Wide schema

One row per timestamp, with one column per asset and field. The asset and the field are joined in the column name: BTC_close, ETH_open… close_ts is the first column.

Use it for cross-asset work at each timestamp: spreads, correlations, portfolio returns. All assets are aligned on the same rows, and adding an asset adds columns. Columns are plain strings, so it works the same in pandas, Polars, SQL engines, or feature pipelines for machine learning.

See how to load it in Loading data.