The order book over time, with walls and what ended them

The consolidated book sampled every five seconds and kept for twenty minutes, bucketed by ABSOLUTE price against the shared mid - what a single snapshot cannot give you. Returns cols (each a frame: ts, mid, step, and resting dollars per price bucket per side, with how many venues quote each bucket), wallsStanding and wallsFinished. A WALL is a price carrying at least 2.5x the median of its sixteen neighbouring prices and never under $250,000 - measured against its own book, because five books bucketed together have no long tail. Each wall carries how long it has stood, which venues hold it, and for a finished one whether the tape TRADED THROUGH it (eaten) or it was simply WITHDRAWN (pulled) - knowable only because the same feed holds the book and the tape. Free and keyless. There is NO archive: twenty minutes is the whole history. Passthrough from the collector: raw object, NOT the { ok, data, ts } envelope.