Digital Asset Order book data

The most complete, in-depth, granular liquidity data covering up to 99.8% of the industry.

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unparalleled liquidity insights from market-leading Order Book data

Order Book Metrics

Smart Snapshots

L1/L2 Updates

Powered by our automatic order book calculator, CoinDesk provides multiple order book metrics, including slippage, spread and depth. All metrics are calculated at precise and widely-distributed percentage intervals to provide insight into digital asset markets.

Order book snapshots are constructed once per minute per exchange to deliver highly reliable and granular data sets. Unlike other providers, we take the maximum depth possible on both bid and ask sides to synthesise full order book snapshots for any integrated exchange.

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.

Key Features

Real time Top of book, Tick-level updates
  • Enterprise grade low latency and high integrity updates.
  • Tick level granularity for full depth of book available via Websocket.
Smart snapshots
  • Strictly constructed every minute at same timestamp to be easily fit into any backtesting systems.
  • The most comprehensive order book in the market, without compromising to any certain depth level.
  • Standardised mapping and post-processing reduces data cleaning and ideal start-point for advanced analysis.
Liquidity insights
  • Comprehensive liquidity metrics widely used by regulators all over the world.
  • Build from solid data source without fear of faulty data misleading.
history & delivery
  • Tick level L2 Updates history is available for all instruments (length of history varies by exchange).
  • History for snapshots and metrics available via REST endpoints or direct CSV delivery.
99.8%
Data Coverage
24/7
Customer Support
99.99%
API Uptime

Data Delivery Channels

Rest API

Websocket

Custom Delivery

Smart snapshots and order book metrics.

Real-time L1 and L2 updates.

Bespoke custom requests, including AWS S3, Azure Blobs, Google and BigQuery.

Use Cases

Best Execution
Market Monitoring
Liquidity Analysis

Best Execution

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.

Market Monitoring

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.

Liquidity Analysis

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.

Learn More About Our Order Book Data

Book a call with our team to trial our data and find out more about our market-leading solutions.

Frequently Asked Questions

What type of order book data is provided by CoinDesk?
How far back does the data go?
How are gaps in data handled?
Can you provide an example of your data quality procedure?
How granular is the data? If snapshots, what’s the frequency?
Which exchanges are you onboarding next?
Do you offer a trial for order book data?
Do you offer a trial for order book data?

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