Market Data Format
Pulse has specialized support for finance market data.
Some connections supply tables with a particular naming scheme.
This then allows some visualizations to display market data in a specialized way.
Quote Data Format
Level 2 also called Depth of Book is a term for market data that includes the scope of bid and ask prices for a given security. Level 2 includes the price book and order book, listing all price levels of quotes submitted to an exchange and each individual quote.
| Column | Type | Description |
|---|---|---|
| date | date | Date and time of quote |
| symbol | string | The financial instrument being quoted |
| a0-aXX | number | Ask Price |
| as0-asXX | number | Ask Size |
| b0-bXX | number | Bid Price |
| bs0-bsXX | number | Bid Size |
Trade Data Format
| Column | Type | Description |
|---|---|---|
| tradeDate | date | Date and time of trade |
| symbol | string | The financial instrument being quoted |
| price | number | Price traded at. |
| quantity | number | Quantity traded. |
Order Book Visualization
Order Book Heatmap Visualization
Binance data can be viewed using the specialized orderbook visualization:
{"method": "SUBSCRIBE", "params":["btcusdt@depth","btcusdt@trade"], "id": 5}
Bar / Stack / Line Chart
If you select stacked bar chart for viewing binance depth data, it will create the common bid vs ask chart:
{"method": "SUBSCRIBE","params":["btcusdt@depth"],"id": 3}
3DBar of Asks
If you select 3D bar chart, it will create a 3D bar chart of the ask prices vs size over time:
{"method": "SUBSCRIBE","params":["btcusdt@depth"],"id": 3}
