{ "archives": [ { "bytes": 5959697370, "coins": [ "BTC" ], "downloadable": false, "filename": "HYPERNATT_HL_L2_BTC_20260906_20261110.zip", "files": 13344, "id": "btc", "sha256": "6d3622bf711cf6a5bc87d9555ea2f32cd825cb2ebe60ef1526615a36d844b099" }, { "bytes": 5538941191, "coins": [ "ETH" ], "downloadable": false, "filename": "HYPERNATT_HL_L2_ETH_20260906_20261110.zip", "files": 13344, "id": "eth", "sha256": "8ed1f7ee6b06309aa4d72f608c03abeea932ce27bddbbfb4ee56bfad383831b9" } ], "continuity": { "all_hour_files_sealed": true, "excluded_from_archives": [ "data/ALL" ], "recorder_manifest_events": { "ALL": { "ROTATE": 3703, "ROTATE_RECOVERED": 6 }, "BTC": { "ROTATE": 10205, "ROTATE_RECOVERED": 6, "TRUNCATED_TAIL": 6 }, "ETH": { "ROTATE": 10205, "ROTATE_RECOVERED": 6, "TRUNCATED_TAIL": 6 } } }, "coverage": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z" }, "licences": { "archives": "hypernatt-commercial-research-licence-v1.1", "sample": "CC-BY-4.0" }, "market": { "BTC": { "basis": "BBO mid ((best bid + best ask) / 2) from the archived bbo stream", "by_month": { "2026-09": { "close": 83606.5, "first_day": "20260906", "high": { "at_utc": "2026-09-21T20:29:12.795Z", "price": 87467.5 }, "last_day": "20260930", "low": { "at_utc": "2026-09-15T18:50:19.053Z", "price": 74905.0 }, "open": 79729.5 }, "2026-10": { "close": 77533.5, "first_day": "20261001", "high": { "at_utc": "2026-10-02T12:31:25.463Z", "price": 87232.5 }, "last_day": "20261031", "low": { "at_utc": "2026-10-30T18:52:56.445Z", "price": 76264.5 }, "open": 83606.5 }, "2026-11": { "close": 73770.5, "first_day": "20261101", "high": { "at_utc": "2026-11-04T15:17:40.036Z", "price": 81169.5 }, "last_day": "20261110", "low": { "at_utc": "2026-11-10T16:37:29.544Z", "price": 72671.5 }, "open": 77533.5 } }, "daily": [ { "close": 80314.5, "day": "20260906", "high": 80511.5, "low": 79231.5, "open": 79729.5 }, { "close": 79072.5, "day": "20260907", "high": 80426.5, "low": 78632.5, "open": 80314.5 }, { "close": 78416.5, "day": "20260908", "high": 79429.5, "low": 77621.5, "open": 79072.5 }, { "close": 78274.5, "day": "20260909", "high": 79729.5, "low": 77718.5, "open": 78416.5 }, { "close": 76533.5, "day": "20260910", "high": 78526.5, "low": 76445.5, "open": 78273.5 }, { "close": 77179.5, "day": "20260911", "high": 79866.5, "low": 76034.5, "open": 76533.5 }, { "close": 77248.5, "day": "20260912", "high": 77459.5, "low": 77034.5, "open": 77179.5 }, { "close": 76810.5, "day": "20260913", "high": 77422.5, "low": 76469.5, "open": 77248.5 }, { "close": 78182.5, "day": "20260914", "high": 79575.5, "low": 76358.5, "open": 76810.5 }, { "close": 75607.5, "day": "20260915", "high": 78234.5, "low": 74905.0, "open": 78182.5 }, { "close": 76179.5, "day": "20260916", "high": 76546.5, "low": 75015.5, "open": 75607.5 }, { "close": 76396.5, "day": "20260917", "high": 77149.5, "low": 76001.5, "open": 76179.5 }, { "close": 80916.5, "day": "20260918", "high": 81439.5, "low": 76259.5, "open": 76396.5 }, { "close": 81292.5, "day": "20260919", "high": 81989.5, "low": 80873.0, "open": 80916.5 }, { "close": 81220.5, "day": "20260920", "high": 81504.5, "low": 80148.5, "open": 81292.5 }, { "close": 86662.5, "day": "20260921", "high": 87467.5, "low": 80888.5, "open": 81220.5 }, { "close": 86237.5, "day": "20260922", "high": 86761.5, "low": 85158.5, "open": 86662.5 }, { "close": 84365.5, "day": "20260923", "high": 87332.5, "low": 83463.5, "open": 86237.5 }, { "close": 84385.5, "day": "20260924", "high": 84924.5, "low": 82837.0, "open": 84365.5 }, { "close": 84065.5, "day": "20260925", "high": 85272.5, "low": 83133.5, "open": 84385.5 }, { "close": 84413.5, "day": "20260926", "high": 84439.5, "low": 83748.5, "open": 84065.5 }, { "close": 84437.5, "day": "20260927", "high": 85137.5, "low": 84082.5, "open": 84413.5 }, { "close": 83457.5, "day": "20260928", "high": 84977.5, "low": 82558.5, "open": 84437.5 }, { "close": 83619.5, "day": "20260929", "high": 84517.5, "low": 82730.5, "open": 83457.5 }, { "close": 83606.5, "day": "20260930", "high": 85644.5, "low": 82914.5, "open": 83619.5 }, { "close": 84836.5, "day": "20261001", "high": 85236.5, "low": 83133.5, "open": 83606.5 }, { "close": 84482.5, "day": "20261002", "high": 87232.5, "low": 83851.0, "open": 84836.5 }, { "close": 84715.5, "day": "20261003", "high": 85002.5, "low": 84410.5, "open": 84482.5 }, { "close": 86500.5, "day": "20261004", "high": 86785.5, "low": 84681.5, "open": 84715.5 }, { "close": 85738.5, "day": "20261005", "high": 86989.5, "low": 84957.5, "open": 86500.5 }, { "close": 85546.5, "day": "20261006", "high": 86669.5, "low": 85112.5, "open": 85738.5 }, { "close": 83301.5, "day": "20261007", "high": 85598.5, "low": 82747.5, "open": 85546.5 }, { "close": 81712.5, "day": "20261008", "high": 83490.5, "low": 80352.0, "open": 83301.5 }, { "close": 82579.5, "day": "20261009", "high": 83499.5, "low": 81559.0, "open": 81712.5 }, { "close": 82945.5, "day": "20261010", "high": 83143.5, "low": 82494.5, "open": 82579.5 }, { "close": 83729.5, "day": "20261011", "high": 84182.0, "low": 82746.5, "open": 82945.5 }, { "close": 81812.5, "day": "20261012", "high": 84314.5, "low": 81733.0, "open": 83729.5 }, { "close": 83133.5, "day": "20261013", "high": 84128.5, "low": 81000.5, "open": 81812.5 }, { "close": 81650.5, "day": "20261014", "high": 84099.5, "low": 81414.5, "open": 83133.5 }, { "close": 82210.5, "day": "20261015", "high": 82605.0, "low": 79732.5, "open": 81650.5 }, { "close": 81588.5, "day": "20261016", "high": 82897.5, "low": 80772.5, "open": 82210.5 }, { "close": 81450.5, "day": "20261017", "high": 81736.5, "low": 80770.0, "open": 81588.5 }, { "close": 82078.5, "day": "20261018", "high": 82267.5, "low": 80644.5, "open": 81450.5 }, { "close": 81914.5, "day": "20261019", "high": 83133.5, "low": 81719.5, "open": 82078.5 }, { "close": 82990.5, "day": "20261020", "high": 83423.5, "low": 