Please find here the documentation for the market data specification
The instrument IDs for each instrument are unique in the CryptoStruct universe and remain constant as long as the instrument exists (e.g. 67824 - BTCUSDT-PERP Binance USDⓈ-Margined Futures).
The instrument information is found in each file. A complete file with every single instrument is available for each day.
These archives contain normalized market data files for each instrument. Each file is compressed using zstd.
Timestamps are taken from the exchange (if available) and recorded locally in the exchange's specific colocation as soon as the event arrives in the system.
If you have any problems accessing or analyzing, please email support@cryptostruct.com.