Stats Files

Choose Stats when you want to inspect a day quickly before downloading the full raw dataset.

Each .stats.json file is a companion summary for one raw daily file.

At A Glance

What You Get

SFTP path example:

data/stats/ES/06-25/20250601.stats.json

At the root level, the file identifies the source and then exposes a stats array with time-based aggregations.

What A Stats File Can Answer Quickly

• how many rows are in the day or hour
• first and last timestamps
• high, low, open, and close
• total volume
• VWAP and TWAP
• realized volatility
• spread metrics
• order flow imbalance
• quality indicators such as gaps, crossed spreads, or sequencing problems
• end-of-period order book snapshots

High-Level Shape

{
  "file_name": "20250601.csv",
  "file_hash": "...",
  "version": 1,
  "stats": [
    {
      "aggregation_type": "day",
      "time": "2025-06-01T00:00:00Z",
      "rows": 123456,
      "min_ts": "...",
      "max_ts": "...",
      "ohlc": { "open": 0, "high": 0, "low": 0, "close": 0 },
      "volume": { "sum": 0 },
      "micro": { "vwap": 0, "twap": 0 }
    }
  ]
}

Use Stats When

• you want to screen days before downloading raw files
• you want quality checks in an automated pipeline
• you want quick summaries for dashboards or monitoring
• you want hourly or daily aggregates without computing them yourself first

Do Not Use Stats When

• you need the full event sequence
• you need exact quote or trade replay
• you need to rebuild book dynamics tick by tick

In those cases, use CSV, Parquet, or NRD.

Details Versus Stats

Inside the app, Details opens the in-product analysis view for a file.

Stats downloads the JSON companion so you can inspect or process those metrics outside the app.