The most complete, in-depth, granular liquidity data covering up to 99.8% of the industry.
Power your trading strategy and market research with leading insights.
Powered by our automatic order book calculator, CryptoCompare provides multiple order book metrics, including slippage, spread and depth. All metrics are calculated at precise and widely-distributed percentage intervals to provide insight into digital asset markets.
Order book snapshots are constructed once per minute per exchange to deliver highly reliable and granular data sets. Unlike other providers, we take the maximum depth possible on both bid and ask side to synthesise full order book snapshots for any integrated exchange.
The most granular historical data on the market. Every current unattributed open order on the book at the highest available frequency. Data sets are standardised in real-time, ready built for in-depth research and analysis. Delivery methods customised to your needs.
Real-time order book metrics for liquidity analysis and market surveillance.
The dispersion of liquidity across different digital asset exchanges is a unique issue that can create additional challenges whilst ensuring best execution for large digital asset trades.
Utilise our smart order book snapshots to conduct cost analysis, improve trading efficiency, and guide exchanges/brokers on how to improve the trading experience for their clients.
Gain insight into the market with the most comprehensive order book data available. Our standardised smart snapshots allow you to analyse different exchange order books seamlessly as each snapshot is captured at the same time.
Create your own consolidated snapshots and study price dynamics, market demand, arbitrage opportunities, historical market movements and more.
Our smart snapshots and L2 updates empower traders with the tools they need to perform precise liquidity analysis. Through this, one can assess how easily an asset can be bought or sold at a stable price in a given market.
Our data allows for the most accurate identification of the best trading venues, time periods, trading pairs and more.
Simulate order activity and playback historical market movements to back-test your trading strategies.
Get a comprehensive view of exchange order books to enhance data insight and more effectively oversee trading operations, detect market abuse, and benchmark performance.
Book a call with our team to trial our data and find out more about our market-leading solutions.