Definition

Tickers represent the best bids/asks from an orderbook. The bid price represents the maximum price that a buyer is willing to pay for an asset. The ask price represents the minimum price that a seller is willing to take for that same asset.

A trade or transaction occurs when a buyer in the market is willing to pay the best offer available—or is willing to sell at the highest bid. The difference between bid and ask prices, or the spread, is a key indicator of the liquidity of the asset. In general, the smaller the spread, the better the liquidity. Bid and ask prices are set by the market.


Details

We provide incremental tick-level updates/deltas of all bids and asks on an order book. This level 2 data is available within the Order Book endpoints. From this tick-level order book data, we are able to derive Tickers, which is simply the best bid and best ask (top of the order books) for a traded instrument.


API Endpoints

Spot

/markets/spot/tickers/information
/markets/spot/tickers/{instrument}

Futures

/markets/futures/tickers/information
/markets/futures/tickers/{instrument}

Options

/markets/options/tickers/information
/market/options/tickers/{instrument}/latest
/market/options/tickers/{instrument}/historical

Swaps

/market/swaps/tickers/information
/market/swaps/tickers/{instrument}/latest
/market/swaps/tickers/{instrument}/historical


Availability

Our Tickers endpoints are available via REST API for historical (time series) data as well as WebSockets for real-time data.

This table outlines how far back our Tickers data goes across the different exchanges within the Spot, Futures, Options and Swaps market:

ExchangeSpot Start Date*Futures Start Date*Options Start Date*Swaps Start Date*
ZB2019-04-03XXX
OKeX2019-07-112021-07-122024-03-152021-07-12
Bitget2024-09-292024-10-08XX
Bitstamp2011-08-18XXX
Binance2017-08-172021-04-12XX
Binance.US2022-06-15XXX
Bithumb***2018-09-09XXX
CBOE Digital2024-03-262024-03-31XX
CMEX2023-01-262023-01-26X
Huobi2019-01-312021-04-12X2021-04-12
DeribitX2021-05-212021-11-17X
Kraken2013-10-06XXX
GDAX (Coinbase)2014-12-01XXX
Bybit2021-09-012021-09-272024-03-15X
itBit2024-03-04
FTX**2020-12-312021-10-12XX
LMAX2021-04-04XXX
Mercado Bitcoin2024-03-27XXX
Bitfinex2013-01-14XXX
BitmexX2022-01-28X2022-01-28
Poloniex2016-04-03XXX
Gemini2019-01-31XXX
Derive (formally Lyra)XX2024-05-24X
ThalexXX2024-05-24X

*These dates represent the oldest start date we have for Ticker data across all pairs/contracts
**As of 2022-11-12, we stopped supporting FTX, but historical data will remain available

***As of 2021-10-20, we stopped supporting Bithumb, but historical data will remain available


Frequently Asked Questions

What does "ticker" mean?

  • In crypto, tickers represent the top of the order books, known as BBO (best bid and offer) in TradFi. The best bid in the order book is the highest price at which someone is willing to buy the instrument and the best ask (or offer) is the lowest price at which someone is willing to sell.

How does bid-ask spread work?

  • In financial markets, a bid-ask spread is the difference between the asking price and the offering price of a security or other asset. The bid-ask spread is the difference between the highest price a buyer will offer (the bid price) and the lowest price a seller will accept (the ask price). Typically, an asset with a narrow bid-ask spread will have high demand. By contrast, assets with a wide bid-ask spread may have a low volume of demand, therefore influencing wider discrepancies in its price.

Do you guys have Greeks for options contracts?

  • Yes, we know the importance of greeks for options traders, so we do provide full greeks in our Tickers Latest endpoint.

What does the "sequence" field represent?

  • A different timestamp is assigned to each update in an order book. However, sometimes sequence ID's are also included for determining the exact order of events. All ticks come with either a millisecond (or microsecond) timestamp from the exchange and/or a sequence ID. Keep in mind, not all exchanges provide sequence ID's.