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Level 1 & Level 2 Data.

Market data for CeFi and DeFi ecosystems. Covering spot, derivatives, and lending protocols.

Trusted and accurate market data

Since 2014, we have provided comprehensive cryptocurrency market data, offering global insights across spot and derivatives markets. Our Level 1 and 2 data covers trading activity, order books, and liquidity insights for both centralized and decentralized markets.


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  • Comprehensive Coverage
    Complete market data coverage for over 100 exchanges, covering all traded assets.

  • Cross-ecosystem
    Data covering both centralized and decentralized exchanges, and lending protocols.

  • Historical and Live
    The most complete historical data and real-time feeds.

  • Versatile Data Delivery
    Available via API, CSV, real-time streaming, or cloud-based services like Snowflake.

  • Fully Normalized
    Normalized data formats enabling seamless consumption.

  • Highly Granular
    Available at granular tick-level, as regular snapshots, or as aggregated metrics for overall sentiment.

  • Trades and Order Books
    Covering market trades (level 1 data), and exchange order books (level 2 data).

  • Liquidations
    Access tick-level liquidations data, including the trades and order details that forced the event.

Comprehensive market data enabling you to make informed data-driven decisions

  • Support Mid and Front-Offices

    Optimize trading through TCA, execution analytics, and strategy enhancement. Use technical and volatility insights for stronger risk decisions.

  • Accurate Backtesting

    Backtest with confidence, based on accurate historical data.

  • Market Research and Monitoring

    Support internal crypto analysis through comprehensive CeFi and DeFi monitoring for insights and compliance.

  • Business Intelligence

    Transform crypto market data into actionable insights to benchmark your exchange’s performance against the ecosystem and guide strategic decisions.

    • Feature
    Level 1 Aggregations Tier From $1,000 per month.
    Level 1 Tick-Level Tier From $1,500 per month.
    Level 2 Aggregations Tier From $2,000 per month.
    Level 2 Tick-Level Tier From $2,500 per month.
    Trade count

    Aggregated count of trades executed over a given time period.

    Rest API

    • 1-second to 1-day granularity
    • History since 2010
    • See coverage
    Go to docs

    Snowflake, BigQuery

    • Once-a-day refresh or near real-time
    • 1-hour to 1-day granularity
    • History since 2010
    • See coverage
    Go to docs
    OHLCV

    Open, High, Low, Close, and Volume candle data.

    Stream

    • Live data
    • 1-second granularity
    • 72 hours of history on replay
    • Coverage
    See docs

    REST API

    • 1-second to 1-day granularity
    • History since 2010
    • Coverage
    See docs

    AWS, Azure, Google Cloud Platform (GCP)

    • Available as a once-a-day refresh or in near real-time
    • 1-second to 1-day granularity
    • History since 2010
    • Coverage
    See docs
    VWAP

    Volume-Weighted Average Price. More accurate average price weighted by volume.

    Stream

    • Live data
    • 1-second to 1-day granularity at a monthly level
    • 1-hour, 3-hour, or 1-day granularity at a monthly level
    • 72 hours of history on replay
    See docs

    REST API

    • 1-second to 1-day granularity at a monthly level
    • 1-hour, 3-hour, or 1-day granularity at a monthly level
    • 72 hours of history on replay
    See docs

    AWS, Azure, Google Cloud Platform (GCP)

    • New CSV once a day
    • 1-second to 1-day granularity at a monthly level
    • 1-hour, 3-hour, or 1-day granularity at a monthly level
    • History since 2010
    See docs

    Snowflake, BigQuery

    • Available as a once-a-day refresh or in near real-time
    • 1-second to 1-day granularity
    • History since 2010
    See docs
    All trades

    Tick-level trade data capturing every individual trade. Includes price, volume, timestamp, and trade direction. Available for cefi spot markets, defi spot markets, and derivatives markets.