81171.0, "open": 81914.5 }, { "close": 84040.5, "day": "20261021", "high": 84849.5, "low": 82613.5, "open": 82990.5 }, { "close": 81409.5, "day": "20261022", "high": 84334.5, "low": 80911.5, "open": 84040.5 }, { "close": 81180.5, "day": "20261023", "high": 82085.5, "low": 80500.5, "open": 81409.5 }, { "close": 80861.5, "day": "20261024", "high": 81213.5, "low": 79191.5, "open": 81180.5 }, { "close": 80108.5, "day": "20261025", "high": 81013.5, "low": 79817.5, "open": 80861.5 }, { "close": 80110.5, "day": "20261026", "high": 80830.5, "low": 79347.5, "open": 80108.5 }, { "close": 80888.5, "day": "20261027", "high": 81280.5, "low": 79489.5, "open": 80110.5 }, { "close": 81318.5, "day": "20261028", "high": 81803.5, "low": 80366.5, "open": 80888.5 }, { "close": 77947.5, "day": "20261029", "high": 81946.5, "low": 77863.5, "open": 81318.5 }, { "close": 77337.5, "day": "20261030", "high": 78768.5, "low": 76264.5, "open": 77947.5 }, { "close": 77533.5, "day": "20261031", "high": 77748.5, "low": 77073.5, "open": 77337.5 }, { "close": 78325.5, "day": "20261101", "high": 78407.0, "low": 77478.5, "open": 77533.5 }, { "close": 76804.5, "day": "20261102", "high": 78849.5, "low": 76670.5, "open": 78325.5 }, { "close": 77434.5, "day": "20261103", "high": 78045.5, "low": 76348.5, "open": 76804.5 }, { "close": 80477.5, "day": "20261104", "high": 81169.5, "low": 75687.5, "open": 77434.5 }, { "close": 76077.5, "day": "20261105", "high": 80884.5, "low": 75191.0, "open": 80477.5 }, { "close": 75834.5, "day": "20261106", "high": 76399.5, "low": 74849.5, "open": 76077.5 }, { "close": 75850.5, "day": "20261107", "high": 76234.0, "low": 75549.5, "open": 75834.5 }, { "close": 74820.5, "day": "20261108", "high": 76172.5, "low": 73554.0, "open": 75850.5 }, { "close": 75337.5, "day": "20261109", "high": 75584.5, "low": 73700.0, "open": 74820.5 }, { "close": 73770.5, "day": "20261110", "high": 75401.5, "low": 72671.5, "open": 75337.5 } ], "overall": { "close": 73770.5, "high": { "at_utc": "2026-09-21T20:29:12.795Z", "price": 87467.5 }, "low": { "at_utc": "2026-11-10T16:37:29.544Z", "price": 72671.5 }, "open": 79729.5 } }, "ETH": { "basis": "BBO mid ((best bid + best ask) / 2) from the archived bbo stream", "by_month": { "2026-09": { "close": 2686.55, "first_day": "20260906", "high": { "at_utc": "2026-09-21T20:29:12.452Z", "price": 2809.55 }, "last_day": "20260930", "low": { "at_utc": "2026-09-15T18:49:56.389Z", "price": 2356.6499999999996 }, "open": 2487.75 }, "2026-10": { "close": 2254.8500000000004, "first_day": "20261001", "high": { "at_utc": "2026-10-02T08:18:06.628Z", "price": 2778.15 }, "last_day": "20261031", "low": { "at_utc": "2026-10-30T01:31:44.968Z", "price": 2173.1499999999996 }, "open": 2686.55 }, "2026-11": { "close": 2052.25, "first_day": "20261101", "high": { "at_utc": "2026-11-04T15:17:40.123Z", "price": 2449.65 }, "last_day": "20261110", "low": { "at_utc": "2026-11-10T15:44:43.763Z", "price": 2003.75 }, "open": 2254.8500000000004 } }, "daily": [ { "close": 2514.8500000000004, "day": "20260906", "high": 2526.05, "low": 2463.55, "open": 2487.75 }, { "close": 2489.1499999999996, "day": "20260907", "high": 2535.95, "low": 2465.3, "open": 2514.8500000000004 }, { "close": 2484.3500000000004, "day": "20260908", "high": 2507.3500000000004, "low": 2440.05, "open": 2489.1499999999996 }, { "close": 2467.25, "day": "20260909", "high": 2523.1499999999996, "low": 2441.75, "open": 2484.3500000000004 }, { "close": 2437.1499999999996, "day": "20260910", "high": 2483.8500000000004, "low": 2404.25, "open": 2467.25 }, { "close": 2515.45, "day": "20260911", "high": 2666.1, "low": 2433.7, "open": 2437.1499999999996 }, { "close": 2525.65, "day": "20260912", "high": 2544.6499999999996, "low": 2507.55, "open": 2515.45 }, { "close": 2475.95, "day": "20260913", "high": 2527.05, "low": 2461.05, "open": 2525.45 }, { "close": 2514.95, "day": "20260914", "high": 2615.45, "low": 2464.8, "open": 2475.95 }, { "close": 2397.05, "day": "20260915", "high": 2519.25, "low": 2356.6499999999996, "open": 2514.95 }, { "close": 2417.45, "day": "20260916", "high": 2429.95, "low": 2367.7, "open": 2397.05 }, { "close": 2446.3500000000004, "day": "20260917", "high": 2482.8500000000004, "low": 2413.05, "open": 2417.45 }, { "close": 2612.95, "day": "20260918", "high": 2646.75, "low": 2435.8500000000004, "open": 2446.3500000000004 }, { "close": 2632.55, "day": "20260919", "high": 2668.75, "low": 2604.3500000000004, "open": 2612.95 }, { "close": 2646.1499999999996, "day": "20260920", "high": 2650.25, "low": 2563.5, "open": 2632.55 }, { "close": 2777.3500000000004, "day": "20260921", "high": 2809.55, "low": 2644.1, "open": 2646.1499999999996 }, { "close": 2755.6499999999996, "day": "20260922", "high": 2778.95, "low": 2716.65, "open": 2777.3500000000004 }, { "close": 2684.75, "day": "20260923", "high": 2790.1499999999996, "low": 2636.25, "open": 2755.6499999999996 }, { "close": 2687.25, "day": "20260924", "high": 2705.95, "low": 2627.5, "open": 2684.75 }, { "close": 2691.3500000000004, "day": "20260925", "high": 2742.95, "low": 2667.45, "open": 2687.25 }, { "close": 2696.95, "day": "20260926", "high": 2696.95, "low": 2664.25, "open": 2691.3500000000004 }, { "close": 2688.3500000000004, "day": "20260927", "high": 2722.45, "low": 2668.95, "open": 2696.95 }, { "close": 2689.3500000000004, "day": "20260928", "high": 2720.45, "low": 2634.55, "open": 2688.3500000000004 }, { "close": 2678.45, "day": "20260929", "high": 2749.95, "low": 2652.3500000000004, "open": 2689.3500000000004 }, { "close": 2686.55, "day": "20260930", "high": 2738.8500000000004, "low": 2657.8500000000004, "open": 2678.45 }, { "close": 2706.55, "day": "20261001", "high": 2722.95, "low": 2673.3500000000004, "open": 2686.55 }, { "close": 2668.6499999999996, "day": "20261002", "high": 2778.15, "low": 2651.05, "open": 2706.55 }, { "close": 2686.8500000000004, "day": "20261003", "high": 