Limitbook Depth Bands

CoinAPI

Depth-band summaries measuring cumulative order book size around the midpoint.

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Category📚Order Book

Update Frequencyhourly

SizeHigh

CoverageSupported exchanges with full order book coverage

FormatsCSV.gz, Parquet

Overview

Depth-band summaries measuring cumulative order book size around the midpoint.

CoinAPI packages this dataset for teams that need analysis-ready market data with clear schema documentation, representative samples, and commercial access across CoinAPI datasets.

Product and Channel Availability

Where applicable for this dataset, access is available through: Flat Files (Snowflake, S3 Pull, S3 Push, GCS Push), REST API, Market Data API, WebSocket API (v1, v2), FIX API.

File Format

Formats: CSV.gz, Parquet
Refresh frequency: hourly
Size profile: High

Coverage

Supported exchanges with full order book coverage

Data Structure

limitbook_depth_bands: Cumulative depth metrics around the midpoint.

The schema and sample rows below document the available fields, data types, nullability, and example values for this dataset.

Tables

Column	Type	Nullable	Description	Example
exchange_id	`string`	No	Exchange identifier.	`COINBASE`
symbol_exchange_id	`string`	No	Exchange-native symbol identifier.	`BTC-USD`
symbol_id	`string`	No	CoinAPI symbol identifier.	`COINBASE_SPOT_BTC_USD`
symbol_id_int	`number`	No	Numeric CoinAPI symbol identifier.	`12345`
date_str	`string`	No	Date in YYYYMMDD format.	`20260324`
time_exchange	`string`	No	Exchange event time-of-day for the row.	`13:15:04.0000000`
time_coinapi	`string`	No	CoinAPI receive time-of-day for the row.	`13:15:04.0020000`
best_bid_px	`number`	Yes	Best bid price at the snapshot moment.	`67234.1`
best_bid_sx	`number`	Yes	Best bid size at the snapshot moment.	`0.983`
best_ask_px	`number`	Yes	Best ask price at the snapshot moment.	`67234.5`
best_ask_sx	`number`	Yes	Best ask size at the snapshot moment.	`1.245`
mid_px	`number`	Yes	Midpoint computed from best bid and best ask.	`67234.3`
depth_ask_sx_{10..500}_bps	`number`	Yes	Cumulative ask size within the documented ask-side basis-point bands.	`15.72`
depth_bid_sx_{10..500}_bps	`number`	Yes	Cumulative bid size within the documented bid-side basis-point bands.	`14.88`

Sample Data

limitbook_depth_bands

exchange_id	symbol_exchange_id	symbol_id	symbol_id_int	date_str	time_exchange	time_coinapi	best_bid_px	best_bid_sx	best_ask_px	best_ask_sx	mid_px	depth_ask_sx_{10..500}_bps	depth_bid_sx_{10..500}_bps
COINBASE	BTC-USD	COINBASE_SPOT_BTC_USD	12345	20260324	13:15:04.0000000	13:15:04.0020000	67234.1	0.983	67234.5	1.245	67234.3	-	-