Datos de mercado

API de order flow cripto

Sigue la presión compradora y vendedora del mercado: CVD, libro de órdenes agregado, ratio de compra/venta y tamaño medio de los trades. Los datos de flujo están normalizados en todos los mercados cubiertos: lees un solo mercado en lugar de unir los libros uno a uno.

Lo que el libro de órdenes y el flujo de órdenes dicen de la relación de fuerzas. Cuatro familias: delta de volumen acumulado, profundidad agregada, presión direccional y zonas de liquidación.

#Order flow cripto para agentes de IA y LLM

«¿Compradores o vendedores: quién controla BTC?», «¿El CVD diverge del precio?», «¿El libro de ETH es más profundo a la compra o a la venta?»: un agente de IA lee el order flow mediante la herramienta MCP get_pair_data, en spot, en perpetuos o en ambos.

MCP tools/call
Doce horas de order flow de BTC cada 15 minutos, en una llamada MCP.
{
  "name": "get_pair_data",
  "arguments": {
    "symbol": "BTCUSDT",
    "fields": ["cvd", "buy_sell_ratio", "orderbook"],
    "timeframe": "15m",
    "limit": 48
  }
}
  • Para el LLM: el CVD es una suma acumulada, su nivel por sí solo no significa nada; es su pendiente en la ventana la que dice quién empuja el precio.
  • Para desarrolladores: /v1/cvd y /v1/orderbook son herramientas naturales para tu propio agente de IA (tool calling); por MCP, la herramienta dirige el mercado pedido a la ruta correcta.
  • Dónde funciona: Claude, ChatGPT, Cursor y cualquier cliente MCP, incluidos los frameworks de agentes compatibles con MCP, como LangChain o n8n.

Conecta tu agente de IA con la guía del servidor MCP, o enséñale BytNode con los Agent Skills de código abierto.

#CVD

GET/v1/cvddata_type · cvdReferencia completa
Los 9 campos de esta ruta (según el contrato)
timeISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z)Start of the bucket the row covers: a 1h bucket at 14:00 covers 14:00:00 to 14:59:59.999.
cvd_seriesbase asset quantity (BTC for BTCUSDT)Cumulative volume delta inside the bucket, one point per step of finer candles (1 minute up to `1h`, 5 minutes in `4h`, 15 minutes in `1d`), starting from 0 at the bucket start. `null` when those finer candles do not cover the bucket (before 2026-06-05; in `1d`, before 2023-12; or a collection gap): `buy_volume`, `sell_volume` and `net_volume` then come from the bucket's own candle, as on `/v1/trades-kline`, and `sample_count` is 1.
net_volumebase asset quantity (BTC for BTCUSDT)buy_volume - sell_volume over the row, base asset units. Positive = net buying.
buy_volumebase asset quantity (BTC for BTCUSDT)Aggressive (taker) buy volume, base asset units, aggregated across venues.
sell_volumebase asset quantity (BTC for BTCUSDT)Aggressive (taker) sell volume, base asset units, aggregated across venues.
sample_countcountNumber of points in `cvd_series`; 1 when `cvd_series` is `null` (the bucket's candle alone).
buy_sell_coverage_ratiofraction (0.585 = 58.5 %)Share of the volume (in USD) whose buy/sell split is known. 1 = every trade is split. Below 1 on part of the history, where some sources did not report the aggressor side: `buy_volume` and `sell_volume` then cover that share only, so `buy_volume + sell_volume` < `volume`; `buy_ratio` and the CVD describe the covered share. `null` when the bucket has no volume.
is_volume_estimated`true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available).
is_closed`true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades.
GET/v1/cvd/historydata_type · cvd_historyReferencia completa
Los 9 campos de esta ruta (según el contrato)
timeISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z)Start of the bucket the row covers: a 1h bucket at 14:00 covers 14:00:00 to 14:59:59.999.
cvd_seriesbase asset quantity (BTC for BTCUSDT)Cumulative volume delta inside the bucket, one point per step of finer candles (1 minute up to `1h`, 5 minutes in `4h`, 15 minutes in `1d`), starting from 0 at the bucket start. `null` when those finer candles do not cover the bucket (before 2026-06-05; in `1d`, before 2023-12; or a collection gap): `buy_volume`, `sell_volume` and `net_volume` then come from the bucket's own candle, as on `/v1/trades-kline`, and `sample_count` is 1.
net_volumebase asset quantity (BTC for BTCUSDT)buy_volume - sell_volume over the row, base asset units. Positive = net buying.
buy_volumebase asset quantity (BTC for BTCUSDT)Aggressive (taker) buy volume, base asset units, aggregated across venues.
sell_volumebase asset quantity (BTC for BTCUSDT)Aggressive (taker) sell volume, base asset units, aggregated across venues.
sample_countcountNumber of points in `cvd_series`; 1 when `cvd_series` is `null` (the bucket's candle alone).
buy_sell_coverage_ratiofraction (0.585 = 58.5 %)Share of the volume (in USD) whose buy/sell split is known. 1 = every trade is split. Below 1 on part of the history, where some sources did not report the aggressor side: `buy_volume` and `sell_volume` then cover that share only, so `buy_volume + sell_volume` < `volume`; `buy_ratio` and the CVD describe the covered share. `null` when the bucket has no volume.
is_volume_estimated`true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available).
is_closed`true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades.
GET/v1/cvd/spotdata_type · cvd_spotReferencia completa
GET/v1/cvd/spot/historydata_type · cvd_spot_historyReferencia completa
GET/v1/cvd/futuresdata_type · cvd_futuresReferencia completa
GET/v1/cvd/futures/historydata_type · cvd_futures_historyReferencia completa

