I'm trying to understand how data of the format:

| Time | Bid Price | Bid Size | Ask Price | Ask Size || ---- | --------- | -------- | --------- | -------- || 86400 | 232.40 | 20392.0 | 232.42 | 8059.5 |

Is produced from trade data taken from an exchange.  If I query the Bitfinex API to get each individual trade executed, I get data containing infor for Timestamp, Price and Amount (quantity).

If I get data from Binance, it has the following format which is similar to Bitinex:

159280_1627370290.jpg

Will appreciate if anyone can explain how this works ?