CM Market Data Feed v2.13 Release Notes

Coin Metrics is pleased to announce the version 2.13 release of our CM Market Data Feed. This release contains enhanced support for options data, several new exchanges, expanded coverage for many of our datasets, and other improvements.

What’s New

• Option volume and open interest metrics. We offer a number of metrics to track both market value and notional values across a variety of important filters, including margin type (USDT, USDC, Coin-margined) and contract type (calls and puts). For more information, please see our announcement Option Volume and Open Interest Metrics Now Available.
  
• OKEx options contract prices and greeks, Bybit options open interest, and Binance options order book snapshots with 100 depth are available.
  
• Option market candles for OKEx, Binance, CME, Deribit. The data is backfilled to the start of our option trades history.
  
• OKEx and Deribit options margin asset contract specification data is available through /reference-data/markets.
  
• dYdX v4 futures markets and metrics. Contract specifications, trades, candles, order book, quotes, contract prices, open interest, liquidations, and funding rates are available, along with all associated metrics.
  
• GFO-X futures and options trades, books, candles, volume metrics, and liquidity metrics are available.
  
• Expanded defi exchange coverage. Balancer v2 and Uniswap v4 on Ethereum trades, candles, and volume metrics are now available.
  
• Began collection of Bullish calendar futures, CME Solana futures, and MEXC USDC-margined contracts. Coin Metrics generally automatically collects all newly-listed instruments, however, these contracts required special handling in order to begin collection.
  
• Crypto.com, Deribit, Gate.io, and KuCoin quotes are available through /timeseries-stream/market-quotes.
  
• Expanded coverage of basis metrics to all exchanges and all assets. Previously, we only supported basis metrics for a subset of exchanges and only for BTC and ETH contracts. We also improved the calculation logic to ignore irrelevant contracts, to select the highest volume markets, and to initiate regularly-scheduled recalculations to include delayed trades.
  
• Complete coverage for exchange-reported base and quote symbols. We serve the exchange-reported base and quote symbols using fields base_native and quote_native in /reference-data/markets for all active centralized exchanges  These fields are useful to determine how Coin Metrics harmonizes exchange-reported symbols to Coin Metrics symbols.
  
• Candles served through /timeseries/market-candles are now served without delay. Previously, candles were served with a 20-minute delay to account for delayed trades. Candles are now served in real-time and with regularly-scheduled recalculations to include delayed trades. For more information, please see our announcement Improvements to Coin Metrics Candles Data.
  
• Expanded coverage of aggregated quotes from /timeseries-stream/asset-quotes from 198 to 278 assets.
  
• Allow all /timeseries-stream/market-* endpoints to include newly-listed markets when using wildcards. Previously, the wildcard would resolve to a static list of markets upon initial subscription and would not include markets that were listed subsequent to establishing the subscription.
  
• Added ignore_unsupported_errors and ignore_forbidden_errors parameters to /timeseries-stream/asset-metrics. These metrics are useful to ensure a successful subscription, even if the user requests data that is unsupported or data that the user is not permissioned to.

Improvements

• Improved the response time for market-related catalog endpoints.
  
• Improved the downsampling logic for 1d granularity for exchange asset metrics.
  
• Improved the timeliness and completeness of Gemini spot trades collection.
  
• Improved our detection and handling of ticker conflicts.
  
• Enhanced resiliency in our usage of proxy servers to connect to exchange APIs.
  
• Reduced the latency of trades data storage.
  
• Reduced the latency of data served through /timeseries-stream/asset-quotes and /timeseries-stream/pair-quotes.
  
• Migrated data collection to use Crypto.com’s v1 API.
  
• Improved the stability or latency of our data collection for Binance, Binance.US, Bitfinex,  Bitstamp, Bullish, Bybit, CEX.io, Coinbase, Coinbase International, Crypto.com, Gemini, Kraken, LMAX, MEXC.

Bug and Data Quality Fixes

• Fixed a significant number of ticker conflicts.
  
• Fixed the funding rate internal and period for some Binance perpetual futures.
  
• Fixed rare instances where the timestamp for funding rates would not be at round hourly timestamps for Binance and Huobi.
  
• Removed a small number of anomalous Bybit futures funding rate data.
  
• Fixed the calculation for liquidity metrics for futures markets and recalculated historical data for all futures markets.
  
• Fixed gaps in basis metrics.
  
• Fixed an edge case that resulted in a crossed order book for MEXC.
  
• Fixed the contract type for some historical OKEx option markets.
  
• Fixed incorrect listing dates for some historical Binance option markets.