volbars_BTCUSDT
BTC volume bars (a bar closes on accumulated volume, not on time) · core · 2026-08-01 — 2026-08-28 (28 days)
Schema
| Column | Type | Meaning |
|---|---|---|
| timestamp_ms | BIGINT | Bar close time, ms UTC. |
| symbol | VARCHAR | Instrument. |
| open | DOUBLE | First trade price of the bar. |
| high | DOUBLE | Highest trade price. |
| low | DOUBLE | Lowest trade price. |
| close | DOUBLE | Last trade price. |
| volume | DOUBLE | Base-asset volume accumulated in the bar. |
| vwap | DOUBLE | Volume-weighted average price of the bar. |
| trades | BIGINT | Number of trades in the bar. |
| duration_ms | BIGINT | Wall-clock length of the bar — a bar closes on volume, not on time. |
| bar_target | DOUBLE | Volume threshold that closed the bar (adaptive per symbol). |
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/volbars_BTCUSDT and the MCP tool
get_schema.
Sample rows (demo hour)
| timestamp_ms | symbol | open | high | low | close | volume | vwap | trades | duration_ms | bar_target |
|---|---|---|---|---|---|---|---|---|---|---|
| 1787011212767 | BTC/USDT | 64534.29 | 64550.0 | 64532.1 | 64549.99 | 6.660040000051067 | 64540.85029884198 | 206 | 22263 | 6.5918 |
| 1787011226063 | BTC/USDT | 64549.99 | 64568.46 | 64549.99 | 64562.0 | 7.209500000051066 | 64561.17437045557 | 173 | 13296 | 6.5918 |
| 1787011226603 | BTC/USDT | 64562.0 | 64564.34 | 64562.0 | 64564.34 | 6.951200000051066 | 64563.640180069604 | 23 | 540 | 6.5918 |
Work with this stream in the SQL console and the backtest runner — the data stays with us, the results go to you. Get access