ob5m_BTCUSDT
BTC order book, 5-minute aggregate · core · 2026-08-01 — 2026-08-28 (28 days)
Schema
| Column | Type | Meaning |
|---|---|---|
| timestamp_ms | BIGINT | End of the 5-minute window, ms UTC. |
| symbol | VARCHAR | Instrument. |
| snapshots | BIGINT | Number of REST top-20 polls (every 2 s) aggregated in the window. |
| mean_obi | DOUBLE | Mean order-book imbalance over the window. |
| max_obi | DOUBLE | Maximum imbalance in the window. |
| min_obi | DOUBLE | Minimum imbalance in the window. |
| mean_spread_bps | DOUBLE | Mean bid-ask spread, basis points. |
| max_spread_bps | DOUBLE | Maximum spread in the window, bps. |
| min_spread_bps | DOUBLE | Minimum spread in the window, bps. |
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/ob5m_BTCUSDT and the MCP tool
get_schema.
Sample rows (demo hour)
| timestamp_ms | symbol | snapshots | mean_obi | max_obi | min_obi | mean_spread_bps | max_spread_bps | min_spread_bps |
|---|---|---|---|---|---|---|---|---|
| 1787011351049 | BTC/USDT | 148 | -0.14874527027027026 | 0.9769 | -0.9692 | 0.0 | 0.0 | 0.0 |
| 1787011651358 | BTC/USDT | 150 | -0.1456046666666667 | 0.8714 | -0.9465 | 0.0 | 0.0 | 0.0 |
| 1787011951849 | BTC/USDT | 150 | -0.15333733333333333 | 0.9426 | -0.9572 | 0.0 | 0.0 | 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