Definition

Trade Data is a general term for tick-by-tick data, or all executed transactions occurring on an exchange. The list of centralized exchanges we support can be found here.


Details

Our trade datasets consist of all tick-by-tick trade data, timestamped, and with the trade direction normalized from the taker side. We have trade data from centralized exchanges starting in 2011 and add new exchanges on a continual basis. We provide historical trade data via our REST API and real-time trade data via WebSockets for every single asset on each exchange we support. We collect trade data by connecting to each exchange's REST API’s.

For every exchange that we support, we poll their market data REST API made publicly available in an exchange’s API documentation. We collect every executed transaction on an exchange. We poll every exchange at regular intervals to ensure that we are collecting every trade data point. Immediately after receiving these trades, we normalize the data into our own schema, 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

/market/options/trades/information
/market/options/trades/{instrument}/historical

Swaps

/market/swaps/trades/information
/market/swaps/trades/{instrument}/historical


Availability

Our 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. Our coverage can be found by querying our Information endpoints listed above.

This table outlines how far back our Trade data goes across the different exchanges within the different markets (Spot, Futures, Options, Swaps):

ExchangeSpot Start Date*Futures Start Date*Options Start Date*Swaps Start Date*
Binance2017-08-172019-09-08XX
Binance.USXXXX
Bitfinex2013-01-14XXX
Bithumb2018-09-09XXX
BitmexX2021-05-22X2021-07-01
Bitstamp2019-01-31XXX
Bybit2021-09-012021-09-21XX
CMEX2023-02-022023-01-31X
DeribitX2018-08-132021-11-17X
FTX**2019-07-212021-05-01XX
FTXUS**XX2022-01-142022-01-14
GDAX2014-12-01XXX
Gemini2017-03-30XXX
Huobi2019-01-312021-04-11X2021-04-07
Kraken2013-10-06XXX
LMAXXXXX
OKex2019-07-112021-07-13X2021-07-14
Poloniex2016-04-03XXX
ZB2019-04-04XXX

*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!