2689.05, "low": 2666.05, "open": 2668.6499999999996 }, { "close": 2726.95, "day": "20261004", "high": 2739.45, "low": 2686.25, "open": 2686.8500000000004 }, { "close": 2710.1499999999996, "day": "20261005", "high": 2737.45, "low": 2678.95, "open": 2726.9 }, { "close": 2697.3500000000004, "day": "20261006", "high": 2723.6499999999996, "low": 2682.95, "open": 2710.1499999999996 }, { "close": 2573.3500000000004, "day": "20261007", "high": 2699.3, "low": 2540.45, "open": 2697.3500000000004 }, { "close": 2473.6499999999996, "day": "20261008", "high": 2586.45, "low": 2406.85, "open": 2573.3500000000004 }, { "close": 2487.1499999999996, "day": "20261009", "high": 2519.3500000000004, "low": 2469.6499999999996, "open": 2473.6499999999996 }, { "close": 2505.25, "day": "20261010", "high": 2518.55, "low": 2485.6499999999996, "open": 2487.1499999999996 }, { "close": 2535.55, "day": "20261011", "high": 2553.8, "low": 2495.95, "open": 2505.25 }, { "close": 2445.6499999999996, "day": "20261012", "high": 2578.05, "low": 2441.6, "open": 2535.55 }, { "close": 2496.95, "day": "20261013", "high": 2537.25, "low": 2408.45, "open": 2445.6499999999996 }, { "close": 2420.3500000000004, "day": "20261014", "high": 2529.75, "low": 2402.15, "open": 2496.95 }, { "close": 2441.3500000000004, "day": "20261015", "high": 2466.6499999999996, "low": 2315.3, "open": 2420.3500000000004 }, { "close": 2422.25, "day": "20261016", "high": 2493.25, "low": 2391.75, "open": 2441.3500000000004 }, { "close": 2401.75, "day": "20261017", "high": 2440.55, "low": 2354.75, "open": 2422.25 }, { "close": 2409.25, "day": "20261018", "high": 2429.1499999999996, "low": 2327.0, "open": 2401.75 }, { "close": 2407.1499999999996, "day": "20261019", "high": 2446.05, "low": 2384.05, "open": 2409.25 }, { "close": 2448.55, "day": "20261020", "high": 2477.8, "low": 2372.2, "open": 2407.1499999999996 }, { "close": 2473.05, "day": "20261021", "high": 2524.95, "low": 2436.75, "open": 2448.55 }, { "close": 2388.1499999999996, "day": "20261022", "high": 2481.75, "low": 2359.1499999999996, "open": 2473.05 }, { "close": 2386.45, "day": "20261023", "high": 2416.6499999999996, "low": 2350.25, "open": 2388.1499999999996 }, { "close": 2358.1499999999996, "day": "20261024", "high": 2389.3500000000004, "low": 2281.55, "open": 2386.45 }, { "close": 2328.8500000000004, "day": "20261025", "high": 2370.45, "low": 2311.3999999999996, "open": 2358.1499999999996 }, { "close": 2323.3500000000004, "day": "20261026", "high": 2344.0, "low": 2292.7, "open": 2328.8500000000004 }, { "close": 2349.75, "day": "20261027", "high": 2363.75, "low": 2296.3, "open": 2323.3500000000004 }, { "close": 2358.45, "day": "20261028", "high": 2390.95, "low": 2322.6499999999996, "open": 2349.75 }, { "close": 2251.55, "day": "20261029", "high": 2378.25, "low": 2231.0, "open": 2358.45 }, { "close": 2243.45, "day": "20261030", "high": 2261.05, "low": 2173.1499999999996, "open": 2251.55 }, { "close": 2254.8500000000004, "day": "20261031", "high": 2266.0, "low": 2234.95, "open": 2243.45 }, { "close": 2274.6499999999996, "day": "20261101", "high": 2276.8500000000004, "low": 2248.55, "open": 2254.8500000000004 }, { "close": 2252.55, "day": "20261102", "high": 2315.2, "low": 2236.1499999999996, "open": 2274.6499999999996 }, { "close": 2274.45, "day": "20261103", "high": 2308.3, "low": 2240.45, "open": 2252.55 }, { "close": 2423.95, "day": "20261104", "high": 2449.65, "low": 2225.75, "open": 2274.45 }, { "close": 2237.1499999999996, "day": "20261105", "high": 2436.1499999999996, "low": 2205.35, "open": 2423.95 }, { "close": 2238.1499999999996, "day": "20261106", "high": 2252.8500000000004, "low": 2209.15, "open": 2237.1499999999996 }, { "close": 2239.45, "day": "20261107", "high": 2250.95, "low": 2223.05, "open": 2238.1499999999996 }, { "close": 2125.8500000000004, "day": "20261108", "high": 2245.1499999999996, "low": 2072.45, "open": 2239.45 }, { "close": 2133.95, "day": "20261109", "high": 2158.95, "low": 2081.45, "open": 2125.8500000000004 }, { "close": 2052.25, "day": "20261110", "high": 2135.75, "low": 2003.75, "open": 2133.95 } ], "overall": { "close": 2052.25, "high": { "at_utc": "2026-09-21T20:29:12.452Z", "price": 2809.55 }, "low": { "at_utc": "2026-11-10T15:44:43.763Z", "price": 2003.75 }, "open": 2487.75 } } }, "packager_commit": "f9230fb362139898ee47922951e93ff0e7b72076", "plans": { "btc_99": [ "btc" ], "full_149": [ "btc", "eth" ] }, "release_id": "20261110", "sample": { "bytes": 88487924, "day": "20260911", "filename": "HYPERNATT_HL_L2_BTC_SAMPLE_20260911.zip", "files": 203, "licence": "CC-BY-4.0", "market": { "basis": "BBO mid ((best bid + best ask) / 2) from the archived bbo stream", "by_month": { "2026-09": { "close": 77179.5, "first_day": "20260911", "high": { "at_utc": "2026-09-11T14:03:07.339Z", "price": 79866.5 }, "last_day": "20260911", "low": { "at_utc": "2026-09-11T12:30:28.355Z", "price": 76034.5 }, "open": 76533.5 } }, "daily": [ { "close": 77179.5, "day": "20260911", "high": 79866.5, "low": 76034.5, "open": 76533.5 } ], "overall": { "close": 77179.5, "high": { "at_utc": "2026-09-11T14:03:07.339Z", "price": 79866.5 }, "low": { "at_utc": "2026-09-11T12:30:28.355Z", "price": 76034.5 }, "open": 76533.5 } }, "sha256": "128aa6beaff2aa294a3d711f810744977c46ee2eac4c1d9f9f80405e0c24df03", "url_path": "/datasets/HYPERNATT_HL_L2_BTC_SAMPLE_20260911.zip" }, "schema": "hypernatt.datasets.release/1", "streams": { "BTC": { "CANDLES": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": null, "params": { "interval": "15m" }, "source": "rest candleSnapshot 15m, hourly" }, "FUNDING": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": null, "params": {}, "source": "rest fundingHistory, hourly" }, "_per_day_cadence_s": { "CANDLES": {}, "FUNDING": {}, "bbo": { "20260906": 0.129, "20260907": 0.125, "20260908": 0.101, "20260909": 0.105, "20260910": 