El delta de volumen acumulado: la suma corriente del volumen comprado a mercado menos el vendido a mercado. Mide quién, compradores o vendedores, tuvo que cruzar el libro de órdenes, es decir, quién empuja realmente el precio.

CVD, ratio comprador, tamaño medio de las operaciones y libro de órdenes llevan el mercado en la RUTA: sin sufijo = todos los mercados (spot + futuros perpetuos), /spot, /futures (/v1/cvd, /v1/cvd/spot, /v1/cvd/futures, igual con /history); el sobre lo repite en market. Las cantidades spot se miden desde el 2026-09-27: antes de esa fecha, en spot y todos los mercados, los volúmenes comprador y vendedor se estiman a partir de los importes en USD, marcados con is_volume_estimated: true. /futures sirve todo el historial de futuros.

ParámetroTipoPor defectoDescripción
symbolstringobligatorioEl activo.
timeframestringobligatorio1m, 5m, 15m, 30m, 1h, 4h, 1d.
livebooleanfalseExpone la ventana en curso.
since_ms / until_msinteger—Solo en el historial.
limitinteger100En el historial, de 1 a 1000.
curl -H "X-API-KEY: $BYTNODE_API_KEY" \
  "https://api.bytnode.com/v1/cvd?symbol=BTCUSDT&timeframe=1h"
CampoTipoDescripción
timestringInicio de la ventana.
cvd_seriesfloat[]La serie acumulada dentro de la ventana, un punto por paso interno, del más antiguo al más reciente. Es su pendiente la que lleva la información.
net_volumefloatCompra menos venta en toda la ventana.
buy_volume / sell_volumefloatLos dos volúmenes que componen el delta.
sample_countintegerNúmero de puntos de la serie.
is_volume_estimatedbooleantrue cuando una cantidad spot de la fila se estimó a partir de su importe en USD (datos spot anteriores al 2026-09-27).
is_closedbooleanFalso solo con live=1.

