Coin Metrics has enhanced the metadata we publish for our markets to include several new precision, status, and fee fields! These fields are supplement several existing fields that we publish regarding the contract metadata for our derivatives markets. Now we publish up to 28 fields that allow users to fully understand the characteristics of our spot, futures, and options markets. Users can use these fields to filter or screen to the markets they are interested in, understand their contract specifications, understand the rules that exchanges impose for legitimate orders, and more.
Right now, we offer these new fields for a limited number of exchanges and regularly expanding our coverage to more exchanges. During this period, our data will be available to existing Market Data Feed users and a separate permissioning model will be implemented once we reach full coverage.
What Market Metadata Does Coin Metrics Offer?
In prior Market Data Feed releases, Coin Metrics released a wide variety of metadata fields to represent the contract metadata for our derivatives markets. Futures markets trade in standardized contracts that allow counterparties to enter into an agreement to buy or sell a standardized asset under contract specifications that are defined by the exchange. The futures contract specifications include information such as the underlying base and quote asset, the margin asset, the contract size, the listing time, expiration time, and other terms.
Some metadata is available for all three market types. This includes data about the base asset and quote asset (or underlying base asset and quote asset for derivatives), the exchange-reported symbol, the market status, amount precision, maximum and minimum amount size, price precision, maximum and minimum price, and fee fields. Spot markets also have a field that indicates whether the market allows margin trading.
Futures markets have several fields that describe the futures market’s contract specifications. Futures markets trade in standardized contracts that allow counterparties to enter into an agreement to buy or sell a standardized asset under contract specifications that are defined by the exchange. The futures contract specifications include information such as the underlying base and quote asset, the margin asset, the contract size, the listing time, expiration time, and other terms. Here we define futures to include both non-perpetual futures that expire and perpetual futures (sometimes called perpetual swaps).
Options markets also trade in standardized contracts similar to futures markets described above. Options markets have several fields that are specific to options such as the strike price and whether the option is an European or American style option.
These fields are available through our /catalog/markets and /catalog-all/markets endpoints. A full list of all the metadata fields we publish are below with the new fields in green:
market: Unique name of the market.
min_time: Minimal available time for data from this market in ISO 8601 date-time format.
max_time: Maximal available time for data from this market in ISO 8601 date-time format.
exchange: Name of the exchange.
type: The type of the market. Can take values spot or future or option.
base: The contract’s underlying base asset.
quote: The contract’s underlying quote asset.
symbol: The exchange-reported symbol for the market.
status: Indicates whether the market is online. Can only take values online or offline.
order_amount_increment: The minimum increment that the trade amount of an order can change in units of the base currency if a spot market or in contract units if a derivatives market.
order_amount_min: The minimum trade amount of an order in units of the base currency if a spot market or in contract units if a derivatives market.
order_amount_max: The maximum trade amount of an order in units of the base currency if a spot market or in contract units if a derivatives market.
order_price_increment: The minimum increment that the price of an order can change. The price is quoted in units of the quote currency.
order_price_min: The minimum price of an order. The price is quoted in units of the quote currency.
order_price_max: The maximum price of an order. The price is quoted in units of the quote currency.
order_size_min: The minimum order size amount in units of the quote currency. The order size is the order amount multiplied by the order price.
order_taker_fee: The taker order fee in raw units (not percent units).
order_maker_fee: The maker order fee in raw units (not percent units).
market_margin_trading_enabled: Indicates whether the market allows margin trading. Can take values true or false.
size_asset: The asset that the contract’s size is denominated in.
margin_asset: The name of the asset that the contract’s margin is denominated in.
contract_size: The number of units of
size_assetthat one contract represents.
tick_size: The minimum price increment of the contract’s price.
listing: The timestamp that the contract first became available for trading
expiration: The timestamp that the contract expires; equals null if the contract is a perpetual future that never expires.
is_european: Shows if the options contract is european or not.
option_contract_type: The type of option. Can take values call or put.
strike: Strike price for option contract.
settlement_price: The settlement price of a derivatives contract at expiration. Only populated for derivatives markets that have expired. Also sometimes referred to as “delivery price”.
Which Exchanges Have Enhanced Metadata?
- Gate.io (spot and futures)
- MEXC (spot and futures)
- KuCoin (spot and futures)
- Bybit (spot and futures)
- OKEx (spot and futures and options)
- Deribit (options)
- Binance (futures)
Additional exchanges are being added regularly.
About CM Market Data Feed
CM Market Data Feed is a comprehensive data solution for institutional investors, traders, and researchers seeking to gain insights into the cryptocurrency markets. Our data is harmonized to a standardized format, making it easy to compare and analyze across multiple cryptocurrencies and exchanges. Additionally, we offer historical datasets that are hard to find elsewhere, providing users with a deep understanding of the evolution of the crypto markets.
Our market data collection systems are engineered to be resilient and robust, ensuring that users have access to accurate and reliable data at all times. We utilize a multifaceted approach to ensure high levels of data quality and data integrity to deliver the most accurate and complete data available.
The CM Market Data Feed includes a range of datasets such as price data, volume, and other key trading metrics, that enable users to utilize our resilient infrastructure to save on development costs, make informed investment decisions, and conduct research on the cryptocurrency markets. Customizable data feeds and flexible pricing options make the CM Market Data Feed a versatile and cost-effective solution for users of all sizes, from large financial institutions to crypto-native investment funds.
Coin Metrics is committed to providing the most accurate and reliable data in the industry. Please contact Coin Metrics through our website or at [email protected] for more information on the CM Market Feed.