Level 1 Tick-level

Data descriptions

  • All trades - The most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges.

  • Best bids and asks (top of book) - shows the best bid and best asks on order book, provided in real-time.

  • Borrows, repayments, liquidations, and withdrawals - All events on a decentralized lending protocol.

  • Derivative liquidation events - All derivative liquidation events for a given instrument on an exchange, including all the details available for the event like price and position (long or short), and unique trade ID.

Data details

Data/ channel
Historical data
Live?
Granularity
Coverage
Docs link

All trades

AWS, Azure, Google Cloud Platform

Since 2010

New CSV once a day

Tick-level

Snowflake, BigQuery

Since 2010

Data refreshes once a day

Also available in near real-time

Tick-level

Best bids and asks

Stream

72 hours on replay

Yes

Tick-level

Borrows, repayments, liquidations, and withdrawals

Derivative liquidation events

REST API

Since Jan 8th 2025

Yes

Tick-level

Last updated

Was this helpful?