The most complete, in-depth, granular liquidity data covering up to 99.8% of the industry.
The most granular historical data on the market. Every current unattributed open order on the book at the highest available frequency. Data sets are standardised in real-time, ready-built for in-depth research and analysis. Delivery methods are customised to your needs.
Real-time L1 and L2 updates.
Bespoke custom requests, including AWS S3, Azure Blobs, Google and BigQuery.
The dispersion of liquidity across different digital asset exchanges is a unique issue that can create additional challenges whilst ensuring best execution for large digital asset trades.
Utilise our smart order book snapshots to conduct cost analysis, improve trading efficiency, and guide exchanges/brokers on how to improve the trading experience for their clients.
Gain insight into the market with the most comprehensive order book data available. Our standardised smart snapshots allow you to analyse different exchange order books seamlessly as each snapshot is captured at the same time.
Create your own consolidated snapshots and study price dynamics, market demand, arbitrage opportunities, historical market movements and more.
Our smart snapshots and L2 updates empower traders with the tools they need to perform precise liquidity analysis. Through this, one can assess how easily an asset can be bought or sold at a stable price in a given market.
Our data allows for the most accurate identification of the best trading venues, time periods, trading pairs and more.
Simulate order activity and playback historical market movements to back-test your trading strategies.
Get a comprehensive view of exchange order books to enhance data insight and more effectively oversee trading operations, detect market abuse, and benchmark performance.
Book a call with our team to trial our data and find out more about our market-leading solutions.
CCData order book data includes the following:
• Historical snapshots
• Historical L1/L2 updates
• Order book metrics
• Real-time L1/L2 updates
Historical L1/L2 data has been stored since September 2020 (exchange dependant).
Historical order book snapshots have been stored at a 1-minute cadence dating back to September 2020 (exchange dependant).
Due to the nature of the data, cryptocurrency exchanges do not store historical data for both raw L2 or snapshots.
We have mechanisms in place to recreate missed snapshots utilising raw L2 order book data.
• Real-time monitoring of services via grafana with 24/7 surveillance.
• Data quality checks are conducted daily.
• Monthly data quality reporting with benchmarking to external data.
Historical snapshot: One full order book snapshot (including all positions) per minute, 60 files hourly, 1440 files per day.
Historical L1/L2 updates: Cleaned updates from the messages provided by exchanges with CryptoCompare sequence number.
Order book metrics: Derived from historical snapshots, providing key metrics including price spread, slippage and depth.
Realtime L1/L2 updates: Unified real-time order book data collected from all integrated exchanges, delivered via Websocket.
Please see the endpoint below that details the exchanges that have both order book and trade data onboarded order book exchanges.
Yes, order book data is available for trial users via REST API and Websocket API, or via private server access.
Please find comprehensive documentation outlining the integration process here.
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