Skip to main content
Subscribe to live trade data as individual ticks or time-batched OHLCV aggregations. Types: TRADE | TRADE_AGG

Type-specific parameters

These parameters are in addition to the common channel parameters.
ParameterTypeApplies toRequiredDescription
batchIntervalstringTRADE_AGGNoAggregation window (e.g., 200ms, 1s, 5s).

Raw trades (TRADE)

Individual trades with price, size, and side.

Subscribe

{
  "jsonrpc": "2.0",
  "id": 0,
  "method": "public/subscribe",
  "params": {
    "channels": [
      {
        "type": "TRADE",
        "category": "*",
        "exchange": "BINANCE_FUTURES",
        "symbol": "BTCUSDT"
      }
    ],
    "compression": "brotli",
    "version": "v2"
  }
}

Response

{
  "points": [
    {
      "series": {
        "type": "TRADE",
        "symbol": "BTCUSDT",
        "exchange": "BINANCE_FUTURES",
        "normalizedSymbol": "BTC-USDT",
        "category": "PERPETUAL",
        "side": "BUY",
        "coin": "BTC",
        "inverse": false
      },
      "trade": {
        "id": "7126482260",
        "price": 90003,
        "amount": 0.002,
        "timestamp": {
          "seconds": 1769058875,
          "nanoseconds": 830000000
        }
      }
    }
  ]
}
FieldTypeDescription
series.sideSideTrade side — BUY or SELL
trade.idstringExchange trade ID
trade.pricedoubleTrade price
trade.amountdoubleTrade size in base asset
trade.timestampTimestampTrade execution time (seconds + nanoseconds)

Aggregated trades

Trades batched into OHLCV candles over a rolling time window. Useful for rendering real-time charts without processing every individual tick.

Subscribe

{
  "jsonrpc": "2.0",
  "id": 0,
  "method": "public/subscribe",
  "params": {
    "channels": [
      {
        "type": "TRADE_AGG",
        "category": "*",
        "exchange": "BINANCE_FUTURES",
        "symbol": "BTCUSDT",
        "batchInterval": "200ms"
      }
    ],
    "compression": "brotli",
    "version": "v2"
  }
}

Response

{
  "points": [
    {
      "series": {
        "type": "TRADE_AGG",
        "symbol": "BTCUSDT",
        "exchange": "BINANCE_FUTURES",
        "normalizedSymbol": "BTC-USDT",
        "category": "PERPETUAL",
        "session": "0",
        "side": "SELL",
        "coin": "BTC",
        "inverse": false
      },
      "tradeAggregation": {
        "open": 90004.8,
        "high": 90004.8,
        "low": 90004.8,
        "close": 90004.8,
        "volume": 0.02,
        "timestamp": {
          "seconds": 1769058939,
          "nanoseconds": 800000000
        },
        "firstTimestamp": {
          "seconds": 1769058939,
          "nanoseconds": 865000000
        },
        "lastTimestamp": {
          "seconds": 1769058939,
          "nanoseconds": 865000000
        }
      }
    }
  ]
}
FieldTypeDescription
series.sideSideAggressor side for this batch
tradeAggregation.opendoubleFirst trade price in the batch
tradeAggregation.highdoubleHighest trade price
tradeAggregation.lowdoubleLowest trade price
tradeAggregation.closedoubleLast trade price
tradeAggregation.volumedoubleTotal volume in the batch
tradeAggregation.timestampTimestampBatch timestamp
tradeAggregation.firstTimestampTimestampTime of the first trade in the batch
tradeAggregation.lastTimestampTimestampTime of the last trade in the batch