Datasets · Trades
Trade Size
Trade notional split into small (< $100), medium ($100–$1,000), and large (≥ $1,000) segments, with summary statistics for individual trade sizes. The same rows over both transports, under the same names.
History over RESTREST
- Endpoint
GET /api/v1/data/trade_size- Returns
- Parquet files for a date range
- Plan
- Pro and above
Live over WebSocketWebSocket
- Channel
trade_size.<exchange>.<interval>- Sends
- Each row as its bar closes
- Plan
- Pro and above; 15s and 30s on Institutional
Exchanges: binance-futures, okx-perps, hyperliquid-perps · Intervals: 15s 30s 1m 5m 15m 30m 1h 4h 1d · Chart, sample rows and coverage in the catalog
Fields
24 fields, plus time
Every row carries time, the interval's start in milliseconds since the Unix epoch (UTC), and these fields. They are the Parquet columns over REST and the keys of data in a live frame.
| Field | Name | Description |
|---|---|---|
small_order_volume | Small Order Volume | Total traded notional from small trades under $100 |
small_order_count | Small Order Count | Number of trades under $100 |
medium_order_volume | Medium Order Volume | Total traded notional from medium trades from $100 to under $1,000 |
medium_order_count | Medium Order Count | Number of trades from $100 to under $1,000 |
large_order_volume | Large Order Volume | Total traded notional from large trades of at least $1,000 |
large_order_count | Large Order Count | Number of trades of at least $1,000 |
volume | Total Volume | Total traded notional in the interval |
n_trades | Trade Count | Number of trades in the interval |
small_order_percentage | Small Order % | Ratio of small-trade notional to total traded notional |
medium_order_percentage | Medium Order % | Ratio of medium-trade notional to total traded notional |
large_order_percentage | Large Order % | Ratio of large-trade notional to total traded notional |
small_order_count_percentage | Small Order Count % | Share of trades that were small trades |
medium_order_count_percentage | Medium Order Count % | Share of trades that were medium trades |
large_order_count_percentage | Large Order Count % | Share of trades that were large trades |
trade_amount_mean | Mean Trade Size | Average trade notional |
trade_amount_median | Median Trade Size | Median trade notional |
trade_amount_std | Trade Size Std Dev | Standard deviation of trade notional |
trade_amount_variance | Trade Size Variance | Variance of trade notional |
trade_amount_skewness | Trade Size Skewness | Skewness of the trade-notional distribution |
trade_amount_kurtosis | Trade Size Kurtosis | Kurtosis of the trade-notional distribution |
trade_amount_min | Min Trade Size | Smallest trade notional in the interval |
trade_amount_max | Max Trade Size | Largest trade notional in the interval |
trade_amount_range_ratio | Trade Size Range Ratio | Largest trade notional divided by smallest trade notional |
trade_amount_cv | Trade Size CV | Coefficient of variation of trade notional |
History over REST
One request returns download URLs for the Parquet files that cover your date range: a file per month for older history, a file per day from 2026-08-01. Request them again when they expire.
# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"
# Free preview — no API key required
aperiodic trade_size --preview \
--exchange binance-futures \
--symbol perpetual-BTC-USDT:USDT \
--interval 5m \
--timestamp exchange \
--start-date 2025-05-01 \
--end-date 2025-05-31 \
--output-dir ./data && echo "Saved to $PWD/data"GET/api/v1/data/trade_size
Parameters
| Parameter | Values | Meaning |
|---|---|---|
timestampquery · required | exchangetrue | Timestamp source. 'exchange' uses the exchange-reported timestamp, 'true' uses actual arrival time at our servers. |
intervalquery · required | 15s30s1m5m15m30m1h4h1d | Aggregation time interval for the data. Sub-minute intervals (15s, 30s) require an Institutional plan. |
exchangequery · required | binance-futuresokx-perpshyperliquid-perps | Source exchange for the data. |
symbolquery · required | string | Trading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas |
start_datequery · required | date | Start date for the data range (YYYY-MM-DD format). A metric series starts on the first day of the raw series it is computed from (see /metadata/raw); raw trades and quotes start binance-futures from 2020-01-01, okx-perps from 2019-09-01, hyperliquid-perps from 2025-01-01. Earlier days return no files. How far back you can go depends on the plan: 5 years on Pro, full history on Prime, Prime + Raw and Institutional. An earlier start_date than the plan reaches returns 403. |
end_datequery · required | date | End date for the data range (YYYY-MM-DD format). Must be greater than or equal to start_date. |
Responses
200 response
{
"files": [
{
"year": 2026,
"month": 6,
"url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-06.parquet?X-Amz-Expires=300&..."
},
{
"year": 2026,
"month": 7,
"url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-07.parquet?X-Amz-Expires=300&..."
},
{
"year": 2026,
"month": 8,
"day": 1,
"url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-01.parquet?X-Amz-Expires=300&..."
},
{
"year": 2026,
"month": 8,
"day": 2,
"url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-02.parquet?X-Amz-Expires=300&..."
}
]
}| Status | Meaning |
|---|---|
200 | Successful response with download URLs for every existing file covering the range from the series' published start — one per month before 2026-08-01, one per day from 2026-08-01 onwards |
400 | Bad request - missing or invalid parameters |
401 | Unauthorized - missing or invalid API key |
403 | Forbidden - the subscription does not cover this request |
404 | Unknown dataset |
500 | Server error - failed to resolve the series start or generate download URLs |
Try it
Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.
Suggestions shown — any valid value accepted
Suggestions shown — any valid value accepted
Suggestions shown — any valid value accepted
Authentication
GET
/api/v1/data/preview/trade_size?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31Response will appear here
Live over WebSocket
Subscribe to trade_size.binance-futures.1m, or any exchange and interval below, and each row arrives as its bar closes. After a reconnect, add since to the subscribe to get the bars you missed first (replay).
- Exchanges
- binance-futures okx-perps hyperliquid-perps
- Intervals
- 15s 30s 1m 5m 15m 30m 1h 4h 1d
pip install "aperiodic[stream]"import os
from aperiodic import stream
for message in stream(
api_key=os.environ["APERIODIC_API_KEY"],
dataset="trade_size",
exchange="binance-futures",
interval="1m",
symbols=["perpetual-BTC-USDT:USDT"], # omit for every symbol on your plan
):
print(message.channel, message.snapshot, message.data)Each row
{"channel":"trade_size.binance-futures.1m","data":{"time":…,"small_order_volume":…,"small_order_count":…,…}}Your key is on Live Streams once you are on a plan that streams.