    Stream

    • Live data
    • Tick-level granularity
    • 72 hours of history on replay
    Go to docs

    REST API

    • Tick-level granularity
    • History since 2010
    Go to docs

    AWS, Azure, Google Cloud Platform (GCP)

    • New CSV once a day
    • Tick-level granularity
    • History since 2010
    Go to docs

    Snowflake, BigQuery

    • Available as a once-a-day refresh or in near real-time
    • Tick-level granularity
    • History since 2010
    Go to docs
    Best bids/asks (top of book)

    The best (highest) bid and best (lowest) ask prices on an exchange. Represents the top-of-book.

    Stream

    • Live data
    • Tick-level granularity
    • 72 hours of history on replay
    Go to docs

    AWS, Azure, Google Cloud Platform (GCP)

    • New CSV once a day
    • Tick-level granularity
    • History since December 2022
    Go to docs
    Market depth

    Market depth calculated from at least one order book snapshot per minute. Also available as an aggregation over time.

    REST API

    • Market depth calculated from at least one order book snapshot per minute
    • Also available as an aggregation of several calculations over time
    • 1-month rolling history
    Go to docs

    AWS, Azure, Google Cloud Platform (GCP)

    • Includes the raw order book snapshot data on which market depth is calculated
    • New CSV once a day containing at least one snapshot per minute
    • History since 2015 (varies per exchange
    Go to docs

    BigQuery, Snowflake

    • Also includes the raw order book snapshot data on which market depth is calculated
    • Data refreshes once a day containing at least one snapshot per minute
    • History since 2015 (varies per exchange)
    Go to docs
    Bid-ask-spread

    Bid-ask spread calculated from a comparison of several raw order book snapshots over time.

    REST API

    • Bid-ask spread calculated from a comparison of several raw order book snapshots over time
    • 1-month rolling history
    Go to docs

    AWS, Azure, Google Cloud Platform (GCP)

    • Includes the raw order book snapshot data on which bid-ask-spread is calculated
    • New CSV once a day containing at least one snapshot per minute
    • History since 2015 (varies per exchange)
    Go to docs

    Snowflake, BigQuery

    • Includes the raw order book snapshot data on which bid-ask-spread is calculated
    • Data refreshes once a day containing at least one snapshot per minute
    • History since 2015 (varies per exchange)
    Go to docs
    Price slippage

    Price slippage calculated from at least one order book snapshot per minute

    REST API

    • Price slippage calculated from at least one order book snapshot per minute
    • Also available as an aggregation of several calculations over time
    • 1-month rolling history
    Go to docs

    AWS, Azure, Google Cloud Platform (GCP)

    • Includes the raw order book snapshot data on which price slippage is calculated
    • New CSV once a day containing at least one snapshot per minute
    • History since 2015 (varies per exchange)
    Go to docs

    Snowflake, BigQuery

    • Includes the raw order book snapshot data on which price slippage is calculated
    • Data refreshes once a day containing at least one snapshot per minute
    • History since 2015 (varies per exchange)
    Go to docs
    Raw order book snapshot

    Raw snapshots of the order book at regular intervals. Underlying data for market depth, bid-ask spread, and slippage.

    REST API

    • Price slippage calculated from at least one order book snapshot per minute
    • Also available as an aggregation of several calculations over time
    • 1-month rolling history
    Go to docs

    AWS, Azure, Google Cloud Platform (GCP)

    • New CSV once a day
    • At least one snapshot per minute
    • History since 2015 (varies per exchange)
    Go to docs

    Snowflake, BigQuery

    • New CSV once a day
    • At least one snapshot per minute
    • History since 2015 (varies per exchange)
    Go to docs
    All bids and asks

    All bids and asks on an exchange’s order book (also known as full order book).

    Stream

    • Live data
    • Tick-level granularity
    • 72 hours of history on replay
    Go to docs

    AWS, Azure, Google Cloud Platform (GCP)

    • New CSV once a day
    • Tick-level granularity
    • History since August 2023
    Go to docs

    Client Story

    How Messari Built the Leading Crypto Information Aggregator Powered by Kaiko.

    See the story

    Ready to get started?

    Our Level 1 & Level 2 Data is used by 200+ clients globally. Get in touch to request a demo and discover how they can help you.