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Cryptocurrency Order Book Data

The most comprehensive suite of real-time and historical pre-trade crypto data from the most reputable exchanges. Available across spot, futures, swaps, and options markets.

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Leverage Comprehensive Pre-Trade Data

Crypto Order Books

Every latest order book bid and ask on every supported exchange.

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Order Book Snapshots

Order book snapshots with granularity from 1min to 1 day.

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Historical and live best bid and best ask (top of the books) for any traded instrument.

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Reference Quotes

Reference quote prices for every pair across every spot exchange, with granularity of 1s. 

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Use Cases

Calculate Real-Time Price Slippage

Leverage deep order book data to quantify price slippage across assets and exchanges like Coinbase or Binance.

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Delivery and Distribution


Real-time market data with trade stamps down to the nanosecond.

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Rest API

Robust latest and historical order books for accessing pre-trade data.  

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FIX Protocol

Connect to retrieve Market Data via the Financial Information eXchange protocol.

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Extensive order book events and snapshots across spot, futures, and options. 

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Delivery Partnerships

Accelerate time to insights using platforms like Snowflake and Google Analytics Hub.

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Read comprehensive reports and analyses of trading and the cryptoeconomy. 

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Order Book Data

This eBook explores order book data and discusses how to accurately calculate and leverage slippage.

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Identifying Crypto Market Trends