Limitbook Full

CoinAPI

Historical full limit-order update stream for non-prediction-market exchanges.

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Category📚Order Book

Update Frequencyhourly

SizeVery high

CoverageSupported non-prediction-market exchanges and symbols

FormatsCSV.gz

Overview

Historical full limit-order update stream for non-prediction-market exchanges.

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
Refresh frequency: hourly
Size profile: Very high

Coverage

Supported non-prediction-market exchanges and symbols

Data Structure

limitbook_full: Incremental order-book updates.

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
time_exchange	`string`	No	Exchange event time-of-day.	`13:15:04.1234567`
time_coinapi	`string`	No	CoinAPI receive time-of-day.	`13:15:04.1240000`
update_type	`string`	Yes	Limit-book update type.	`ADD`
is_buy	`number`	No	1 for bid / buy, 0 for ask / sell.	`1`
entry_px	`number`	No	Price level affected by the update.	`67234.1`
entry_sx	`number`	No	Size at the affected price level.	`0.45`
order_id	`string`	Yes	Exchange-native order identifier when present.	`ord_abc123`

Sample Data

limitbook_full

time_exchange	time_coinapi	update_type	is_buy	entry_px	entry_sx	order_id
13:15:04.1234567	13:15:04.1240000	ADD	1	67234.1	0.45	ord_abc123