Trades
/timeseries/market-trades
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/timeseries/market-trades
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A trade is the exchange of a financial asset between a buyer and seller from a market on a trading venue. A financial asset can be a cryptoasset, a fiat currency, or a cryptoasset derivatives contract.
Market participants can submit a buy order or sell order that indicate the amount and price level that a buyer or seller wishes to trade at. When the exchange receives an order, the order can be matched with another order or placed on the order book. An order book represents the list of unmatched buy orders and the list of unmatched sell orders for a given market organized by price level. When a market participant submits an order that matches with an existing order on the order book, the result is a trade.
Coin Metrics collects trades data from spot, future, and option markets from exchanges that are listed on our exchange coverage universe.
Market trades can be accessed using the timeseries/market-trades endpoint.
market: The id of the market. Market ids use the following naming convention: exchangeName-baseAsset-quoteAsset-spot for spot markets, exchangeName-futuresSymbol-future for futures markets, and exchangeName-optionsSymbol-option for options markets. \
time: The exchange-reported time in ISO 8601 date-time format. Always with nanoseconds precision.\
coin_metrics_id: Identifier of a trade that is unique per exchange. We use the exchange-reported value if exchange reports a numeric trade ID, otherwise we convert to numeric using bijective mapping from exchange-reported trade ID’s string.\
amount: The amount of the base asset traded for spot markets or the number of contracts of a financial derivative.\
price: The price of the base asset quoted in the quote asset that the trade was executed at for spot markets or the price of one contract for derivatives markets.\
side: The market order side. "buy" means that an ask was removed from the book by an incoming buy order, "sell" means that a bid was removed from the book by an incoming sell order.\
database_time: The time when we saved the data in the database. The time is in ISO 8601 date-time format. Always with nanoseconds precision.
The exact latency varies depending on the exchange, but our median latency is approximately 150 milliseconds. The 95th percentile latency is 300 milliseconds, and the 99th percentile latency is 400 milliseconds.
Our trades history for Bitcoin begins when it began trading on Mt.Gox in July 2010, so we have over 10 years of trades history. We also have full historical trades data from several other early exchanges such as Bitstamp, TheRockTrading, Bitfinex, and Kraken.
Some exchanges allow users to query all of their historical trades data while other exchanges only allow users to query a short amount of history such as the past 1,000 trades. Coin Metrics always attempts to collect the maximum backhistory possible. If an exchange allows us to query historical trades data, we will collect data from every market starting from the inception of the exchange.
coin_metrics_id field?Exchanges serve each trades data with a unique identifier, typically labeled as trade id or uid. If an exchange’s unique identifier is an integer, we store the integer as is. If an exchange’s unique identifier is a base 16-encoded string, we convert the string to an integer and store that value. In general, if an exchange’s unique identifier is a string, we convert it to an integer using a bijective mapping function.
The coin_metrics_id field ensures that all of our observations are unique. Even if two adjacent trades have identical time, price, amount and side fields, they are two distinct trades if they have unique coin_metrics_id and do not represent duplicate trades.
Some exchanges use an incremental trade id that is represented by an integer that increments by 1 for every trade. Most exchanges will start this id at 1, so you can see how many trades have occurred in its lifetime. Also, it is useful for sequencing trades and determining whether all trades have been collected. Coinbase and Binance are two examples of exchanges that report their trade ids in this format.
Our market data collection system is designed to use multiple instances of each scraper for redundancy purposes. Although we run multiple instances of each scraper, we deduplicate observations using a composite primary key. For trades and liquidations data, the primary key consists of exchange, market id, and trade id. This ensures that each observation that we insert into our database is unique.
Yes! All of our endpoints that accept the markets parameter will accept wildcards like exchange-* or exchange-*-spot or *USDT-future. The wildcards will match any market which fits this pattern so users do not need to specify every individual market when querying data for multiple markets. The markets parameter will also accept a comma-separated string of individual markets.
We always preserve the exchange-reported timestamp resolution, and the maximum resolution reported by some exchanges is at microsecond level. Our API serves time always using nanosecond precision.
time and database_time?time represents the time logged by the given exchange, whereas database_time represents the time logged by Coin Metrics' database.
database_time useful?database_time can be useful to show collection lag time, which can be important for users who are running backtests and simulations, and need to know exactly what data was available in a given point in time.
When spot markets that involve a new asset are listed on an exchange, there is a short period of time before we can support it. It involves adding this new asset to our security master file so that our market data collection system recognizes it. Please contact us at info@coinmetrics.io if you do not see a particular market, and we will investigate it.
We collect data for spot markets in real-time that consist of existing assets that are already in our security master file without any delay. We also collect data for new futures and options markets in real-time without any delay.
Sometimes there may be multiple trades that all occur with the same timestamp. The likely explanation is that an incoming taker order simultaneously matched with multiple existing orders on the order book, although from the available data it is not possible to determine how a particular order is matched with other orders. However, we are certain that each trade is unique even if one or more trades have identical timestamp, price, and amount with other trades.
