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update futures data schema (#63)
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cqcn1991 committed Aug 11, 2021
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Expand Up @@ -38,6 +38,42 @@ The trades data is downloaded from `/api/v3/historicalTrades`, the title for eac
* USD-M Futures
* COIN-M Futures

#### AggTrades
The aggTrades is same as `/fapi/v1/aggTrades`, `/dapi/v1/aggTrades` and the title for each column:

|Aggregate tradeId|Price|Quantity|First tradeId|Last tradeId|Timestamp|Was the buyer the maker|
| -- | -- | -- | -- | -- | -- | -- |
|26129|0.01633102|4.70443515|27781|27781|1498793709153|true|

#### Klines
The klines data is same as `/fapi/v1/klines`, `/dapi/v1/klines` and the title for each column:

USD-M Futures

|Open time|Open|High|Low|Close|Volume|Close time|Quote asset volume|Number of trades|Taker buy base asset volume|Taker buy quote asset volume|Ignore|
| -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|1499040000000|0.01634790|0.80000000|0.01575800|0.01577100|148976.11427815|1499644799999|2434.19055334|308|1756.87402397|28.46694368|17928899.62484339|

COIN-M Futures

|Open time|Open|High|Low|Close|Volume|Close time|Base asset volume|Number of trades|Taker buy volume|Taker buy base asset volume|Ignore|
| -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|1591258320000|9640.7|9642.4|9640.6|9642.0|206|1591258379999|2.13660389|48|119|1.23424865|0|

#### Trades
The trades data is same as `/fapi/v1/trades`, `/dapi/v1/trades`, the title for each column:

USD-M Futures

|trade Id| price| qty|quoteQty|time|isBuyerMaker|
| -- | -- | -- | -- | -- | -- |
|28457|4.00000100|12.00000000|48.00|1499865549590|true|

COIN-M Futures

|trade Id| price| qty|baseQty|time|isBuyerMaker|
| -- | -- | -- | -- | -- | -- |
|28457|9635.0|1|0.01037883|1591250192508|true|

## Where do I access it

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