Aggregate Trade Streams

Stream Description

The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds.

Stream Name

<symbol>@aggTrade

Update Speed

100ms

Response Example

{  "e":"aggTrade",       // Event type  "E":1591261134288,    // Event time  "a":424951,           // Aggregate trade ID  "s":"BTCUSD_200626",  // Symbol  "p":"9643.5",         // Price  "q":"2",              // Quantity  "f":606073,           // First trade ID  "l":606073,           // Last trade ID  "T":1591261134199,    // Trade time  "m":false             // Is the buyer the market maker?}