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  1. EXPLORE OUR DATA
  2. Data dictionary
  3. Data Feeds
  4. Level 1 & Level 2 Data

Level 1 Tick-level

PreviousLevel 1 AggregationsNextLevel 2 Aggregations

Last updated 19 days ago

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All trades

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

  • Coverage: See Spot markets - centralized and Spot markets - decentralized

Best bids and asks (top of book)

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

  • Coverage: See Spot markets - centralized and Derivatives markets - centralized

All trades

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

  • Historical data: Since 2010

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Spot markets - decentralized

Borrows, repayments, liquidations, and withdrawals

All events on a decentralized lending protocol.

  • Historical data: Since Genesis

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Lending and borrowing protocols

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.

  • Historical data: Since Jan 8th 2025

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Derivatives markets - centralized

All trades

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

  • Historical data: Since 2010

  • Live data: No

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Spot markets - decentralized

Best bids and asks (top of book)

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: Since August 2023

  • Live data: No

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Derivatives markets - centralized

Borrows, repayments, liquidations, and withdrawals

All events on a decentralized lending protocol.

  • Historical data: Since Genesis

  • Live data: No

  • Granularity: Tick-level

  • Coverage: See Lending and borrowing protocols

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All trades

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

  • Historical data: Since 2010

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Spot markets - decentralized

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