#Libro de órdenes

GET/v1/orderbookdata_type · orderbookReferencia completa
Los 9 campos de esta ruta (según el contrato)
timeISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z)Start of the bucket; the depth is the photo of the order book at the END of the bucket.
is_closed`true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades.
rangesOne entry per price range around the mid price, from the tightest (±0.25 %) to the widest (±10 %). Each range is cumulative: ±1 % includes everything inside ±0.5 %.
ranges.range_pctpercent (58.5 = 58.5 %)Half-width of the range around each venue's mid price ((best bid + best ask) / 2): `1.0` = bids down to -1 % and asks up to +1 %.
ranges.bids_quantitybase asset quantity (BTC for BTCUSDT)Resting BUY orders inside the range (price >= mid × (1 - range_pct/100)), summed across venues. `null` = no venue publishes its book that deep.
ranges.asks_quantitybase asset quantity (BTC for BTCUSDT)Resting SELL orders inside the range (price <= mid × (1 + range_pct/100)), summed across venues. `null` = not measured.
ranges.bids_usdUSDUSD value (Σ price × quantity) of the buy orders inside the range.
ranges.asks_usdUSDUSD value (Σ price × quantity) of the sell orders inside the range.
ranges.imbalance_ratiofraction from -1 to 1(bids_usd - asks_usd) / (bids_usd + asks_usd). Positive = more bids than asks. `null` when one side is not measured.
GET/v1/orderbook/spotdata_type · orderbook_spotReferencia completa
GET/v1/orderbook/futuresdata_type · orderbook_futuresReferencia completa

La última foto cerrada del libro para el timeframe pedido (1m = el último minuto cerrado), sumada entre mercados, por rango de precio: la liquidez situada a ±0,25 %, 0,5 %, 0,75 %, 1 %, 2 %, 3 %, 5 % y 10 % del precio medio. /v1/orderbook suma los libros spot y de futuros perpetuos; /v1/orderbook/spot y /v1/orderbook/futures dan un solo mercado.

CampoTipoDescripción
timestringInicio del minuto fotografiado; los valores son el libro a su final.
is_closedbooleanSiempre verdadero: toda foto servida es definitiva.
rangesarrayUna entrada por rango de precio, del más estrecho al más amplio.
range_pct / bids_quantity / asks_quantity / bids_usd / asks_usd / imbalance_ratiofloat | nullPara cada rango: su amplitud en porcentaje, las cantidades situadas en cada lado (activo base), las mismas en USD, e imbalance_ratio = (bids_usd − asks_usd) / (bids_usd + asks_usd), de −1 a 1, positivo cuando dominan los compradores. null cuando ningún mercado midió ese rango.
GET/v1/orderbook/historydata_type · orderbook_historyReferencia completa
Los 9 campos de esta ruta (según el contrato)
timeISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z)Start of the bucket; the depth is the photo of the order book at the END of the bucket.
is_closed`true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades.
rangesOne entry per price range around the mid price, from the tightest (±0.25 %) to the widest (±10 %). Each range is cumulative: ±1 % includes everything inside ±0.5 %.
ranges.range_pctpercent (58.5 = 58.5 %)Half-width of the range around each venue's mid price ((best bid + best ask) / 2): `1.0` = bids down to -1 % and asks up to +1 %.
ranges.bids_quantitybase asset quantity (BTC for BTCUSDT)Resting BUY orders inside the range (price >= mid × (1 - range_pct/100)), summed across venues. `null` = no venue publishes its book that deep.
ranges.asks_quantitybase asset quantity (BTC for BTCUSDT)Resting SELL orders inside the range (price <= mid × (1 + range_pct/100)), summed across venues. `null` = not measured.
ranges.bids_usdUSDUSD value (Σ price × quantity) of the buy orders inside the range.
ranges.asks_usdUSDUSD value (Σ price × quantity) of the sell orders inside the range.
ranges.imbalance_ratiofraction from -1 to 1(bids_usd - asks_usd) / (bids_usd + asks_usd). Positive = more bids than asks. `null` when one side is not measured.
GET/v1/orderbook/spot/historydata_type · orderbook_spot_historyReferencia completa
GET/v1/orderbook/futures/historydata_type · orderbook_futures_historyReferencia completa

La misma foto por bucket (timeframe obligatorio, tanto en el último valor como en el historial): el libro tal como estaba al FINAL de cada bucket — una foto, no un promedio. Toda fila es definitiva, por eso live no se acepta.