0.106, "20260911": 0.099, "20260912": 0.137, "20260913": 0.134, "20260914": 0.093, "20260915": 0.091, "20260916": 0.094, "20260917": 0.11, "20260918": 0.092, "20260919": 0.132, "20260920": 0.125, "20260921": 0.086, "20260922": 0.089, "20260923": 0.094, "20260924": 0.091, "20260925": 0.101, "20260926": 0.135, "20260927": 0.133, "20260928": 0.087, "20260929": 0.095, "20260930": 0.097, "20261001": 0.098, "20261002": 0.089, "20261003": 0.139, "20261004": 0.134, "20261005": 0.102, "20261006": 0.117, "20261007": 0.095, "20261008": 0.085, "20261009": 0.113, "20261010": 0.139, "20261011": 0.134, "20261012": 0.105, "20261013": 0.092, "20261014": 0.09, "20261015": 0.083, "20261016": 0.093, "20261017": 0.135, "20261018": 0.122, "20261019": 0.108, "20261020": 0.096, "20261021": 0.095, "20261022": 0.095, "20261023": 0.102, "20261024": 0.123, "20261025": 0.132, "20261026": 0.087, "20261027": 0.11, "20261028": 0.109, "20261029": 0.086, "20261030": 0.083, "20261031": 0.134, "20261101": 0.135, "20261102": 0.107, "20261103": 0.103, "20261104": 0.084, "20261105": 0.081, "20261106": 0.083, "20261107": 0.137, "20261108": 0.132, "20261109": 0.081, "20261110": 0.085 }, "l2Book_AGG4": { "20260906": 5.393, "20260907": 5.389, "20260908": 5.39, "20260909": 5.389, "20260910": 5.39, "20260911": 5.389, "20260912": 5.397, "20260913": 5.397, "20260914": 5.391, "20260915": 5.391, "20260916": 5.391, "20260917": 5.389, "20260918": 5.389, "20260919": 5.39, "20260920": 5.389, "20260921": 5.389, "20260922": 5.39, "20260923": 5.39, "20260924": 5.39, "20260925": 5.39, "20260926": 5.39, "20260927": 5.39, "20260928": 5.391, "20260929": 5.393, "20260930": 5.394, "20261001": 5.393, "20261002": 5.395, "20261003": 5.394, "20261004": 5.395, "20261005": 5.396, "20261006": 5.394, "20261007": 5.39, "20261008": 5.391, "20261009": 5.391, "20261010": 5.393, "20261011": 5.394, "20261012": 5.392, "20261013": 5.393, "20261014": 5.394, "20261015": 5.391, "20261016": 5.394, "20261017": 5.399, "20261018": 5.4, "20261019": 5.395, "20261020": 5.394, "20261021": 5.396, "20261022": 5.396, "20261023": 5.396, "20261024": 5.399, "20261025": 5.399, "20261026": 5.393, "20261027": 5.394, "20261028": 5.396, "20261029": 5.387, "20261030": 5.383, "20261031": 5.394, "20261101": 5.395, "20261102": 5.391, "20261103": 5.39, "20261104": 5.379, "20261105": 5.376, "20261106": 5.383, "20261107": 5.394, "20261108": 5.397, "20261109": 5.385, "20261110": 5.505 }, "l2Book_FAST": { "20261009": 0.539, "20261010": 0.539, "20261011": 0.539, "20261012": 0.538, "20261013": 0.538, "20261014": 0.539, "20261015": 0.538, "20261016": 0.539, "20261017": 0.539, "20261018": 0.539, "20261019": 0.539, "20261020": 0.539, "20261021": 0.539, "20261022": 0.539, "20261023": 0.539, "20261024": 0.54, "20261025": 0.54, "20261026": 0.538, "20261027": 0.538, "20261028": 0.539, "20261029": 0.538, "20261030": 0.537, "20261031": 0.538, "20261101": 0.539, "20261102": 0.538, "20261103": 0.538, "20261104": 0.537, "20261105": 0.537, "20261106": 0.538, "20261107": 0.539, "20261108": 0.54, "20261109": 0.538, "20261110": 0.538 }, "l2Book_M2": { "20260906": 5.393, "20260907": 5.389, "20260908": 5.39, "20260909": 5.389, "20260910": 5.39, "20260911": 5.389, "20260912": 5.397, "20260913": 5.397, "20260914": 5.391, "20260915": 5.391, "20260916": 5.391, "20260917": 5.389, "20260918": 5.389, "20260919": 5.39, "20260920": 5.389, "20260921": 5.389, "20260922": 5.39, "20260923": 5.39, "20260924": 5.39, "20260925": 5.39, "20260926": 5.39, "20260927": 5.39, "20260928": 5.391, "20260929": 5.393, "20260930": 5.393, "20261001": 5.393, "20261002": 5.395, "20261003": 5.394, "20261004": 5.395, "20261005": 5.396, "20261006": 5.394, "20261007": 5.39, "20261008": 5.391, "20261009": 5.391, "20261010": 5.393, "20261011": 5.394, "20261012": 5.392, "20261013": 5.393, "20261014": 5.394, "20261015": 5.391, "20261016": 5.394, "20261017": 5.399, "20261018": 5.4, "20261019": 5.395, "20261020": 5.394, "20261021": 5.396, "20261022": 5.396, "20261023": 5.396, "20261024": 5.399, "20261025": 5.398, "20261026": 5.393, "20261027": 5.394, "20261028": 5.396, "20261029": 5.387, "20261030": 5.383, "20261031": 5.394, "20261101": 5.395, "20261102": 5.391, "20261103": 5.39, "20261104": 5.379, "20261105": 5.376, "20261106": 5.383, "20261107": 5.394, "20261108": 5.397, "20261109": 5.385, "20261110": 5.505 }, "l2Book_M5": { "20260906": 5.393, "20260907": 5.389, "20260908": 5.39, "20260909": 5.389, "20260910": 5.39, "20260911": 5.389, "20260912": 5.397, "20260913": 5.397, "20260914": 5.391, "20260915": 5.391, "20260916": 5.391, "20260917": 5.389, "20260918": 5.389, "20260919": 5.39, "20260920": 5.389, "20260921": 5.389, "20260922": 5.39, "20260923": 5.39, "20260924": 5.39, "20260925": 5.39, "20260926": 5.39, "20260927": 5.39, "20260928": 5.391, "20260929": 5.393, "20260930": 5.394, "20261001": 5.393, "20261002": 5.395, "20261003": 5.394, "20261004": 5.395, "20261005": 5.396, "20261006": 5.394, "20261007": 5.39, "20261008": 5.391, "20261009": 5.391, "20261010": 5.393, "20261011": 5.394, "20261012": 5.392, "20261013": 5.393, "20261014": 5.394, "20261015": 5.391, "20261016": 5.394, "20261017": 5.399, "20261018": 5.4, "20261019": 5.395, "20261020": 5.394, "20261021": 5.396, "20261022": 5.396, "20261023": 5.396, "20261024": 5.399, "20261025": 5.399, "20261026": 5.393, "20261027": 5.394, "20261028": 5.396, "20261029": 5.387, "20261030": 5.383, "20261031": 5.394, "20261101": 5.395, "20261102": 5.391, "20261103": 5.39, "20261104": 5.379, "20261105": 5.376, "20261106": 5.383, "20261107": 5.394, "20261108": 5.397, "20261109": 5.385, "20261110": 5.505 }, "l2Book_REF": { "20260906": 5.393, "20260907": 5.389, "20260908": 5.39, "20260909": 5.389, "20260910": 5.39, "20260911": 5.389, "20260912": 5.397, "20260913": 5.397, "20260914": 5.391, "20260915": 5.391, "20260916": 5.391, "20260917": 5.389, "20260918": 5.389, "20260919": 5.39, "20260920": 5.389, "20260921": 5.389, "20260922": 5.39, "20260923": 5.391, "20260924": 5.39, "20260925": 5.39, "20260926": 5.39, "20260927": 5.39, "20260928": 5.391, "20260929": 5.393, "20260930": 5.394, "20261001": 5.393, "20261002": 5.395, "20261003": 5.394, "20261004": 5.395, "20261005": 5.396, "20261006": 5.394, "20261007": 5.39, "20261008": 5.391, "20261009": 5.391, "20261010": 5.393, "20261011": 5.394, "20261012": 5.392, "20261013": 5.393, "20261014": 5.394, "20261015": 5.391, "20261016": 5.394, "20261017": 5.399, "20261018": 5.4, "20261019": 5.395, "20261020": 5.394, "20261021": 5.396, "20261022": 5.396, "20261023": 5.396, "20261024": 5.399, "20261025": 5.399, "20261026": 5.393, "20261027": 5.394, "20261028": 5.396, "20261029": 5.387, "20261030": 5.383, "20261031": 5.394, "20261101": 5.395, "20261102": 5.391, "20261103": 5.39, "20261104": 5.379, "20261105": 5.376, "20261106": 5.383, "20261107": 5.393, "20261108": 5.397, "20261109": 5.385, "20261110": 5.504 }, "trades": { "20260906": 0.8, "20260907": 0.675, "20260908": 0.524, "20260909": 0.457, "20260910": 0.537, "20260911": 0.404, "20260912": 1.142, "20260913": 0.806, "20260914": 0.476, "20260915": 0.351, "20260916": 0.469, "20260917": 0.543, "20260918": 0.347, "20260919": 0.68, "20260920": 0.668, "20260921": 0.269, "20260922": 0.412, "20260923": 0.351, "20260924": 0.403, "20260925": 0.468, "20260926": 1.007, "20260927": 0.804, "20260928": 0.466, "20260929": 0.569, "20260930": 0.404, "20261001": 0.537, "20261002": 0.402, "20261003": 1.011, "20261004": 0.681, "20261005": 0.529, "20261006": 0.55, "20261007": 0.463, "20261008": 0.368, "20261009": 0.604, "20261010": 1.019, "20261011": 0.89, "20261012": 0.547, "20261013": 0.498, "20261014": 0.476, "20261015": 0.402, "20261016": 0.531, "20261017": 1.014, "20261018": 0.671, "20261019": 0.552, "20261020": 0.493, "20261021": 0.472, "20261022": 0.429, "20261023": 0.598, "20261024": 0.548, "20261025": 0.801, "20261026": 0.49, "20261027": 0.656, "20261028": 0.555, "20261029": 0.324, "20261030": 0.334, "20261031": 0.895, "20261101": 0.872, "20261102": 0.54, "20261103": 0.584, "20261104": 0.336, "20261105": 0.243, "20261106": 0.473, "20261107": 1.005, "20261108": 0.617, "20261109": 0.408, "20261110": 0.4 } }, "bbo": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 1, "longest_silences": [ { "from_utc": "2026-09-17T07:27:53.809Z", "seconds": 3026.246 }, { "from_utc": "2026-09-28T23:20:49.000Z", "seconds": 395.76 }, { "from_utc": "2026-10-25T09:32:19.917Z", "seconds": 214.21 }, { "from_utc": "2026-09-13T08:36:27.685Z", "seconds": 201.59 }, { "from_utc": "2026-10-10T08:17:07.137Z", "seconds": 197.613 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 178.876 }, { "from_utc": "2026-10-31T09:32:29.741Z", "seconds": 138.268 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 123.702 }, { "from_utc": "2026-11-07T08:17:42.491Z", "seconds": 123.48 }, { "from_utc": "2026-09-19T08:33:42.164Z", "seconds": 103.752 } ], "params": {}, "source": "ws bbo", "summary": { "daily_median_cadence_s": { "max": 0.139, "min": 0.081 }, "days": 66, "events_total": { "DATA": 36399950 } } }, "l2Book_AGG4": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 20, "longest_silences": [ { "from_utc": "2026-09-17T07:27:49.852Z", "seconds": 3029.676 }, { "from_utc": "2026-09-28T23:20:47.503Z", "seconds": 397.594 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 201.887 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 162.524 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 157.969 }, { "from_utc": "2026-09-13T08:36:27.481Z", "seconds": 143.562 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 133.402 }, { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 108.872 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 108.38 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 108.108 } ], "params": { "nSigFigs": 4 }, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 5.505, "min": 5.376 }, "days": 66, "events_total": { "DATA": 1047933 } } }, "l2Book_FAST": { "first_hour_utc": "2026-10-09T19:00:00Z", "hours": 773, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 5, "longest_silences": [ { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 216.322 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 212.087 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 124.173 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 106.798 }, { "from_utc": "2026-11-05T15:30:51.961Z", "seconds": 26.433 }, { "from_utc": "2026-10-19T09:49:51.089Z", "seconds": 18.51 }, { "from_utc": "2026-10-26T02:11:29.471Z", "seconds": 18.482 }, { "from_utc": "2026-11-06T10:43:14.706Z", "seconds": 17.802 }, { "from_utc": "2026-10-23T00:11:42.399Z", "seconds": 17.411 }, { "from_utc": "2026-11-06T07:22:59.905Z", "seconds": 10.719 } ], "params": { "fast": true }, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 0.54, "min": 0.537 }, "days": 33, "events_total": { "DATA": 5120680 } } }, "l2Book_M2": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 20, "longest_silences": [ { "from_utc": "2026-09-17T07:27:49.852Z", "seconds": 3029.676 }, { "from_utc": "2026-09-28T23:20:47.503Z", "seconds": 397.594 }, { "from_utc": "2026-09-13T08:36:27.481Z", "seconds": 227.291 }, { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 214.759 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 210.971 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 205.465 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 200.758 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 122.103 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 114.217 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 103.502 } ], "params": { "mantissa": 2, "nSigFigs": 5 }, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 5.505, "min": 5.376 }, "days": 66, "events_total": { "DATA": 1047901 } } }, "l2Book_M5": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 20, "longest_silences": [ { "from_utc": "2026-09-17T07:27:49.852Z", "seconds": 3029.676 }, { "from_utc": "2026-09-28T23:20:47.503Z", "seconds": 397.594 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 233.363 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 220.236 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 173.92 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 148.632 }, { "from_utc": "2026-09-13T08:36:27.481Z", "seconds": 144.653 }, { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 134.028 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 108.108 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 103.557 } ], "params": { "mantissa": 5, "nSigFigs": 5 }, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 5.505, "min": 5.376 }, "days": 66, "events_total": { "DATA": 1047888 } } }, "l2Book_REF": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 20, "longest_silences": [ { "from_utc": "2026-09-17T07:27:49.852Z", "seconds": 3029.676 }, { "from_utc": "2026-09-28T23:20:47.503Z", "seconds": 397.594 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 205.465 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 205.124 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 184.003 }, { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 136.718 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 134.386 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 133.937 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 132.751 }, { "from_utc": "2026-09-13T08:36:27.481Z", "seconds": 104.626 } ], "params": {}, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 5.504, "min": 5.376 }, "days": 66, "events_total": { "DATA": 1047923 } } }, "trades": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": null, "longest_silences": [ { "from_utc": "2026-09-17T07:27:53.546Z", "seconds": 3026.509 }, { "from_utc": "2026-09-28T23:20:48.057Z", "seconds": 396.968 }, { "from_utc": "2026-11-07T08:17:41.802Z", "seconds": 232.491 }, { "from_utc": "2026-09-26T08:31:50.699Z", "seconds": 223.098 }, { "from_utc": "2026-10-03T09:10:13.024Z", "seconds": 220.209 }, { "from_utc": "2026-10-10T08:17:07.137Z", "seconds": 219.275 }, { "from_utc": "2026-10-25T09:32:19.917Z", "seconds": 218.137 }, { "from_utc": "2026-10-31T09:32:28.041Z", "seconds": 216.055 }, { "from_utc": "2026-09-19T08:33:42.164Z", "seconds": 214.975 }, { "from_utc": "2026-09-13T08:36:27.136Z", "seconds": 138.041 } ], "params": {}, "source": "ws trades", "summary": { "daily_median_cadence_s": { "max": 1.142, "min": 0.243 }, "days": 66, "events_total": { "DATA": 6874806, "PRE_SUBSCRIPTION": 621 } } } }, "ETH": { "CANDLES": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": null, "params": { "interval": "15m" }, "source": "rest candleSnapshot 15m, hourly" }, "FUNDING": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": null, "params": {}, "source": "rest fundingHistory, hourly" }, "_per_day_cadence_s": { "CANDLES": {}, "FUNDING": {}, "bbo": { "20260906": 0.131, "20260907": 0.13, "20260908": 0.12, "20260909": 0.119, "20260910": 0.117, "20260911": 0.101, "20260912": 0.171, "20260913": 0.134, "20260914": 0.101, "20260915": 0.102, "20260916": 0.098, "20260917": 0.115, "20260918": 0.095, "20260919": 0.132, "20260920": 0.123, "20260921": 0.087, "20260922": 0.097, "20260923": 0.105, "20260924": 0.102, "20260925": 0.113, "20260926": 0.196, "20260927": 0.135, "20260928": 0.096, "20260929": 0.103, "20260930": 0.115, "20261001": 0.112, "20261002": 0.101, "20261003": 0.2, "20261004": 0.14, "20261005": 0.122, "20261006": 0.132, "20261007": 0.115, "20261008": 0.09, "20261009": 0.122, "20261010": 0.15, "20261011": 0.135, "20261012": 0.114, "20261013": 0.102, "20261014": 0.096, "20261015": 0.085, "20261016": 0.096, "20261017": 0.134, "20261018": 0.117, "20261019": 0.109, "20261020": 0.098, "20261021": 0.105, "20261022": 0.101, "20261023": 0.106, "20261024": 0.124, "20261025": 0.131, "20261026": 0.087, "20261027": 0.114, "20261028": 0.111, "20261029": 0.087, "20261030": 0.085, "20261031": 0.143, "20261101": 0.136, "20261102": 0.109, "20261103": 0.116, "20261104": 0.087, "20261105": 0.083, "20261106": 0.085, "20261107": 0.157, "20261108": 0.131, "20261109": 0.082, "20261110": 0.086 }, "l2Book_AGG4": { "20260906": 5.393, "20260907": 5.389, "20260908": 5.39, "20260909": 5.389, "20260910": 5.39, "20260911": 5.389, "20260912": 5.397, "20260913": 5.397, "20260914": 5.391, "20260915": 5.391, "20260916": 5.391, "20260917": 5.389, "20260918": 5.389, "20260919": 5.39, "20260920": 5.389, "20260921": 5.389, "20260922": 5.39, "20260923": 5.39, "20260924": 5.39, "20260925": 5.39, "20260926": 5.39, "20260927": 5.39, "20260928": 5.391, "20260929": 5.393, "20260930": 5.394, "20261001": 5.393, "20261002": 5.395, "20261003": 5.394, "20261004": 5.395, "20261005": 5.396, "20261006": 5.394, "20261007": 5.39, "20261008": 5.391, "20261009": 5.391, "20261010": 5.393, "20261011": 5.394, "20261012": 5.392, "20261013": 5.393, "20261014": 5.394, "20261015": 5.391, "20261016": 5.394, "20261017": 5.399, "20261018": 5.4, "20261019": 5.395, "20261020": 5.394, "20261021": 5.396, "20261022": 5.396, "20261023": 5.396, "20261024": 5.399, "20261025": 5.399, "20261026": 5.393, "20261027": 5.394, "20261028": 5.396, "20261029": 5.387, "20261030": 5.383, "20261031": 5.394, "20261101": 5.395, "20261102": 5.391, "20261103": 5.39, "20261104": 5.379, "20261105": 5.376, "20261106": 5.383, "20261107": 5.394, "20261108": 5.397, "20261109": 5.385, "20261110": 5.505 }, "l2Book_FAST": { "20261009": 0.539, "20261010": 0.539, "20261011": 0.539, "20261012": 0.538, "20261013": 0.538, "20261014": 0.539, "20261015": 0.538, "20261016": 0.539, "20261017": 0.539, "20261018": 0.539, "20261019": 0.539, "20261020": 0.539, "20261021": 0.539, "20261022": 0.539, "20261023": 0.539, "20261024": 0.54, "20261025": 