Last updated
Last updated
Our Data feeds help with front and mid-office operations, business intelligence, and risk management. We offer Level 1 and Level 2 market data, alongside crypto reference insight.
offers market insight for CefFi and DeFi ecosystems. Covering spot, derivatives, and lending protocols. Depending on your tier, you'll have access to different data types.
OHLCV is an aggregated form of market data that stands for Open, High, Low, Close, and Volume
Historical data: 72 hours on replay
Live data: Yes
Granularity: 1s
Coverage: See , , and .
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VWAP, or Volume Weighted Average Price, is the average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts.
Historical data: 72 hours on replay
Live data: Yes
Granularity: 1-second, 1-minute, 1-hour
Coverage: See , , and .
Methodology: Proposal/Not based on an official paper, but it depicts on how we are doing. VWAP formula: ∑(Price * Volume) / ∑Volume.
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The most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges.
Historical data: 72 hours on replay
Live data: Yes
Granularity: Tick-level
Best bids and asks, also known as top of book shows the best bid and best asks on order book, provided in real-time. The top of the book represents the most competitive prices at which buyers and sellers are willing to transact at that moment.
Historical data: 72 hours on replay
Live data: Yes
Granularity: Tick-level
Market depth (snapshot)
The number of orders at each price level either side of the mid price of an order book. The higher the order volume, the deeper and more liquid the market is. Shown as a point-in-time view generated every 30 seconds.
Historical data: 1-month rolling
Live data: No
Granularity: At least one snapshot per minute.
The number of orders at each price level either side of the mid price of an order book. The higher the order volume, the deeper and more liquid the market is. Shown as an aggregation of all 30-second snapshots from the period requested.
Historical data: 1-month rolling
Live data: No
Granularity: An aggregation of all snapshots from the requested period.
The difference between the best bid and the best ask on an instrument’s order book is an indicator of liquidity.
Historical data: 1-month rolling
Live data: No
Granularity: An aggregation of all snapshots from the requested period.
The difference between the expected price for a trade and the executed price. High slippage can be a sign of low liquidity on the exchange. Shown as a point-in-time view generated every 30 seconds.
Historical data: 1-month rolling
Live data: No
Granularity: At least one snapshot per minute.
Price slippage (aggregation)
The difference between the expected price for a trade and the executed price. High slippage can be a sign of low liquidity on the exchange. Shown as an aggregation of all 30-second snapshots from the period requested.
Historical data: 1-month rolling
Live data: No
Granularity: An aggregation of all snapshots from the requested period.
Block-by-block supply and times series for supply and borrow interest rates.
Historical data: Since Genesis
Live data: Yes
Granularity: Tick-level
The total total value locked (TVL) in a liquidity pool, as well as the unit of tokens available. A large number suggests the pool can handle large trades while maintaining low slippage.
Historical data: Since Genesis
Live data: Yes
Granularity: Block-by-block
Historical data: Since Genesis
Live data: Yes
Granularity: Block-by-block
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Crypto asset , including identifiers, supply metrics, and derivative specifications.
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For a user-friendly interface of our assets, exchanges, instruments, and associated codes, use the instrument explorer.
A comprehensive breakdown our Data Feeds.