Order Books - Allium Documentation Hub

The lighter_robinhood.raw.order_books table contains order book snapshots with bid and ask levels.

Table Columns

Unique key: timestamp, market_id, nonce

Column Name	Data Type	Description
`market_id`	`NUMBER(38,0)`	Market identifier.
`asks`	`VARIANT`	Array of ask levels (price, size), ordered best to worst.
`bids`	`VARIANT`	Array of bid levels (price, size), ordered best to worst.
`nonce`	`NUMBER(38,0)`	Global sequence number at snapshot time.
`begin_nonce`	`NUMBER(38,0)`	Sequence number at the start of the batch.
`offset`	`NUMBER(38,0)`	Per-market incrementing version counter.
`code`	`NUMBER(38,0)`	Response status code.
`timestamp`	`TIMESTAMP_NTZ(9)`	UTC timestamp of the snapshot.
`_created_at`	`TIMESTAMP_NTZ(9)`	Timestamp when the row was first recorded.
`_updated_at`	`TIMESTAMP_NTZ(9)`	Timestamp when the row was last updated.

Sample Query

SELECT
    market_id,
    timestamp,
    nonce,
    asks,
    bids
FROM lighter_robinhood.raw.order_books
WHERE timestamp >= CURRENT_DATE
ORDER BY timestamp DESC
LIMIT 100;

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