korzo: Crypto Trades Feed

The Crypto Trades Feed provides the trade activity across several crypto exchanges. By removing the need to build customized exchange integration feeds, Korzo empowers data scientists and quants with normalized crypto data to facilitate feature engineering, statistical analyses, and the development of machine learning models.

The field names and descriptions can be found below:

– EV: Event Type
– X: Exchange
– XV: Exchange Venue
– T: Ticker
– TP: Ticker Pair
– P: Price
– Q: Size
– SD: Side (buy/sell)
– SQ: Sequence
– ID: Identifier
– MS: Timestamp (milliseconds)
– NS: Timestamp (nanoseconds)
– TS: Timestamp

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