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.
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:
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.Data available at the asset level is available through the
/timeseries/asset-metrics API endpoint and specific metrics are described in the pages linked in this section: 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.Data available at the exchange level is available through the
/timeseries/exchange-metrics API endpoint and specific metrics are described in the pages linked in this section: 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.Data available at the exchange-asset level is available through the
/timeseries/exchange-asset-metrics API endpoint and specific metrics are described in the pages linked in this section: 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.Data available at the asset pair level is available through the
/timeseries/pair-metrics API endpoint and specific metrics are described in the pages linked in this section: 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.Data 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: Last modified 3mo ago