0.54, "20261026": 0.538, "20261027": 0.538, "20261028": 0.539, "20261029": 0.538, "20261030": 0.537, "20261031": 0.538, "20261101": 0.539, "20261102": 0.538, "20261103": 0.538, "20261104": 0.537, "20261105": 0.537, "20261106": 0.538, "20261107": 0.539, "20261108": 0.54, "20261109": 0.538, "20261110": 0.538 }, "l2Book_M2": { "20260906": 5.393, "20260907": 5.389, "20260908": 5.39, "20260909": 5.389, "20260910": 5.39, "20260911": 5.389, "20260912": 5.397, "20260913": 5.397, "20260914": 5.391, "20260915": 5.391, "20260916": 5.391, "20260917": 5.389, "20260918": 5.389, "20260919": 5.39, "20260920": 5.389, "20260921": 5.389, "20260922": 5.39, "20260923": 5.39, "20260924": 5.39, "20260925": 5.39, "20260926": 5.39, "20260927": 5.39, "20260928": 5.391, "20260929": 5.393, "20260930": 5.393, "20261001": 5.393, "20261002": 5.395, "20261003": 5.394, "20261004": 5.395, "20261005": 5.396, "20261006": 5.394, "20261007": 5.39, "20261008": 5.391, "20261009": 5.391, "20261010": 5.393, "20261011": 5.394, "20261012": 5.392, "20261013": 5.393, "20261014": 5.394, "20261015": 5.391, "20261016": 5.394, "20261017": 5.399, "20261018": 5.4, "20261019": 5.395, "20261020": 5.394, "20261021": 5.396, "20261022": 5.396, "20261023": 5.396, "20261024": 5.399, "20261025": 5.398, "20261026": 5.393, "20261027": 5.394, "20261028": 5.396, "20261029": 5.387, "20261030": 5.383, "20261031": 5.394, "20261101": 5.395, "20261102": 5.391, "20261103": 5.39, "20261104": 5.379, "20261105": 5.376, "20261106": 5.383, "20261107": 5.394, "20261108": 5.397, "20261109": 5.385, "20261110": 5.505 }, "l2Book_M5": { "20260906": 5.393, "20260907": 5.389, "20260908": 5.39, "20260909": 5.389, "20260910": 5.39, "20260911": 5.389, "20260912": 5.397, "20260913": 5.397, "20260914": 5.391, "20260915": 5.391, "20260916": 5.391, "20260917": 5.389, "20260918": 5.389, "20260919": 5.39, "20260920": 5.389, "20260921": 5.389, "20260922": 5.39, "20260923": 5.39, "20260924": 5.39, "20260925": 5.39, "20260926": 5.39, "20260927": 5.39, "20260928": 5.391, "20260929": 5.393, "20260930": 5.394, "20261001": 5.393, "20261002": 5.395, "20261003": 5.394, "20261004": 5.395, "20261005": 5.396, "20261006": 5.394, "20261007": 5.39, "20261008": 5.391, "20261009": 5.391, "20261010": 5.393, "20261011": 5.394, "20261012": 5.392, "20261013": 5.393, "20261014": 5.394, "20261015": 5.391, "20261016": 5.394, "20261017": 5.399, "20261018": 5.4, "20261019": 5.395, "20261020": 5.394, "20261021": 5.396, "20261022": 5.396, "20261023": 5.396, "20261024": 5.399, "20261025": 5.399, "20261026": 5.393, "20261027": 5.394, "20261028": 5.396, "20261029": 5.387, "20261030": 5.383, "20261031": 5.394, "20261101": 5.395, "20261102": 5.391, "20261103": 5.39, "20261104": 5.379, "20261105": 5.376, "20261106": 5.383, "20261107": 5.394, "20261108": 5.397, "20261109": 5.385, "20261110": 5.505 }, "l2Book_REF": { "20260906": 5.393, "20260907": 5.389, "20260908": 5.39, "20260909": 5.389, "20260910": 5.39, "20260911": 5.389, "20260912": 5.397, "20260913": 5.397, "20260914": 5.391, "20260915": 5.391, "20260916": 5.391, "20260917": 5.389, "20260918": 5.389, "20260919": 5.39, "20260920": 5.389, "20260921": 5.389, "20260922": 5.39, "20260923": 5.391, "20260924": 5.39, "20260925": 5.39, "20260926": 5.39, "20260927": 5.39, "20260928": 5.391, "20260929": 5.393, "20260930": 5.394, "20261001": 5.393, "20261002": 5.395, "20261003": 5.394, "20261004": 5.395, "20261005": 5.396, "20261006": 5.394, "20261007": 5.39, "20261008": 5.391, "20261009": 5.391, "20261010": 5.393, "20261011": 5.394, "20261012": 5.392, "20261013": 5.393, "20261014": 5.394, "20261015": 5.391, "20261016": 5.394, "20261017": 5.399, "20261018": 5.4, "20261019": 5.395, "20261020": 5.394, "20261021": 5.396, "20261022": 5.396, "20261023": 5.396, "20261024": 5.399, "20261025": 5.399, "20261026": 5.393, "20261027": 5.394, "20261028": 5.396, "20261029": 5.387, "20261030": 5.383, "20261031": 5.394, "20261101": 5.395, "20261102": 5.391, "20261103": 5.39, "20261104": 5.379, "20261105": 5.376, "20261106": 5.383, "20261107": 5.393, "20261108": 5.397, "20261109": 5.385, "20261110": 5.504 }, "trades": { "20260906": 0.957, "20260907": 0.725, "20260908": 0.942, "20260909": 0.667, "20260910": 0.752, "20260911": 0.35, "20260912": 1.506, "20260913": 0.948, "20260914": 0.536, "20260915": 0.481, "20260916": 0.601, "20260917": 0.803, "20260918": 0.514, "20260919": 0.803, "20260920": 0.266, "20260921": 0.403, "20260922": 0.683, "20260923": 0.538, "20260924": 0.737, "20260925": 0.67, "20260926": 1.012, "20260927": 1.008, "20260928": 0.708, "20260929": 0.803, "20260930": 0.759, "20261001": 0.834, "20261002": 0.651, "20261003": 1.952, "20261004": 1.476, "20261005": 0.972, "20261006": 1.001, "20261007": 0.637, "20261008": 0.487, "20261009": 0.967, "20261010": 1.204, "20261011": 1.077, "20261012": 0.784, "20261013": 0.686, "20261014": 0.67, "20261015": 0.569, "20261016": 0.773, "20261017": 1.146, "20261018": 0.756, "20261019": 1.004, "20261020": 0.803, "20261021": 0.82, "20261022": 0.872, "20261023": 1.014, "20261024": 0.748, "20261025": 1.292, "20261026": 0.798, "20261027": 1.025, "20261028": 0.887, "20261029": 0.398, "20261030": 0.389, "20261031": 1.212, "20261101": 0.814, "20261102": 0.803, "20261103": 1.032, "20261104": 0.529, "20261105": 0.404, "20261106": 0.864, "20261107": 1.81, "20261108": 0.328, "20261109": 0.534, "20261110": 0.601 } }, "bbo": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 1, "longest_silences": [ { "from_utc": "2026-09-17T07:27:53.749Z", "seconds": 3026.652 }, { "from_utc": "2026-09-28T23:20:49.071Z", "seconds": 396.026 }, { "from_utc": "2026-10-25T09:32:19.716Z", "seconds": 215.087 }, { "from_utc": "2026-09-13T08:36:27.685Z", "seconds": 201.59 }, { "from_utc": "2026-10-10T08:17:07.249Z", "seconds": 197.392 }, { "from_utc": "2026-10-03T09:10:12.822Z", "seconds": 179.148 }, { "from_utc": "2026-10-31T09:32:29.874Z", "seconds": 