Definition

Level 1 Quotes represent the best bid and ask prices and sizes for a given financial instrument, such as ETFs or crypto-related equities, at a specific point in time. These quotes provide the most competitive prices at which an asset can be bought or sold. The Level 1 Quotes data includes the initial observation of these prices for every timestamp. Additionally, it may encompass associated metrics such as implied volatilities, greeks, and relevant underlying asset prices, forming the foundational data for a wide range of market analytics and trading strategies.

Details

Level 1 Quotes provide critical market data for traders and investors, offering insights into the pricing and liquidity of financial instruments such as ETFs or crypto-related equities.

API Endpoints

/markets/derivatives/analytics/volatility/level-1-quotes/tradfi

Availability

	Start Date	Granularity
BITX, BITO, COIN, EETH, ETHU, MARA, MSTR, MSTU, SATO, IBIT	2024-11-11	30 m
BITX, BITO, COIN, EETH, ETHU, MARA, MSTR, MSTU, SATO, IBIT	2021-01-01	5 m

Frequently Asked Questions