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).
Unique identifier for the aggregated trade
Whether the buyer is the market maker (true if buyer is maker, false if seller is maker)
Price at which the trade occurred
Quantity traded
Unix timestamp in milliseconds when the trade occurred
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).