We are currently supporting all major liquidity pools on Uniswap v2, Uniswap v3, and Sushiswap v1, and are actively expanding our DeFi universe.
Please take a look at this question in the Market Data FAQs page linked below.
CM MDF v1.0 on April 2020: Added trades data for all spot markets on major exchanges. \
CM MDF v1.0 update on July 30, 2019: Minor changes to trades websocket messages. \
The previous 24 hours of trades data is available through our community API. Community data is available via HTTP API only and is limited to 10 API requests per 6 seconds per IP address. All of our trades data is available through our professional API with higher rate limits. The professional API supports trades data through both our HTTP API and websocket API.
Spot
13440
Futures
6874
Option
18560
Bibox
202
2019-04-24
Binance
1580
220
2017-07-14
Binance.US
119
2019-09-23
Bitbank
11
2017-02-14
Bitfinex
533
35
2013-01-14
bitFlyer
9
64
2019-05-28
Bithumb
91
2013-12-27
BitMEX
302
2014-11-22
Bitstamp
108
2011-08-18
Bittrex
1068
2019-03-21
Bybit
31
2019-10-01
Cex.IO
240
2013-12-27
CME
252
2017-12-17
Coinbase
304
2014-12-01
Deribit
121
11894
2017-01-06
FTX
440
1189
487
2019-03-05
Gate.io
1603
2017-09-29
Gatecoin
80
2014-11-11
Gemini
78
2018-10-16
HitBTC
1517
2013-12-27
Huobi
961
2630
2019-03-15
Kraken
394
79
2013-09-10
Kucoin
914
2020-04-02
LBank
527
2017-09-29
Liquid
481
2014-07-17
LMAX
21
2021-02-18
LocalBitcoins
119
2013-03-11
Mt.Gox
16
2010-07-17
OKEx
629
1951
6666
2018-12-25
Poloniex
448
2014-01-18
TheRockTrading
30
2011-11-09
Upbit
452
2019-03-14
ZB.com
456
2019-03-04
A sample of the trades data from the coinbase-btc-usd-spot market from our API endpoint is provided below.
: Added trades data for spot markets on Binance.US. Added trades data for futures markets on BitMEX and Huobi. \
: Added trades data for spot markets on Kucoin and FTX. Added trades data for futures markets on Deribit, OKEx, Binance, FTX, and Bitfinex. \
: Added trades data for futures markets on bitFlyer and Kraken. \
: Added trades data for spot markets on LMAX. Added trades data for futures markets on CME and Bybit. Added trades data for option markets on Deribit and OKEx. \
: Extended trades data for Ethereum futures markets on CME.
: Added DeFi coverage, and upgrades in areas like order book, candles, and API, etc
Our coverage can be found by querying our or API endpoints. Alternatively, you can query our or API endpoints which contain the same information but organized by exchange.
Returns trades for specified markets. Results are ordered by tuple (market, time, coin_metrics_id). To fetch the next page of results use next_page_url JSON response field.
Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future. Use the /catalog-all/markets endpoint for the full list of supported markets.
Start of the time interval. This field refers to the time field in the response. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789Z, 2006-01-20, 20060120. Inclusive by default. UTC timezone by default. Z suffix is optional and timezone parameter has a priority over it. If start_time is omitted, response will include time series from the earliest time available.
End of the time interval. This field refers to the time field in the response. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789Z, 2006-01-20, 20060120. Inclusive by default. UTC timezone by default. Z suffix is optional and timezone parameter has a priority over it. If end_time is omitted, response will include time series up to the latest time available.
Inclusive or exclusive corresponding start_* parameters.
trueInclusive or exclusive corresponding end_* parameters.
trueTimezone name for start_time and end_time timestamps. This parameter does not modify the output times, which are always UTC. Format is defined by TZ database.
UTCExample: America/New_YorkNumber of items per single page of results. The value of this parameter is ignored if the endpoint supports the format parameter and its value is set to json_stream.
100Where does the first page start, at the start of the interval or at the end. The value of this parameter is ignored if the endpoint supports the format parameter and its value is set to json_stream.
endPossible values: How many entries per market result should contain. It is useful when multiple markets are requested.
Human-readable formatting of JSON responses.
falseFormat of the response.
jsonPossible values: Token for receiving the results from the next page of a query. Should not be used directly. To iterate through pages just use next_page_url response field.
Specifies how many blocks behind the chain tip trades are based on. Default is 2. For example, a min_confirmations of 0 means trades are being collected for all blocks up to the block at the tip of the chain (the latest block received by our node) whereas a min_confirmations of 6 means that trades are being collected for all blocks up to the block that is 6 blocks behind the chain tip (i.e., the 7th block if the chain tip is block 1). Currently available only for DeFi markets.
2