Do you know what is a order book in a Exchange?
It is where we can see all open sell and buy order waiting for a buyer or a seller which accept to buy or sell by the oferced or asked price.
In this data set you can see how the order book change by every second.
This example was taken from Binance Exchenge and show all the open order for the pair Bitcoin/Dólar (BTC/USDT) for a period of time.
Enjoy and do not hesitate to do any question.