Mindbyte-89/btcusdt-microbar-v2

BTCUSDT Microbar v2 是一个针对Binance USD-M Futures BTCUSDT的子蜡烛微结构数据集，通过六个WebSocket流持续收集。作为Torch-Trade/btcusdt-microbar数据集的后续版本，它保留了原始事件级数据，包括每笔交易、每次最佳买卖价变动和深度快照，以便在任何时间范围内重建底层微结构特征。数据集修复了v1版本中的路由错误，确保所有流（如交易、最佳买卖价更新、深度快照、强制清算、标记价格和24小时滚动统计）正常工作。数据按日期和时间组织在Parquet文件中，覆盖从2026年4月29日开始的连续收集，适用于金融市场微结构分析、加密货币研究和机器学习特征工程。

BTCUSDT Microbar v2 is a sub-candle microstructure dataset for Binance USD-M Futures BTCUSDT, collected continuously over six WebSocket streams. As a successor to the Torch-Trade/btcusdt-microbar dataset, it preserves raw event-level data — every individual trade, every best bid/ask change, every depth snapshot — so the underlying microstructure features can be reconstructed at any timeframe. The dataset fixes routing bugs present in v1, ensuring all streams (such as trades, book ticks, depth snapshots, liquidations, mark price, and mini ticker) function correctly. Data is organized in Parquet files by date and time, with continuous collection starting from 2026-04-29, suitable for financial market microstructure analysis, cryptocurrency research, and machine learning feature engineering.