Market Data
Trades
Definition
Trade Data is a general term for tick-by-tick data, or all executed transactions occurring on an exchange. The list of supported centralized exchanges can be found here.Details
The trade datasets consist of all tick-by-tick trade data, timestamped, and with the trade direction normalized from the taker side. Historical trade data is provided via REST API and CloudSync, while real-time trade data is available via WebSockets. We collect trade data by connecting to each exchange’s feeds- WebSockets, REST APIs, and bulk files where available. For every supported exchange, trade data is collected in real-time, made publicly available in the exchange’s API documentation. Every executed transaction is collected. Immediately after receiving these trades, the data is normalized to ensure consistency across exchanges.API Endpoints
Spot
/markets/spot/trades/information /markets/spot/trades/{instrument}Futures
/markets/futures/trades/information /markets/futures/trades/{instrument}Options
/markets/options/trades/information /markets/options/trades/{instrument}Availability
The trade endpoints provide historical (time series) trade data for the specified pair or instrument. The data is available via REST API and is limited to 60 API requests per second. Coverage can be found by querying the information endpoints listed above.| Exchange | Spot Start Date | Futures Start Date | Options Start Date |
|---|---|---|---|
| Arkham | 2025-08-04 | 2025-08-04 | X |
| Binance | 2017-07-14 | 2019-09-08 | 2025-02-19 |
| Binance.US | 2019-09-23 | X | X |
| Bitfinex | 2013-01-14 | X | X |
| Bitget | 2024-09-27 | 2024-10-02 | X |
| Bithumb | 2013-12-27 | X | X |
| Bitmex | 2024-04-29 | 2015-09-25 | X |
| Bitstamp | 2019-01-31 | X | X |
| Bullish | 2025-03-19 | X | X |
| Bybit | 2021-09-01 | 2021-09-21 | 2024-03-15 |
| CBOE Digital | 2024-03-25 | 2024-03-27 | X |
| Coinbase Intl | 2025-04-01 | 2025-04-01 | X |
| CoinW | 2025-05-15 | X | X |
| Crypto.com | 2025-02-18 | X | X |
| Deribit | 2025-03-20 | 2018-08-13 | 2021-11-17 |
| Derive (formally Lyra) | X | X | 2024-05-24 |
| dYdX | X | 2024-11-26 | X |
| FTX** | 2019-07-21 | 2020-11-27 | X |
| FTXUS** | 2020-05-03 | 2022-01-14 | 2022-01-14 |
| Gate.io | 2025-01-07 | X | X |
| GDAX (Coinbase Pro) | 2014-12-01 | X | X |
| Gemini | 2017-03-30 | X | X |
| Hashkey | 2025-02-28 | X | X |
| Huobi | 2019-01-31 | 2020-12-23 | X |
| Hyperliquid | X | 2025-03-31 | X |
| itBit | 2024-03-05 | ||
| Kraken | 2013-09-10 | 2022-08-01 | X |
| Kucoin | 2025-02-19 | X | X |
| LMAX | 2022-05-10 | X | X |
| Lyra | X | 2024-05-24 | 2024-05-24 |
| Mercado Bitcoin | 2024-03-19 | X | X |
| MEXC | 2022-10-19 | ||
| OKex | 2018-12-26 | 2021-07-13 | 2024-03-15 |
| Poloniex | 2014-02-07 | X | X |
| Thalex | X | 2024-05-24 | 2024-05-24 |
| Upbit | 2025-04-18 | X | X |
| ZB | 2019-04-04 | X | X |
Frequently Asked Questions
How do you normalize the tick-by-tick trade data?- Trade data is normalized using a consistent asset pair format (e.g.,
asset_asset), ensuring uniformity regardless of exchange or pair.
- Please see the API documentation for descriptions of each response field.
- Latency is real-time and under 100 milliseconds.
- Trade data from centralized exchanges is collected via their public APIs, using authorized polling methods and maintaining close collaboration with exchanges to ensure data quality.
- Trades may share identical timestamps but are differentiated by unique trade IDs. Trades are ordered chronologically by timestamp.
- Most decentralized exchange (DEX) trade data is not included in these endpoints and is covered separately in Amberdata’s DeFi/DEX data services. However we do support some DEX’s using central order books with RESTful and Websockets interfaces.
- Amberdata supports all major exchanges and welcomes inquiries about additional exchanges of interest.