Trades

  • Reconstruct every executed trade across supported venues with timestamp precision

  • Monitor market activity and liquidity shifts at the tick level

  • Backtest execution strategies with full historical trade tapes

  • Benchmark trading costs and detect anomalies in fills

  • Feed ML models with clean, normalized trade-level data for predictive analytics

See documentation

1[
2  {
3    "time_period_start": "2025-08-27T00:36:00Z",
4    "time_period_end": "2025-08-27T00:37:00Z",
5    "time_open": "2025-08-27T00:36:02.4Z",
6    "time_close": "2025-08-27T00:36:24.4Z",
7    "value_open": 111705.121190962,
8    "value_high": 111705.121191989,
9    "value_low": 111659.752208017,
10    "value_close": 111672.038864799,
11    "value_count": 0
12  }
13]

Quotes

  • Capture best bid and ask updates across supported venues

  • Monitor spreads and liquidity shifts in real time

  • Backtest strategies with full quote history

  • Detect market-making opportunities from order book top-of-book data

  • Benchmark execution costs vs. prevailing quotes

See documentation

1[
2  {
3    "time_exchange": "2025-08-27T00:36:00.123456Z",
4    "time_coinapi": "2025-08-27T00:36:00.234567Z",
5    "ask_px": 111705.50,
6    "ask_sx": 1.25,
7    "bid_px": 111705.00,
8    "bid_sx": 0.98
9  },
10  {
11    "time_exchange": "2025-08-27T00:36:01.123456Z",
12    "time_coinapi": "2025-08-27T00:36:01.234567Z",
13    "ask_px": 111706.00,
14    "ask_sx": 0.75,
15    "bid_px": 111705.50,
16    "bid_sx": 1.40
17  }
18]
19

Limit Order Book

  • Access full-depth order book updates across supported venues

  • Reconstruct intraday market states with nanosecond precision

  • Backtest algorithmic strategies using historical L2/L3 order flow

  • Analyze liquidity shifts, market depth, and resiliency under stress

  • Detect spoofing, layering, and hidden liquidity via detailed book changes

See documentation

1[
2  {
3    "time_exchange": "2025-08-27T00:36:00.123456Z",
4    "time_coinapi": "2025-08-27T00:36:00.234567Z",
5    "is_buy": 1,
6    "update_type": "ADD",
7    "entry_px": 111705.00,
8    "entry_sx": 0.50,
9    "order_id": "ord123"
10  },
11  {
12    "time_exchange": "2025-08-27T00:36:01.123456Z",
13    "time_coinapi": "2025-08-27T00:36:01.234567Z",
14    "is_buy": 0,
15    "update_type": "DELETE",
16    "entry_px": 111710.00,
17    "entry_sx": 1.20,
18    "order_id": "ord124"
19  }
20]
21

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