CM Market Data Feed
Highly performant cryptoasset market data
CM Market Data Feed provides access to historical and real-time data from over 30 of the world’s leading spot and derivatives crypto exchanges. We offer all of the fundamental market-related data types including tick-by-tick trades, quotes, order book snapshots, candles, and more.
WIDE COVERAGE UNIVERSE
- Over 30 of the world’s leading spot and derivatives crypto exchanges
- 3k+ assets
- 4k+ pairs
- 22k+ spot markets
- 10k+ derivatives markets
All fundamental data types
- Tick-by-tick trades representing all executed transactions between buyers and sellers for spot and derivatives markets going back to inception of trading for many exchanges
- Candles representing the opening price, the high price, the low price, the close price, the volume-weighted average price, and the total volume for a market
- Quotes representing the best bid and the best ask for a market at a given point in time
- Order book snapshots and updates representing the list of buy orders and the list of sell orders for a market organized by price level and how it changes through time
- Several futures-related data types such as contract specifications, open interest, funding rates, and liquidations
- A growing number of metrics designed to fulfill common analytical queries for assets, pairs, markets, and exchanges
Versatile data delivery
- Low latency and high availability HTTP API or WebSocket API
- CM Pro Visualization Tool for visualizing data in real-time – includes dozens of indicators, advanced charting capabilities, and data download functionality
- Data input layer with multiple instances of scrapers for each exchange, redundant local and cloud storage with regular backups, robust telemetry and monitoring, deployed on geo-redundant servers around the globe
- Data delivery layer that utilizes multiple instances to ensure reliability and low latency and is deployed on geo-redundant servers
Systematic and quantitative trading
Use our historical datasets to design, train, and backtest trading models. Use our real-time datasets for live trading and portfolio risk management.
Examine the market microstructure to research questions about price discovery, lead-lag analysis, liquidity, transaction costs, and fake volume. Examine the broader market to research questions about trading activity across exchanges, assets, and markets.
Use our real-time datasets to monitor best bids and offers across trading venues and to serve as an input into a smart order router or a trade execution algorithm.
Integrate our historical or real-time datasets in a website, platform, or application.
Indexes and Financial Products
Construct standalone indexes for benchmarking purposes or indexes in connection with a financial product or derivatives contract using our harmonized datasets.
Use our fundamental data types such as trades and order books to calculate accurate pricing for portfolio valuation, accounting, and tax purposes.