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In our first Product Digest you’ll find the latest updates and tips to enhance your use of our data and index solutions—from recent data upgrades to our roadmap for upcoming additions. We’ve upgraded our API documentation to streamline your experience with our award-winning data, index, and research solutions.
We’ve greatly expanded our Order Book L2 metrics offering in the past few months. This advanced tool for users looking for accurate, minute-by-minute market metrics derived from order book snapshots is now available across 25 spot exchanges, as well as 10 futures and 2 options venues.
What This Means for You: The addition of these derivatives markets offers a world of opportunities for research and analysis. On one hand, users can now explore the often vast liquidity of perpetual futures order books, comparing price slippage with their spot equivalents. On the other hand, examining imbalances or key levels in options order books can reveal insights into potential future sentiment for their underlying assets.
Last month we collaborated with InvestDEFY to develop a comprehensive approach for constructing a volatility surface, a critical tool for understanding market expectations of future volatility across different option strikes, deltas, and expiration times.
This builds upon our existing partnership with InvestDEFY, leveraging our robust, standardised derivatives exchange data to produce their industry-leading analytics and metrics. This collaboration marks a significant step forward in our joint mission to deliver superior and reliable digital asset data solutions.
A volatility surface provides a three-dimensional view of implied volatility (IV) changes, allowing you to more effectively price options and enhance trading strategies.
Constructing this surface involves selecting appropriate models, ensuring data integrity, applying reasonable filters, and constantly updating to incorporate the latest market conditions. This process demands a meticulous mix of data analysis, model selection, and market comprehension.
To learn more about volatility surfaces, make sure to read the full blog, created in partnership with InvestDEFY, below.
Following the successful rollout of our core on-chain and DEX offerings across Ethereum, Bitcoin, Base and Binance Smart Chain, we are now expanding to the growing layer 2 ecosystems: Arbitrum, Polygon, and Optimism.
Our goal is to increase our pricing coverage from the native DEX trading on these chains and combine it with instrument metadata, mapping, and index aggregation that tie all our products together - providing the most complete and standardised experience for our users.
Since we began collecting data 10 years ago, we have continuously improved, refined, and expanded our spot exchange integrations. Recent improvements include:
Stay tuned for more in-depth information on the ins and outs of our exchange integrations and their evolution.
Thank you for reading our latest product update! If you have any questions about the content featured in this newsletter, then please reach out to us via the link below.
Want to get in touch with us directly? Please feel free to book a meeting or contact us here, we're happy to discuss anything you might need from us.
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