Pair Metrics Overview

/timeseries/pair-metrics
Coin Metrics calculates several metrics for asset pairs such as btc-usd and eth-usd. Our pair metrics represent an aggregation across markets that contain the specific pair.
For example, the metric volume_reported_spot_usd_1d for pair btc-usd represents the daily spot volume in U.S. dollars for all markets in our coverage universe that contain the btc-usd pair. This incudes the volume from markets such as coinbase-btc-usd-spot, kraken-btc-usd-spot, and all other spot markets that trade the btc-usd pair.
Pair metrics are available through the /timeseries/pair-metrics API endpoint.

Pair Coverage

The pair coverage can be found by querying our /catalog/pairs or /catalog-all/pairs API endpoints or in our Coin Metrics Coverage. We offer data on over 5,000 pairs, and the pair coverage is defined as the cartesian product of approximately the top 600 assets.

Pair Metrics Coverage

The metrics categories listed below are available at the pair level.

Pair Open Interest

Our pair open interest category of metrics contain several measures of open interest of the various types of futures markets. Each pair open interest metric aggregates across certain futures markets (defined by the specific metric) that contain the pair.

Pair Volume

Similarly, our pair volume category of metrics contain several measures of volume in U.S. dollars. Each pair volume metric aggregates across certain markets (defined by the specific metric) that contain the pair.

Endpoint Response

The /timeseries/pair-metrics endpoint returns time series data for each pair and metric requested. A sample of the pair metrics data in json format is provided below.
{
"data": [
{
"pair": "btc-usd",
"time": "2020-09-28T00:00:00.000000000Z",
"volume_reported_spot_usd_1d": "317000178.776577"
},
{
"pair": "btc-usd",
"time": "2020-09-29T00:00:00.000000000Z",
"volume_reported_spot_usd_1d": "246153685.485477"
},
{
"pair": "btc-usd",
"time": "2020-09-30T00:00:00.000000000Z",
"volume_reported_spot_usd_1d": "217972373.240482"
},
{
"pair": "btc-usd",
"time": "2020-10-01T00:00:00.000000000Z",
"volume_reported_spot_usd_1d": "492203699.871197"
}
]
}
  • pair: The id of the pair. Pair ids use the following naming convention: baseAsset-quoteAsset.
  • time: The time in ISO 8601 date-time format. Always with nanoseconds precision.
  • metric: The metric value for the specific pair and timestamp.