For each collected trade, we store the tradeID, timestamp, exchange, pair, quote, base, price, volume, and buy/sell side
Quotes and L2 order books (10% market depth) are provided with timestamps, price, amount, exchange, pair, and buy/sell side
Access volume weighted average price (VWAP) data from top exchanges and digital assets
OHLCV is provided for 10 different candle sizes across all supported markets where the relationship between each trade and OHLCV data can be correlated
Our historical database provides access to 15 predefined technical indicators from supported markets
Gain access to a live sentiment feed (taken every 5 minutes) for the top 100 digital assets
Available with a Professional or Enterprise DataStreams subscription and includes all data you need. Gain access to trades, order books, indices, OHLCV, technical indicators and sentiment. Our historical database provides a rolling window of 2 months with predefined APIs for queries.
Available without a subscription and accessible across all supported markets and exchanges with trades, L2 order books (10% market depth), and OHLCV.