Dataset: Bitcoin Limit Order Book (LOB) Data

About this Dataset

Bitcoin Limit Order Book (LOB) Data

The dataset at hand encompasses 12 consecutive days, starting from January 9th, 2023, until January 20th, 2023, and comprises data from Binance Bitcoin perpetual data (BTCUSDT.P). The data points are sampled at a frequency of 250 milliseconds and contain a total of 3730870 rows and 42 columns. Within these columns, 20 of them represent bid data, while the other 20 columns contain ask data.

Tables

N 1–09–1–20

@kaggle.siavashraz_bitcoin_perpetualbtcusdtp_limit_order_book_data.n_1_09_1_20

248.18 MB
3730870 rows
43 columns


CREATE TABLE n_1_09_1_20 (
  "unnamed_0" BIGINT,
  "n_0" BIGINT,
  "n_1" TIMESTAMP,
  "n_2" DOUBLE,
  "n_3" DOUBLE,
  "n_4" DOUBLE,
  "n_5" DOUBLE,
  "n_6" DOUBLE,
  "n_7" DOUBLE,
  "n_8" DOUBLE,
  "n_9" DOUBLE,
  "n_10" DOUBLE,
  "n_11" DOUBLE,
  "n_12" DOUBLE,
  "n_13" DOUBLE,
  "n_14" DOUBLE,
  "n_15" DOUBLE,
  "n_16" DOUBLE,
  "n_17" DOUBLE,
  "n_18" DOUBLE,
  "n_19" DOUBLE,
  "n_20" DOUBLE,
  "n_21" DOUBLE,
  "n_22" DOUBLE,
  "n_23" DOUBLE,
  "n_24" DOUBLE,
  "n_25" DOUBLE,
  "n_26" DOUBLE,
  "n_27" DOUBLE,
  "n_28" DOUBLE,
  "n_29" DOUBLE,
  "n_30" DOUBLE,
  "n_31" DOUBLE,
  "n_32" DOUBLE,
  "n_33" DOUBLE,
  "n_34" DOUBLE,
  "n_35" DOUBLE,
  "n_36" DOUBLE,
  "n_37" DOUBLE,
  "n_38" DOUBLE,
  "n_39" DOUBLE,
  "n_40" DOUBLE,
  "n_41" DOUBLE
);