DIGITAL ASSET
ORDER BOOK DATA

The most complete, in-depth, granular liquidity data covering up to 99.8% of the industry.

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Order Book Data Products

Power your trading strategy and market research with leading insights.

Order Book Metrics

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.

Smart Snapshots

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.

L1/L2 Updates

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.

Historical & Live Order Book Data

Real-time order book metrics for liquidity analysis and market surveillance.

Key Features

Maximum depth captured for both bid and ask to produce the most complete order book data available.

Smart snapshots are constructed at minute granularity for consolidated analysis of different exchanges.

Standardised mapping and post-processing reduces lead times and removes negative spreads.

Historical L2 order book data stored for all exchanges.

Bespoke data-delivery methods including AWS S3, Azure Blobs, Google and Big Query.

Data Delivery Channels

Rest API

Smart snapshots and order book metrics.

Websocket

Real-time L1 and L2 updates.

CC Delivery

Bespoke custom requests, including AWS S3, Azure Blobs, Google and BigQuery.

Use Cases

Best Execution

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.

Market Monitoring

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.

Liquidity Analysis

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.

Order Book Replay

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.

Hear what our customers think

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Liam Bing
Web Designer at Saased
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Noah Webs
Web Designer at Innoving
"Easily the best project management software on the market, right now. We became 2x faster and more efficient after adopting Projectile. Love the automated reports and alerts."
Oliver Seth
Web Designer at Webster
"Easily the best project management software on the market, right now. We became 2x faster and more efficient after adopting Projectile. Love the automated reports and alerts."
Elijah Sen
Web Designer at Superfast
"Easily the best project management software on the market, right now. We became 2x faster and more efficient after adopting Projectile. Love the automated reports and alerts."
James Wong
Web Designer at Ziczak
"Easily the best project management software on the market, right now. We became 2x faster and more efficient after adopting Projectile. Love the automated reports and alerts."
Robert Tinson
Web Designer at Pitchy
"Easily the best project management software on the market, right now. We became 2x faster and more efficient after adopting Projectile. Love the automated reports and alerts."
John Elbert
Web Designer at Merger
"Easily the best project management software on the market, right now. We became 2x faster and more efficient after adopting Projectile. Love the automated reports and alerts."
Avan Olin
Web Designer at Klick

Trial Our Market-Leading Order Book Data

Book a call with our team to trial our data and find out more about our market-leading solutions.

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