Bybit Spot wire format

How Bybit Spot messages become rows in our Parquet files. Each data type below shows a real message next to the rows we publish for it, with the source and the rule for every column. Hover a line or a column to see how they connect.

Checked against our pipeline

These messages were captured from Bybit Spot on 2026-10-05. Our test suite replays each one through the production collector parser and postprocessor, and fails if the published rows differ from the rows on this page. Files written before a change to the pipeline can differ; see Known Gaps & Corrections.

The collector subscribes to orderbook.50.<symbol>, publicTrade.<symbol> and tickers.<symbol> for every trading spot pair. Messages are parsed and postprocessed by the same code as Bybit Futures.

Public WebSocket: wss://stream.bybit.com/v5/public/spot
REST (trade backfill): https://api.bybit.com

Exchange API reference: bybit-exchange.github.io. Conventions shared by every exchange are on the wire formats overview.

Trades

One row per trade from the publicTrade.<symbol> topic, plus trades recovered from REST after a reconnect.

WebSocket publicTrade.<symbol>
REST GET /v5/market/recent-trade

Trade message

Bybit batches trades: this message carries 2, and each becomes its own row.

WebSocket message · publicTrade.<symbol>received 2026-10-05 19:15:00.442966 UTC

{
  "topic": "publicTrade.BTCUSDT",
  "ts": 1791227700350,→ event_time
  "type": "snapshot",
  "data": [
    {
      "i": "2290000001224566789",→ trade_id
      "T": 1791227700349,→ trade_time
      "p": "85663.7",→ price
      "v": "0.0024",→ quantity
      "S": "Sell",→ is_buyer_maker
      "seq": 114993707179,
      "s": "BTCUSDT",→ symbol
      "BT": false,
      "RPI": false
    },
    {
      "i": "2290000001224566790",→ trade_id
      "T": 1791227700349,→ trade_time
      "p": "85663.7",→ price
      "v": "0.002853",→ quantity
      "S": "Sell",→ is_buyer_maker
      "seq": 114993707179,
      "s": "BTCUSDT",→ symbol
      "BT": false,
      "RPI": false
    }
  ]
}

Published rows · 2

ColumnValueFromRule

received_time1791227700442966000—Our collector's clock when the message arrived, in nanoseconds since the Unix epoch. Not sent by Bybit.

event_time1791227700350tsCopied from the message ts, when Bybit generated the push. Milliseconds. Shared by every trade in the message.

symbolBTCUSDTdata[].sCopied.

trade_id2290000001224566789data[].iBybit sends a numeric string. Published as the same integer.

price85663.7data[].pCopied as the exact decimal string Bybit sent.

quantity0.0024data[].vCopied as the exact decimal string. Base asset units.

trade_time1791227700349data[].TCopied. When the trade was filled, milliseconds.

is_buyer_makertruedata[].Strue when the taker side S is Sell, false when it is Buy.

order_typeMarket—Always Market. A placeholder: Bybit sends no order type.

REST trade backfill

Bybit does not replay trades on subscribe. After every trade connection (re)opens, the collector fetches the latest trades from GET /v5/market/recent-trade and publishes those it did not receive over the WebSocket. A backfilled trade whose trade_time falls outside the hour of the file is not published.

Abridged: Requested with limit=1 to keep the example short; the collector requests limit=60, the most Bybit returns.

REST responsereceived 2026-10-05 19:18:36.073946 UTC

GET https://api.bybit.com/v5/market/recent-trade?category=spot&symbol=BTCUSDT&limit=1

{
  "retCode": 0,
  "retMsg": "OK",
  "result": {
    "category": "spot",
    "list": [
      {
        "execId": "2290000001224568695",→ trade_id
        "symbol": "BTCUSDT",→ symbol
        "price": "85782.8",→ price
        "size": "0.005246",→ quantity
        "side": "Sell",→ is_buyer_maker
        "time": "1791227915828",→ event_time · trade_time
        "isBlockTrade": false,
        "isRPITrade": false,
        "seq": "114993797995"
      }
    ]
  },
  "retExtInfo": {},
  "time": 1791227915979
}

Published row

ColumnValueFromRule

received_time1791227916073946027—Our collector's clock when the REST response arrived, in nanoseconds since the Unix epoch. Later than the trade, often by seconds.

event_time1791227915828result.list[].timeThe trade time: REST responses have no push time, so event_time equals trade_time on backfilled rows. Milliseconds.

symbolBTCUSDTresult.list[].symbolCopied.

trade_id2290000001224568695result.list[].execIdBybit sends a numeric string. Published as the same integer.

price85782.8result.list[].priceCopied as the exact decimal string.

quantity0.005246result.list[].sizeCopied as the exact decimal string. Base asset units.

trade_time1791227915828result.list[].timeParsed from the string. Milliseconds.

is_buyer_makertrueresult.list[].sidetrue when the taker side side is Sell, false when it is Buy.

order_typeMarket—Always Market. A placeholder: Bybit sends no order type.

