Coin Metrics Market Order Book

Definition

An order book represents the list of buy orders and the list of sell orders for a given market organized by price level. In this context, a buy order or sell order indicates the amount of the base asset that a buyer or seller wishes to trade for a spot market or the amount of contracts for a derivatives market.

Dictionary

NameCategorySubcategoryTypeUnitInterval
Market order bookMarketOrder bookMarket dataPrice: quote asset. Size: Units of base asset~ every 10 seconds

Examples

A sample of the order book data from Coinbase’s Bitcoin-U.S. Dollar spot market is provided below. The bid side of the order book and the ask side of the order book are displayed in separate tables.

sample spot market orderbook data

Resource history

Availability

Community and pro market availability does not differ. Community is available via HTTP API only, is limited to 1,000 API requests per 10 minutes per IP address and only showcases the last 24 hours of history.

For a full list of assets, exchanges, spot markets, and futures markets, please consult the Coin Metrics Data Coverage file or the ‘/catalog-all/markets’ via the API.

Coin Metrics stores historical order book snapshots approximately every 10-seconds. The snapshots consist of the top 100 bids and top 100 asks.

Markets

Type of marketNumber of markets
Spot Markets19
Futures Markets0

Assets

AssetNumber of markets spotNumber of markets futures
BTC100
ETH90

Exchanges

ExchangeCount spotStart date spotCount futureStart date future
Binance.US12020-01-270N/A
Bitfinix22019-03-250N/A
Bitflyer12019-12-060N/A
Bitstamp22019-03-250N/A
Bittrex22019-03-250N/A
CEX.IO12019-12-060N/A
Coinbase22019-03-250N/A
Gemini22019-03-250N/A
ItBit22019-03-250N/A
Kraken22019-03-250N/A
Liquid22019-03-250N/A