Kaiko Research: The crypto industry’s leading data-driven research, delivered weekly.

Learn more
Contact us
  1. Home
  2. Products
  3. Data Feeds

  4. Level 1 & Level 2 Data

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.


View Documentation

  • 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.

    • Subscription Tiers

    Our tiers offer Small, Medium, Large, or Full ticker packs, each allowing you to select a specific number of tickers from a single asset class. You choose which tickers work best for you within that class. The definition of a “ticker” varies by asset class, but can be trading pairs (like BTC-USD spot on Binance) or protocol-blockchain combinations (like Uniswap on Ethereum).

  • Level 1 Aggregations Tier

    From $1,000

    per month.

    Ticker pack price.

    Get Started

    Our Entry-Level
    Tier:

    CeFi spot ticker packs




    • Trade count



    • OHLCV



    • VWAP

    DeFi spot ticker packs




    • Trade count



    • OHLCV



    • VWAP

    CeFi derivative ticker packs




    • Trade count



    • OHLCV



    • VWAP

  • Level 1
    Tick-Level
    Tier

    From $1,500

    per month.

    Small CeFi spot ticker pack price.

    Get Started

    Level 1 Aggregations Tier, plus:

    CeFi spot ticker packs




    • All trades



    • Best bids/asks (top of book)

    DeFi spot ticker packs




    • All trades

    CeFi derivative ticker packs




    • All trades



    • Best bids/asks (top of book)



    • Derivatives liquidation events

    DeFi lending & borrowing ticker packs




    • All borrows and repayments



    • All liquidations



    • All deposits and withdrawals

  • Level 2
    Aggregations
    Tier

    From $2,000

    per month.

    Small CeFi spot ticker packs price.

    Get Started

    Level 1 Tick-Level Tier, plus:

    CeFi spot ticker packs




    • Market depth



    • Bid/ask spread



    • Price slippage



    • Raw order book snapshot

    DeFi spot ticker packs




    • Tokens in a liquidity pool

    CeFi derivative ticker packs




    • Market depth



    • Bid/ask spread



    • Price slippage



    • Raw order book snapshot

    DeFi lending & borrowing ticker packs




    • Interest rates



    • Borrowed and deposited amounts

  • Level 2
    Tick-Level
    Tier

    From $2,500

    per month.

    Small CeFi spot ticker packs price.

    Get Started

    Level 2 Tick-Level Tier, plus:

    CeFi spot ticker packs




    • All bids and asks on
      an order book

    DeFi spot ticker packs




    • All mints and burns
      from a liquidity pool

    CeFi derivative ticker packs




    • All bids and asks on
      an order book

    • 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.