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, while real-time trade data is possible via WebSockets.

We collect trade data by connecting to each exchange's REST APIs.

For every supported exchange, trade data is collected by polling their RESTful API, made publicly available in an exchange’s API documentation. Every executed transaction is collected, and every exchange is polled at regular intervals to ensure collection at every trade data point. 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}/historical


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.

This table outlines the trade data history across exchanges and markets:

ExchangeSpot Start Date*Futures Start Date*Options Start Date*
Binance2017-07-142019-09-082025-02-19
Binance.US2019-09-23XX
Bitfinex2013-01-14XX
Bitget2024-09-272024-10-02X
Bithumb2013-12-27XX
Bitmex2024-04-292015-09-25X
Bitstamp2019-01-31XX
Bullish2025-03-19XX
Bybit2021-09-012021-09-212024-03-15
CBOE Digital2024-03-252024-03-27X
Coinbase Intl2025-04-012025-04-01X
CoinW2025-05-15XX
Crypto.com2025-02-18XX
Deribit2025-03-202018-08-132021-11-17
Derive (formally Lyra)XX2024-05-24
dYdXX2024-11-26X
FTX**2019-07-212020-11-27X
FTXUS**2020-05-032022-01-142022-01-14
Gate.io2025-01-07XX
GDAX (Coinbase Pro)2014-12-01XX
Gemini2017-03-30XX
Hashkey2025-02-28XX
Huobi2019-01-312020-12-23X
HyperliquidX2025-03-31X
itBit2024-03-05
Kraken2013-09-102022-08-01X
Kucoin2025-02-19XX
LMAX2022-05-10XX
LyraX2024-05-242024-05-24
Mercado Bitcoin2024-03-19XX
MEXC2022-10-19
OKex2018-12-262021-07-132024-03-15
Poloniex2014-02-07XX
ThalexX2024-05-242024-05-24
Upbit2025-04-18XX
ZB2019-04-04XX

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


Frequently Asked Questions

How do you normalize the tick-by-tick trade data?

  • Tick-by-tick trade data is normalized with the nomenclature asset_asset. This will have the same format regardless of the exchange or the pair.

How do you interpret the fields?

What is the latency?

  • Our latency is real-time and under 100 milliseconds.

How do you collect/extract CEX data?

  • Our CEX data comes from their public APIs, and we connect to the exchanges using whatever method they provide for us. We maintain good relationships and regular contact with all of the exchanges we support.

How many tokens do you cover?

  • We currently cover over 4,000 tokens and capture every event on Ethereum.

What if there are duplicate trades?

  • Trades may occur at the exact same timestamp but will have different trade IDs. Trades are listed in order of timestamp rather than sequentially. If there are duplicate trades with the exact same timestamp and volume, please submit a query on our contact form.

Are there any gaps in the data?

  • We use active monitoring on our data streams and take every measure possible to prevent gaps from happening. Occasionally, exchanges have outages and gaps may appear.

Are DEXs covered in Market Trade data?

  • No. Please see our DeFi/DEX Data section for more information.

There is no trade data for an exchange I am interested in - what do I do?

  • We cover all of the top exchanges, but if we’re missing one you are interested in, please contact us. Chances are, we’re already working on it!