Hello everyone, I’m currently trying to develop strategies using historical data. I downloaded BTC/USDT perpetual contract historical data from the official website, but I’m not entirely sure about the definition of several columns.
For example
- what exactly does the “count” column refer to? Is it the number of orders? Is it calculated unilaterally or bilaterally
- volume = taker_buy_volume + taker_sell_volume, or is volume = 2 * (taker_buy_volume + taker_sell_volume
I have a minimum order size of 0.002 on the trading platform, so why is there a value of 0.001 appearing in the volume?
So where can I find the precise official definition of historical data? Thx for any help