Transact times for all trades generated by a single taker order: futures

Hi there,

I’m trying to understand trade/agg_trade timestamp websocket data for futures. Is it true that all trades generated by a single taker order would have the same transact_time (given enough liquidity to fill the taker order)? If not, can I somehow recover all timestamps at which some single taker order is executed using the agg_trade data? I noticed that it is not sliced every 100ms, and actually there could be many agg_trades having the same start/end transact_time. Can you explain why this happens?

Thanks a lot!

Hi @aklebak , I don’t think we can assume all trades will have same transaction time.
Unfortunately, at the moment, USDT Futures doesn’t provide websocket stream for single trades to check on the transaction times, only overall at aggTrades (Binance API Documentation).