CampoTipoDescripción
timestringInicio del bucket; los valores son el libro a su final.
rangesarrayLos mismos rangos de precio que arriba.
is_closedbooleanSiempre verdadero: un intervalo solo se sirve una vez cerrado (live no se acepta en el libro de órdenes).

#Presión direccional

Como /v1/cvd, estas rutas exigen timeframe (1m a 1d), y su último valor es el último bucket CERRADO: la primera fila del /history para el mismo timeframe. El mercado va en la ruta: sin sufijo = spot + futuros, /spot, /futures.

GET/v1/buy-sell-ratiodata_type · buy_sell_ratioReferencia completa
Los 8 campos de esta ruta (según el contrato)
timeISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z)Start of the latest closed bucket of `timeframe` — the first row of `/v1/buy-sell-ratio/history` for the same `timeframe`.
buy_volumebase asset quantity (BTC for BTCUSDT)Aggressive (taker) buy volume, base asset units, aggregated across venues.
sell_volumebase asset quantity (BTC for BTCUSDT)Aggressive (taker) sell volume, base asset units, aggregated across venues.
buy_ratiofraction (0.585 = 58.5 %)buy_volume / (buy_volume + sell_volume). Above 0.5 = buyers dominate.
sample_countcountNumber of points of the CVD series behind the bucket — the `sample_count` of `/v1/cvd` for the same bucket.
buy_sell_coverage_ratiofraction (0.585 = 58.5 %)Share of the volume (in USD) whose buy/sell split is known. 1 = every trade is split. Below 1 on part of the history, where some sources did not report the aggressor side: `buy_volume` and `sell_volume` then cover that share only, so `buy_volume + sell_volume` < `volume`; `buy_ratio` and the CVD describe the covered share. `null` when the bucket has no volume.
is_volume_estimated`true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available).
is_closed`true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades.
GET/v1/buy-sell-ratio/historydata_type · buy_sell_ratio_historyReferencia completa
Los 8 campos de esta ruta (según el contrato)
timeISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z)Start of the bucket. The row covers the WHOLE bucket, from `time` to `time` + the envelope's `step` (excluded).
buy_volumebase asset quantity (BTC for BTCUSDT)Aggressive (taker) buy volume, base asset units, aggregated across venues.
sell_volumebase asset quantity (BTC for BTCUSDT)Aggressive (taker) sell volume, base asset units, aggregated across venues.
buy_ratiofraction (0.585 = 58.5 %)buy_volume / (buy_volume + sell_volume). Above 0.5 = buyers dominate.
sample_countcountNumber of points of the CVD series behind the bucket — the `sample_count` of `/v1/cvd/history` for the same bucket.
buy_sell_coverage_ratiofraction (0.585 = 58.5 %)Share of the volume (in USD) whose buy/sell split is known. 1 = every trade is split. Below 1 on part of the history, where some sources did not report the aggressor side: `buy_volume` and `sell_volume` then cover that share only, so `buy_volume + sell_volume` < `volume`; `buy_ratio` and the CVD describe the covered share. `null` when the bucket has no volume.
is_volume_estimated`true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available).
is_closed`true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades.
GET/v1/buy-sell-ratio/spotdata_type · buy_sell_ratio_spotReferencia completa
GET/v1/buy-sell-ratio/spot/historydata_type · buy_sell_ratio_spot_historyReferencia completa
GET/v1/buy-sell-ratio/futuresdata_type · buy_sell_ratio_futuresReferencia completa
GET/v1/buy-sell-ratio/futures/historydata_type · buy_sell_ratio_futures_historyReferencia completa
CampoTipoDescripción
timestringInicio del bucket.
buy_volumefloatVolumen comprador en el bucket (el mismo que /v1/cvd para ese bucket).
sell_volumefloatVolumen vendedor.
buy_ratiofloatbuy / (buy + sell), de 0 a 1. Por encima de 0,5, dominan los compradores.
is_volume_estimatedbooleantrue cuando una cantidad spot de la fila se estimó a partir de su importe en USD (datos spot anteriores al 2026-09-27).
sample_countintegerNúmero de minutos (puntos) detrás del bucket.
