Background

Reliable Market Data

Enterprise grade data feeds and customizable data solutions across the digital asset ecosystem for developers, fund managers, market makers, OTC, regulators, and more.
Background

Market Data Types

Raw Data

  • Executed trades
timestamp: "2022-09-23 10:59:58.437"
symbol: "ADA"
base: "USDT"
market_venue: "BINANCE"
price: 0.4566
volume: 50
side: "sell"

Aggregated Metrics

  • Open-High-Low-Close-Volume (OHLCV)
  • VWAP
  • Trade count
timestamp: "2022-03-05 10:00:00"
symbol: "BTC"
base: "USDT"
market_venue: "BINANCE"
open: 39036.75
high: 39041.85
low: 39027.36
close: 39037.83
volume: 30.970900000000015
trades: 746
vwap: 39036.97

Flexible delivery for both historical and real-time data

Websocket

Streaming solution for real-time data feed. This market data delivery option is a perfect fit for clients with low-latency or high throughput requirements. Output format: JSON
{
  "type": "tm",
  "payload": {
    "g": "1m",
    "ts": 1657837620000,
    "m": "kucoin-eth-btc",
    "o": "0.057735",
    "h": "0.057735",
    "l": "0.05772",
    "c": "0.057721",
    "v": "0.8873883",
    "t": 9,
    "vw": "0.057722864417527253852682078409192458363"
  }
}

REST API

Query historical data with specified time range, exchange, pair and granularity. Output formats: JSON, CSV
{
  "data": [
    {
      "timestamp": "2022-03-05 00:00:00",
      "symbol": "BTC",
      "base": "USDT",
      "market_venue": "BINANCE",
      "open": 39036.75,
      "high": 39613.24,
      "low": 38784.69,
      "close": 39397.96,
      "volume": 15975.679030000003,
      "trades": 476890,
      "vwap": 39264.19
    }
  ]
}

Data Dumps

Suitable for downloading large amounts of historical data with regular updates delivered via AWS S3 buckets. Output formats: JSON, CSV
timestampsymbolbasemarket_venueopenhighlowclosevolumetradesvwap
2022-03-05T10:00:00BTCUSDTBINANCE39036.7539041.8539027.3639037.8330.970974639036.97
2022-03-05T10:01:00BTCUSDTBINANCE39037.8339058.0839037.8339056.3221.7286174239046.98
2022-03-05T10:02:00BTCUSDTBINANCE39056.3339058.7439049.639055.7319.6161666239055.72
2022-03-05T10:03:00BTCUSDTBINANCE39055.7339059.0339047.3639047.3618.6354772039055.7
2022-03-05T10:04:00BTCUSDTBINANCE39047.3639047.439039.7739039.778.3239544139046.83
2022-03-05T10:05:00BTCUSDTBINANCE39039.7839039.7839004.139006.6122.7272270139014.32

Supported Markets

Off-the-shelf products ready for consumption and custom solutions

Connect to our reliable data APIs directly or contact our sales team for a tailored solution

Quick Start

Read our API Documentation for a quick start

Background

Cross-Market Surveillance Analytics

Powerful dashboard with customizable parameters across multiple exchanges with wash trading indicators, corresponding statistical tests, common market indicators, and orderbook statistics.

Dashboard example
Benford's LawDashboard example
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Trade Size AnalysisDashboard example
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Time-of-tradeDashboard example
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Price AnalysisDashboard example
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