Release of CM Market Data Feed Version 2.0

Today, Coin Metrics is pleased to announce the version 2.0 release of our CM Market Data Feed (MDF) product. 

CM Market Data Feed version 2.0 includes the below items.

Methodology Documentation

With the release of CM MDF version 2.0, we have posted a Methodology document to our website. Similar to the CM Reference Rate’s Methodology documents, the CM MDF Methodology document aims to provide detail on the  calculation process as well as product specific information. 

New Instruments

CM MDF now includes Trades and Candles data for Futures instruments. Currently, BitMEX and Huobi futures for all available markets are supported. Note that complete historical Trades and Candles for these exchanges is expected to be included in the new release. Subsequent releases of CM MDF will include Futures instruments from additional exchanges. In the future, Coin Metrics expects to add additional instrument types to CM MDF such as Options, Swaps, Fixed Income instruments, etc. 

New Exchanges

In addition to the Futures exchanges noted above, CM MDF now includes Trades and Candles data for all spot pairs traded on Binance.US, bringing the total list of integrated exchanges to 27. Coin Metrics expects to add more more exchange integrations in the near future.

New Order Books and Quotes Markets

The following markets have been enabled for Order Books and Quotes: cex.io-btc-usd-spot, bitflyer-btc-usd-spot.

Please reach out to Coin Metrics ([email protected]) for more information on CM Market Data Feed.

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