Notes

Rows are sorted by trade_time, then Bybit's cross sequence seq, then trade_id.
The block-trade flag BT, the RPI flag RPI, the tick direction L and seq are not published. Block trades and RPI trades are published as ordinary rows.
A trade received over both the WebSocket and the REST backfill is published once, with the WebSocket values. On a backfilled row event_time equals trade_time, and received_time can be seconds after the trade.
Bybit's REST endpoint returns only the latest 60 spot trades, so a longer reconnect gap is only partly recovered.

Column types and descriptions: Trades schema.

Order Book

One row per price level from the orderbook.50.<symbol> topic, published as Bybit sent it.

WebSocket orderbook.50.<symbol>

Book snapshot

Bybit sends a snapshot of the 50-level book when the subscription starts, and again after a problem on its side or a service restart (u = 1). Each level becomes a snapshot row.

Abridged: Bybit sent 50 bid and 50 ask levels; the best three of each are shown.

WebSocket message · orderbook.50.<symbol>received 2026-10-05 19:14:58.426402 UTC

{
  "topic": "orderbook.50.BTCUSDT",→ symbol
  "ts": 1791227698276,→ event_time
  "type": "snapshot",→ event_type
  "data": {
    "s": "BTCUSDT",
    "b": [→ side
      ["85666.4", "0.134992"],→ side · price · quantity
      ["85666.3", "0.000915"],→ side · price · quantity
      ["85665.9", "0.006238"]→ side · price · quantity
    ],
    "a": [→ side
      ["85666.5", "0.596838"],→ side · price · quantity
      ["85666.7", "0.024785"],→ side · price · quantity
      ["85667.8", "0.000835"]→ side · price · quantity
    ],
    "u": 311718506,→ final_update_id
    "seq": 114993705748→ last_update_id
  },
  "cts": 1791227698274→ transaction_time
}

Published rows · 6

ColumnValueFromRule

received_time1791227698426402000—Our collector's clock when the message arrived, in nanoseconds since the Unix epoch. Not sent by Bybit.

event_time1791227698276tsCopied. When Bybit generated the push, milliseconds.

transaction_time1791227698274ctsCopied. Matching engine time, milliseconds.

symbolBTCUSDTtopicThe symbol part of the topic (orderbook.50.BTCUSDT). Equals data.s.

event_typesnapshottypesnapshot for type: "snapshot": every level of the 50-level book. A message with u = 1 (Bybit service restart) is also a snapshot.

first_update_idnull—Null for snapshots.

final_update_id311718506data.uCopied. Starts a new chain: the next delta has u + 1.

prev_final_update_idnull—Null. Bybit sends no previous update ID.

last_update_id114993705748data.seqCopied: Bybit's cross sequence seq. It orders messages but is not contiguous.

sidebiddata.bdata.abid for levels in b, ask for levels in a. One row per level.

price85666.4data.b[][0]data.a[][0]Copied as the exact decimal string.

quantity0.134992data.b[][1]data.a[][1]Copied as the exact decimal string.

order_countnull—Null. Bybit does not report order counts.

Book delta

WebSocket message · orderbook.50.<symbol>received 2026-10-05 19:14:58.426900 UTC

{
  "topic": "orderbook.50.BTCUSDT",→ symbol
  "ts": 1791227698296,→ event_time
  "type": "delta",→ event_type
  "data": {
    "s": "BTCUSDT",
    "b": [→ side
      ["85666.4", "0.139984"],→ side · price · quantity
      ["85662.9", "0"],→ side · price · quantity
      ["85662.2", "0.00447"]→ side · price · quantity
    ],
    "a": [→ side
      ["85668.3", "0.000111"],→ side · price · quantity
      ["85693.8", "0.075584"],→ side · price · quantity
      ["85694.5", "0"]→ side · price · quantity
    ],
    "u": 311718507,→ first_update_id · final_update_id
    "seq": 114993705774→ last_update_id
  },
  "cts": 1791227698295→ transaction_time
}

Published rows · 6

ColumnValueFromRule

received_time1791227698426900000—Our collector's clock when the message arrived, in nanoseconds since the Unix epoch. Not sent by Bybit.

event_time1791227698296tsCopied. When Bybit generated the push, milliseconds.

transaction_time1791227698295ctsCopied. Matching engine time, milliseconds.

symbolBTCUSDTtopicThe symbol part of the topic (orderbook.50.BTCUSDT). Equals data.s.

