symbol | recv_ms | epoch | ingest_seq | first_id | final_id | gap | is_snapshot | gap_reason |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1787011200195 | 7606 | 233209400000 | 1 | binance | SOL/USDT | 1787011200230 | 840 | 31276953 | 29740205799 | 29740205804 | 0 | 0 | |
| 1787011200195 | 7599 | 110635100000 | 0 | binance | SOL/USDT | 1787011200230 | 840 | 31276953 | 29740205799 | 29740205804 | 0 | 0 | |
| 1787011200195 | 7602 | 17194200000 | 1 | binance | SOL/USDT | 1787011200230 | 840 | 31276953 | 29740205799 | 29740205804 | 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