Aggregated trade data point. Represents a single trade that has occurred, used for detailed analysis and backtesting. Includes price, quantity, timestamp, and whether the buyer is the market maker (which can indicate trade direction).
id: string
Unique identifier for the aggregated trade
price: number
Price at which the trade occurred
qty: number
Quantity traded
timestamp: number
Unix timestamp in milliseconds when the trade occurred
isBuyerMaker: boolean
Whether the buyer is the market maker (true if buyer is maker, false if seller is maker)