HYPERNATT_HL_L2_BTC_20260906_20261110/
├── README.md # coverage, streams, measured figures
├── SCHEMA.md # every field, every stream
├── CONTINUITY.json # per stream and day: messages, events, cadence, longest silences
├── SEALS.jsonl # recorder SHA-256 of each hour, written when it closed
├── SHA256SUMS # sha256sum -c SHA256SUMS
├── SECURITY.md # inventory, imports, verification without Python
├── verify_integrity.py # stdlib only: hashlib, json, sys, pathlib
├── quickstart.py # stdlib only: gzip, json, pathlib, collections
├── LICENSE.txt · CITATION.cff · croissant.json
└── data/BTC/
├── bbo/ # 1,570 h
├── l2Book_AGG4/ # 1,570 h
├── l2Book_FAST/ # 773 h
├── l2Book_M2/ # 1,570 h
├── l2Book_M5/ # 1,570 h
├── l2Book_REF/ # 1,570 h
├── trades/ # 1,570 h
├── CANDLES/ # 1,570 h
└── FUNDING/ # 1,570 h
data/ETH/: the same streams, in the second zip of the BTC + ETH archive
// Real l2Book_REF event (size sz + number of orders n)
{
"seq": 5746208,
"conn_id": "REF",
"coin": "BTC",
"stream": "l2Book_REF",
"ts_utc": "2026-09-11T00:00:02.489122+00:00",
"mono_ns": 7499175813288175,
"event_type": "DATA",
"raw": {
"coin": "BTC",
"time": 1789084800523,
"levels": [
[{"px": "76533.0", "sz": "2.81501", "n": 15}, ...],
[{"px": "76534.0", "sz": "5.89475", "n": 22}, ...]
]
}
}
$ python verify_integrity.py
result : OK