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.
Symbol used for the exchange
Epoch timestamp in microseconds.
Ask side quantity at top of book (empty if there aren't any ask quotes)
A Market by Price Order Book for the top 25 levels of depth. E.g. each row represents the top 25 levels from each side of the order book as recorded every time any of the tracked bids/asks of the top 25 levels changed.