event_typeupdatetypeupdate for type: "delta".

first_update_id311718507data.uCopied from u. Each delta covers exactly one update ID, so first_update_id = final_update_id.

final_update_id311718507data.uCopied. One more than the previous message's u; a larger step is a gap.

prev_final_update_idnull—Null. Bybit sends no previous update ID.

last_update_id114993705774data.seqCopied: Bybit's cross sequence seq. It orders messages but is not contiguous.

sidebiddata.bdata.abid for levels in b, ask for levels in a. One row per level.

price85666.4data.b[][0]data.a[][0]Copied as the exact decimal string.

quantity0.139984data.b[][1]data.a[][1]Copied as the exact decimal string: the new total at that price. 0 removes the level.

order_countnull—Null. Bybit does not report order counts.

Notes

The collector subscribes to the 50-level book only, and WebSocket snapshots anchor it. Bybit's REST depth snapshots carry the update IDs of its 1,000-level stream, so they cannot anchor this book and are not published.
The collector checks that each delta's u is one more than the previous message's before it writes. After a gap it reconnects and starts again from a new WebSocket snapshot.
A delta with no levels is published as one row with side = noop and price and quantity 0, so the update-ID chain has no holes. Skip these rows when rebuilding the book.
Files can start with a checkpoint snapshot of the book carried over from the previous hour: its received_time is the hour start, transaction_time is null, final_update_id is the last u applied and last_update_id its seq.
Quantities are in base asset units (BTC for BTCUSDT). Bybit does not include Retail Price Improvement (RPI) orders in the book stream.
Files written before the October 2026 pipeline update can also contain snapshot rows built from REST depth snapshots. Their update IDs belong to Bybit's 1,000-level stream and do not continue the 50-level chain; skip them when replaying.

Column types and descriptions: Order Book schema.

Ticker

One row per tickers.<symbol> message.

WebSocket tickers.<symbol>

Bybit spot tickers are always full snapshots, so each row comes from one message.

WebSocket message · tickers.<symbol>received 2026-10-05 19:14:56.423462 UTC

{
  "topic": "tickers.BTCUSDT",
  "ts": 1791227696127,→ event_time
  "type": "snapshot",
  "cs": 114993705064,
  "data": {
    "symbol": "BTCUSDT",→ symbol
    "lastPrice": "85666.5",→ price_change · last_price
    "highPrice24h": "86996.9",→ high_price
    "lowPrice24h": "84978.5",→ low_price
    "prevPrice24h": "85386",→ price_change · open_price
    "volume24h": "7322.439121",→ base_asset_volume
    "turnover24h": "630464015.32595089",→ quote_asset_volume
    "price24hPcnt": "0.0033",→ price_change_percent
    "usdIndexPrice": "85662.421591"
  }
}

Published row

ColumnValueFromRule

received_time1791227696423462000—Our collector's clock when the message arrived, in nanoseconds since the Unix epoch. Not sent by Bybit.

event_time1791227696127tsCopied. When Bybit generated the push, milliseconds.

symbolBTCUSDTdata.symbolCopied.

price_change280.5data.lastPricedata.prevPrice24hlastPrice − prevPrice24h, computed exactly in decimal.

price_change_percent0.33data.price24hPcntBybit sends a fraction; multiplied by 100 exactly, so the column is in percent: 0.0033 becomes 0.33.

weighted_average_pricenull—Null. Bybit sends no weighted average price.

last_price85666.5data.lastPriceCopied.

last_quantitynull—Null. Bybit sends no last trade quantity.

open_price85386data.prevPrice24hCopied from prevPrice24h, the price 24 hours ago.

high_price86996.9data.highPrice24hCopied.

low_price84978.5data.lowPrice24hCopied.

base_asset_volume7322.439121data.volume24hCopied. 24h volume in base asset units.

quote_asset_volume630464015.32595089data.turnover24hCopied. 24h turnover in quote asset units.

statistics_open_timenull—Null. Bybit sends no statistics window.

statistics_close_timenull—Null. Bybit sends no statistics window.

first_trade_idnull—Null. Bybit sends no trade IDs in tickers.

last_trade_idnull—Null. Bybit sends no trade IDs in tickers.

total_tradesnull—Null. Bybit sends no trade count.

Notes

usdIndexPrice is not published.
price_change_percent is in percent from the 2026-09 data-integrity release; earlier files hold Bybit's fraction.

Column types and descriptions: Ticker schema.

Not published

Mark Price: Bybit spot tickers carry no mark price or funding rate.
Open Interest: Spot markets have no open interest.
Liquidations: Bybit's allLiquidation topic covers derivatives only.