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Market Data Overview

The CM Market Data Feed (MDF) provides access to historical and real-time data from the world’s leading centralized and decentralized (Labs) spot and derivatives crypto exchanges. We offer a wide range of harmonized datasets such as trades, candles, order book snapshots, futures-specific data types, and options-specific data types. We also offer metrics at the asset, exchange, exchange-asset, pair, and institution level.
Our data is available at several different levels: asset, exchange, market, asset pair, exchange-asset pair, and institution. Our coverage universe consists of 3k+ assets, 39 exchanges, 21k+ spot markets, 10k+ futures markets, 14k+ options markets, 4k+ asset pairs, and one institution.

Data Available at Market Level

Many of our data types are available at the market level. We define a market as a specific listed pair or derivatives contract that trades on a specific exchange, like coinbase-btc-usd-spot or binance-BTCUSDT-future or deribit-BTC-16MAY21-58000-C-option. The market coverage can be found by querying our /catalog/markets or /catalog-all/markets API endpoints.
Data available at the market level is served through the API endpoints below, which are described in the pages linked in this section:

Metrics Available at Market Level

Coin Metrics calculates several metrics for markets such as coinbase-btc-usd-spot and binance-BTCUSDT-future. The asset coverage can be found by querying our /catalog/market-metrics or /catalog-all/market-metrics API endpoints.
Metrics available at the market level are available through the /timeseries/market-metrics API endpoint and specific metrics are described in the pages linked in this section:

Metrics Available at Asset Level

Coin Metrics calculates several metrics for assets such as btc and eth. The asset coverage can be found by querying our /catalog/assets or /catalog-all/assets API endpoints.
Metrics available at the asset level are available through the /timeseries/asset-metrics API endpoint and specific metrics are described in the pages linked in this section:

Metrics Available at Exchange Level

Coin Metrics calculates several metrics for exchanges such as coinbase, binance, and deribit. The exchange coverage can be found by querying our /catalog/exchanges or /catalog-all/exchanges API endpoints.
Metrics available at the exchange level are available through the /timeseries/exchange-metrics API endpoint and specific metrics are described in the pages linked in this section:

Metrics Available at Exchange-Asset Pair Level

Coin Metrics calculates several metrics for exchange-asset pairs such as coinbase-btc, binance-eth, and deribit-usdt. The exchange coverage can be found by querying our /catalog/exchange-assets or /catalog-all/exchange-assets API endpoints.
Metrics available at the exchange-asset level are available through the /timeseries/exchange-asset-metrics API endpoint and specific metrics are described in the pages linked in this section:

Metrics Available at Asset Pair Level

Coin Metrics calculates several metrics for asset pairs such as btc-usd and eth-usd. The institution coverage can be found by querying our /catalog/pairs or /catalog-all/pairs API endpoints.
Metrics available at the asset pair level are
available through the /timeseries/pair-metrics API endpoint and specific metrics are described in the pages linked in this section:

Metrics Available at Institution Level

Coin Metrics calculates several metrics for institutions such as grayscale. The institution coverage can be found by querying our /catalog/institutions or /catalog-all/institutions API endpoints.
Metrics available at the institution level is available through the /timeseries/institution-metrics API endpoint and specific metrics are described in the pages linked in this section: