Q3 Deep Dive: Crypto Market Data Primer

To succeed in crypto, having a comprehensive, clean, consistent, and granular source of live and historical market data is imperative. Our crypto market data will optimize your trading, research, risk management, and compliance efforts. We offer you a variety of ways to access our crypto asset data, which includes streamed price data and real-time/historical prices for spot, futures/perpetuals, options, and derivatives.

Key Types of Real-time Crypto Market Data

Our real-time crypto market data is low-latency and provides you with all relevant trade and price information.

Trade Data

We know how essential high-quality crypto volume data is to trading firms. Our crypto volume API endpoints include all the relevant trading data teams need to be successful, including VWAP (Volume Weighted Average Price), TWAP (Time Weighted Average Price), OHLCV (Open High Low Close Volume), and more. 

Crypto Price Data

Our crypto pricing API endpoints provide real-time raw and weighted price data by asset, trade pair, and exchange (CEX and DEX), covering 3,600 spot assets and 8,500 trade pairs. Whether you’re looking to power a crypto price feed or empower your trading and portfolio management teams, we’ve got you covered.

Key Types of Historical Crypto Data

Historical data is essential for many use cases like research, backtesting trade strategies, and assessing risk in the crypto space. Historical data is available for most of the metrics covered by Amberdata, including order book data, trade data, and historical price data—three of our most frequently requested data types.

Orderbook Data 

Our crypto order books are complete, enabling you to see every bid and ask for every asset and pair on every exchange we support. If you need to reconstruct an order book from a particular exchange, with a particular pair from a particular point in time, you can do this from our REST endpoints. This is particularly useful if you are doing research or backtesting. We offer order book data across spot and derivatives trading.. 

In addition to the full order book, we also have snapshots of the order books. These snapshots are one-minute looks at the order books. Our tickers represent the best bids/asks from an orderbook; our ticker APIs enable you to see and download historical crypto tick data.

Historical Crypto Trade Data

We provide historical crypto trade data for every asset on 100s of centralized and decentralized exchanges. We poll every exchange at regular intervals to ensure that we are collecting every trade data point. To uphold our quality standards, we normalize all trade data, ensuring consistency across exchanges.

The datasets in Amberdata’s crypto historical data API endpoints include tick-by-tick trade data, timestamped, and with the trade direction normalized from the taker side. We use this to create OHLCV, reference quotes, TWAP, VWAP, and other measurements. We have trade data from centralized exchanges starting in 2011 and add new exchanges on an ongoing basis. 

Historical Crypto Price Data

We provide historical crypto price data prices by assets, pairs, CEXs and DEXs. We calculate across all exchanges (or a single exchange, if specified) with a one-minute frequency and one-bar lookback. Price is derived from the OHLCV data with the calculation (H+L+C) / 3. You can get past cryptocurrency price data via our historical crypto prices APIs.

How to access our crypto data

Amberdata is the best choice for institutional investors. Our data is of the highest quality and completely reliable, as evidenced by our redistribution partnerships with CME and Coinbase. 

You can access our data in a variety of ways:

• REST - for all your historical data needs. By default, all data retrieved via REST API will return in JSON format. You can use various programming languages and libraries to easily convert JSON to CSV format. 
• Websockets - typically for real-time, low-latency applications
• FIX - to retrieve market data via the Financial Information eXchange protocol
• Amazon S3 - to retrieve larger historical datasets, delivered end of day in Apache Parquet format
• Snowflake - analyze data in a cloud-native environment, complete with powerful SQL querying capabilities

Digital Asset Data Infrastructure 

Our research in partnership with Coalition Greenwich indicates that asset managers and hedge funds are optimistic about the growth opportunity of the digital asset class as well as the commercial opportunity to manage more diverse portfolios and build new investment products. But building digital asset data infrastructure is difficult, expensive, and time-consuming. As the leading institutional-grade crypto data provider, our crypto market data enables you to build or manage digital asset products faster and more cost-effectively. 

Solutions Powered by Crypto Data

Whether you’re building a brand new product in the crypto space or creating a more efficient dashboard for your team, Amberdata can help provide the data needed to support your use case.

Digital Asset Trading Strategies

Amberdata helps institutional crypto investors develop and support digital asset trading strategies. Recently, one such firm, a hedge fund, decided to include digital assets in their trading strategies. To do so, they needed comprehensive, real-time and historical

market and on-chain data. Their real-time, high-frequency, high-volume trading required an enormous amount of data to support the development and backtesting of their algorithmic/programmatic trading strategies. ​​

Crypto Product Research and Development

Another firm, Cross River, had an immediate need for digital asset data to support their product development process as well as their growing crypto research practice. A key component of their product development process was the creation and backtesting of models using crypto data. Additionally, they wanted to ensure their products’ price accuracy by leveraging their own pricing data as a checkpoint. On the research side, their team was scaling up their institutionally-focused offering and needed market data and on-chain data to provide unique insights as a value-add. 

Building Crypto Dashboards

Data dashboards display data in a visual format, enabling quick and easy monitoring of key performance indicators and other critical metrics. With Amberdata’s crypto market data, you can easily implement the dashboards you need using your chosen visualization tool. Amberdata also provides customizable derivatives dashboards, charts, and APIs that help power every use case from risk management to trading to portfolio management, and more.

Real-time and Historical Crypto Data by Exchange

We normalize and standardize our datasets to prioritize quality, reliability, and ease of use. Here are some links to help you understand the actionable market data we provide for 100s of centralized and decentralized exchanges.

Binance

We offer Binance historical data and real-time data. For spot markets our data begins 2017-08-17, with Binance.US spot data from 2019-09-17. Our futures data goes back to 2019-09-08. We offer historical tickers, tick-by-tick data, order book events, order book snapshots, reference quotes, OHLCV/candlesticks, prices, trades, VWAP, and TWAP. Our Binance futures data includes live and historical futures and perpetuals, including open interest, long-short ratios, order books, liquidations, funding rates, and insurance funds.

Bitstamp

We provide Bitstamp historical and real-time data. Our data for spot markets goes back to 2011-08-18, with spot back to 2021-08-06. We provide historical tickers, tick-by-tick data, order book events, order book snapshots, reference quotes, OHLCV/candlesticks, prices, trades, VWAP and TWAP.  

Deribit

We offer Deribit historical and real-time data for options, futures, and perpetuals, going back to 2018-08-13. The data we provide include historical tickers, tick-by-tick data, order book events, order book snapshots, OHLCV/candlesticks, and trades, as well as liquidations, volatility, open interest, funding rates, and Greeks. 

GDAX (Coinbase)

We offer ​​GDAX (Coinbase) historical and real-time data. Our historical trading data consists of all tick-by-tick trade data, timestamped, and with the trade direction normalized from the taker side. All data goes back to 2014-12-01, with the exception of Reference Quotes data, which goes back to 2019-02-25.  

Amberdata: The Only Data Source You Need 

Amberdata was built to serve companies like yours. We provide solutions and expertise for every digital asset class participant. Whether you’re a financial institution just entering the asset class, a seasoned crypto-native looking to expand coverage, or a Fintech building or enhancing products, Amberdata has digital asset data solutions to meet your needs.

Along with providing comprehensive, granular, and normalized data, we help you stay informed of activity in the crypto markets with our research and commentary each month in our blogs, resource library, guides and primers, as well as insights into blockchain networks, crypto markets, and decentralized finance. 

To learn more about Amberdata, please contact us to book a demo.