Description

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A top of book (L1) quote feed consisting of the best bid and ask recorded every time the top of the book has changed.

The data format below is available in CSV files accessible using SFTP.

Field
Description
exchange
Symbol used for the exchange
base
Base symbol
quote
Quote symbol
timestamp (UTC)
Epoch timestamp in microseconds.
askQty
Ask side quantity at top of book (empty if there aren't any ask quotes)
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