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How are the bookDepth data generated in historical files? #447

@wizardseb

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@wizardseb

Hi, we're checking out the bookDepth file for USD perpetuals downloaded from the historical site. May I know how the bookDepth data generated? It seems the 5-level depth data are not consistent with the order books shown on the binance trading website?

For example, 'SOLUSDT' perpetual contract, bookdepth data on 2025-12-07 is shown as:

Image

what does the 'percentage', 'depth', 'notional' mean respectively, and how are they generated?

Thank you!

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