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.
Features
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
Resilient infrastructure
- 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
Use Cases
![](https://coinmetrics.wpenginepowered.com/wp-content/uploads/2021/01/cm-market-data-feed-systematic-quantitative-trading.png)
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.
![](https://coinmetrics.wpenginepowered.com/wp-content/uploads/2020/12/cm-atlas-research.png)
Research
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.
![](https://coinmetrics.wpenginepowered.com/wp-content/uploads/2020/12/cm-indexes-benchmarking-performance.png)
Trade execution
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.
![](https://coinmetrics.wpenginepowered.com/wp-content/uploads/2020/12/cm-atlas-third-party.png)
Third-party integrations
Integrate our historical or real-time datasets in a website, platform, or application.
![](https://coinmetrics.wpenginepowered.com/wp-content/uploads/2020/12/cm-indexes-build-financial-products.png)
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.
![Careers Equity Options Icon](https://coinmetrics.wpenginepowered.com/wp-content/uploads/2021/01/cm-equity-options.png)
Valuation
Use our fundamental data types such as trades and order books to calculate accurate pricing for portfolio valuation, accounting, and tax purposes.