Just Launched: Exploring Options Market Dynamics Report
Cryptocurrency Market Data.
Covering order books, trades, and contracts for 100+ spot and derivatives exchanges.
Comprehensive market data enabling you to make informed data-driven decisions
Risk management and hedging
Conduct powerful analysis and risk management for speculative or hedging trading strategies.
Accurate Backtesting
Backtest with confidence, based on accurate historical data.
Liquidity assessment
Gain an in-depth understanding of an asset’s liquidity and market structure.
Opportunity identification
Quickly spot unique and act upon unique trading opportunities, such as arbitrage.
OUR MARKET DATA SOLUTIONS
Our Market Data products cover order books, trades, and derivatives contracts. Explore the data dictionary for in-depth details on each Market Data solution, including developer documentation, deployment methods, and data granularity.
TRADES
TICK-LEVEL TRADES
Every single trade on a given exchange. Includes insight on price, volume & direction of every trade.
OHLCV CANDLESTICKS
Open, high, low, close, and volume from any given trading period.
VWAP
Volume-weighted average price from any given trading period.
TRADE COUNT
The total number of trades from any given trading period.
ORDER BOOKS
ORDER BOOK SNAPSHOTS
A point-in-time view of an exchange’s order book. Includes market depth, price slippage, and bid-ask-spread.
ORDER BOOK AGGREGATIONS
An average of an exchange’s Order Book Snapshots from any given period.
TICK-LEVEL-UPDATES
Every single update order book update, provided in real-time.
TOP-OF-BOOK
Every single bid and ask on an exchange, provided in real-time.
DERIVATIVES
DERIVATIVES METRICS
Identify derivatives contracts and asses risk and price.
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