136.517 }, { "from_utc": "2026-11-07T08:17:40.680Z", "seconds": 125.068 }, { "from_utc": "2026-09-26T08:31:50.291Z", "seconds": 124.38 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 103.406 } ], "params": {}, "source": "ws bbo", "summary": { "daily_median_cadence_s": { "max": 0.2, "min": 0.082 }, "days": 66, "events_total": { "DATA": 32606697 } } }, "l2Book_AGG4": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 20, "longest_silences": [ { "from_utc": "2026-09-17T07:27:49.852Z", "seconds": 3029.676 }, { "from_utc": "2026-09-28T23:20:47.503Z", "seconds": 397.594 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 201.887 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 162.524 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 157.969 }, { "from_utc": "2026-09-13T08:36:27.481Z", "seconds": 144.104 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 133.402 }, { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 108.872 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 108.38 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 108.108 } ], "params": { "nSigFigs": 4 }, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 5.505, "min": 5.376 }, "days": 66, "events_total": { "DATA": 1047932 } } }, "l2Book_FAST": { "first_hour_utc": "2026-10-09T19:00:00Z", "hours": 773, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 5, "longest_silences": [ { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 216.322 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 212.087 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 124.173 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 107.357 }, { "from_utc": "2026-11-05T15:30:51.961Z", "seconds": 26.433 }, { "from_utc": "2026-10-19T09:49:51.089Z", "seconds": 18.51 }, { "from_utc": "2026-10-26T02:11:29.471Z", "seconds": 18.482 }, { "from_utc": "2026-11-06T10:43:14.706Z", "seconds": 17.802 }, { "from_utc": "2026-10-23T00:11:42.399Z", "seconds": 17.411 }, { "from_utc": "2026-11-06T07:22:59.905Z", "seconds": 10.719 } ], "params": { "fast": true }, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 0.54, "min": 0.537 }, "days": 33, "events_total": { "DATA": 5120668 } } }, "l2Book_M2": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 20, "longest_silences": [ { "from_utc": "2026-09-17T07:27:49.852Z", "seconds": 3029.676 }, { "from_utc": "2026-09-28T23:20:47.503Z", "seconds": 397.594 }, { "from_utc": "2026-09-13T08:36:27.481Z", "seconds": 227.291 }, { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 214.759 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 210.971 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 205.465 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 200.758 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 122.103 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 114.217 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 103.502 } ], "params": { "mantissa": 2, "nSigFigs": 5 }, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 5.505, "min": 5.376 }, "days": 66, "events_total": { "DATA": 1047900 } } }, "l2Book_M5": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 20, "longest_silences": [ { "from_utc": "2026-09-17T07:27:49.852Z", "seconds": 3029.676 }, { "from_utc": "2026-09-28T23:20:47.503Z", "seconds": 397.594 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 233.363 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 220.236 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 173.92 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 148.632 }, { "from_utc": "2026-09-13T08:36:27.481Z", "seconds": 144.653 }, { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 134.028 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 108.108 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 103.557 } ], "params": { "mantissa": 5, "nSigFigs": 5 }, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 5.505, "min": 5.376 }, "days": 66, "events_total": { "DATA": 1047887 } } }, "l2Book_REF": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": 20, "longest_silences": [ { "from_utc": "2026-09-17T07:27:49.852Z", "seconds": 3029.676 }, { "from_utc": "2026-09-28T23:20:47.503Z", "seconds": 397.594 }, { "from_utc": "2026-09-26T08:31:50.763Z", "seconds": 205.465 }, { "from_utc": "2026-10-03T09:10:13.094Z", "seconds": 205.124 }, { "from_utc": "2026-09-19T08:33:42.510Z", "seconds": 184.003 }, { "from_utc": "2026-10-31T09:32:29.673Z", "seconds": 136.718 }, { "from_utc": "2026-11-07T08:17:42.142Z", "seconds": 134.386 }, { "from_utc": "2026-10-10T08:17:06.994Z", "seconds": 133.937 }, { "from_utc": "2026-10-25T09:32:19.636Z", "seconds": 132.751 }, { "from_utc": "2026-09-13T08:36:27.481Z", "seconds": 104.626 } ], "params": {}, "source": "ws l2Book", "summary": { "daily_median_cadence_s": { "max": 5.504, "min": 5.376 }, "days": 66, "events_total": { "DATA": 1047923 } } }, "trades": { "first_hour_utc": "2026-09-06T14:00:00Z", "hours": 1570, "last_hour_utc": "2026-11-10T23:00:00Z", "levels_per_side": null, "longest_silences": [ { "from_utc": "2026-09-17T07:27:53.546Z", "seconds": 3029.08 }, { "from_utc": "2026-09-28T23:20:47.451Z", "seconds": 399.727 }, { "from_utc": "2026-11-07T08:17:38.042Z", "seconds": 236.52 }, { "from_utc": "2026-09-26T08:31:50.291Z", "seconds": 223.438 }, { "from_utc": "2026-10-10T08:17:04.667Z", "seconds": 223.306 }, { "from_utc": "2026-10-25T09:32:17.000Z", "seconds": 221.255 }, { "from_utc": "2026-10-03T09:10:12.822Z", "seconds": 220.207 }, { "from_utc": "2026-10-31T09:32:25.909Z", "seconds": 218.523 }, { "from_utc": "2026-09-19T08:33:42.031Z", "seconds": 215.041 }, { "from_utc": "2026-09-13T08:36:26.735Z", "seconds": 175.428 } ], "params": {}, "source": "ws trades", "summary": { "daily_median_cadence_s": { "max": 1.952, "min": 0.266 }, "days": 66, "events_total": { "DATA": 4302628, "PRE_SUBSCRIPTION": 614 } } } } } }