is_closedbooleantrue: el bucket está cerrado y sus valores son definitivos.
GET/v1/trades/avg-sizedata_type · trades_avg_sizeReferencia completa
Los 7 campos de esta ruta (según el contrato)
timeISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z)Start of the latest closed bucket of `timeframe` — the first row of `/v1/trades/avg-size/history` for the same `timeframe`.
avg_trade_sizebase asset quantity (BTC for BTCUSDT)Average trade size, base asset units (NOT dollars: multiply by the price for a notional).
volumebase asset quantity (BTC for BTCUSDT)Traded volume over the row, base asset units (BTC for BTCUSDT, NOT dollars), aggregated across venues, over the market(s) the route covers: spot + perpetual futures on `/v1/klines` and `/v1/trades-kline`, the path's market alone on a `/spot` or `/futures` route (a name without a market suffix covers every market of its route; `volume_spot` / `volume_futures` restrict). `null` when a market is not available (never a partial sum).
trade_countcountNumber of trades. `null` when the number is not known: history imported from an outside source carries the buy and sell volumes, not the trade count.
is_volume_estimated`true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available).
sample_countcountNumber of source points in the bucket (one-minute points with data). For a state (basis, open interest) the value is the LAST of them — the bucket's close —; for a flow it is their total.
is_closed`true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades.
GET/v1/trades/avg-size/historydata_type · trades_avg_size_historyReferencia completa
Los 7 campos de esta ruta (según el contrato)
timeISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z)Start of the bucket of `timeframe`, the value aggregating the bucket's minutes; the row covers `time` to `time` + the envelope's `step` (excluded).
avg_trade_sizebase asset quantity (BTC for BTCUSDT)Average trade size, base asset units (NOT dollars: multiply by the price for a notional).
volumebase asset quantity (BTC for BTCUSDT)Traded volume over the row, base asset units (BTC for BTCUSDT, NOT dollars), aggregated across venues, over the market(s) the route covers: spot + perpetual futures on `/v1/klines` and `/v1/trades-kline`, the path's market alone on a `/spot` or `/futures` route (a name without a market suffix covers every market of its route; `volume_spot` / `volume_futures` restrict). `null` when a market is not available (never a partial sum).
trade_countcountNumber of trades. `null` when the number is not known: history imported from an outside source carries the buy and sell volumes, not the trade count.
is_volume_estimated`true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available).
sample_countcountNumber of source points in the bucket (one-minute points with data). For a state (basis, open interest) the value is the LAST of them — the bucket's close —; for a flow it is their total.
is_closed`true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades.
GET/v1/trades/avg-size/spotdata_type · trades_avg_size_spotReferencia completa
GET/v1/trades/avg-size/spot/historydata_type · trades_avg_size_spot_historyReferencia completa
GET/v1/trades/avg-size/futuresdata_type · trades_avg_size_futuresReferencia completa
GET/v1/trades/avg-size/futures/historydata_type · trades_avg_size_futures_historyReferencia completa

El tamaño medio de una operación perfila a los participantes: sube cuando entran actores institucionales y se desploma cuando el flujo se convierte en un polvo de órdenes minoristas.

CampoTipoDescripción
avg_trade_sizefloat | nullTamaño medio, ponderado por el número de operaciones de cada mercado.
volumefloatVolumen total agregado.
trade_countintegerNúmero agregado de operaciones.
timestringInicio del bucket.
is_volume_estimatedbooleantrue cuando una cantidad spot de la fila se estimó a partir de su importe en USD (datos spot anteriores al 2026-09-27).
sample_countintegerNúmero de minutos (puntos) detrás del bucket.
is_closedbooleantrue: el bucket está cerrado y sus valores son definitivos.