What is Order Book Data? Examples, Uses, Datasets & Vendors
What is Order Book Data?
Order book data is a subset of financial market data that details the buy and sell orders for a particular asset in real-time. It includes information on the price levels at which traders are willing to buy or sell an asset, along with the corresponding quantities. This data provides insights into market depth and liquidity, helping traders understand the supply and demand dynamics of the asset. Order book data is essential for executing informed trading strategies, as it reveals the intentions of market participants and helps predict price movements.
Best Order Book Databases & Datasets
Here is our curated selection of top Order Book Data sources. We focus on key factors such as data reliability, accuracy, and flexibility to meet diverse use-case requirements. These datasets are provided by trusted providers known for delivering high-quality, up-to-date information.
CoinAPI: Order Book Crypto Data | L2 & L3 Order Books | Market Depth | Real-Time Updates | Cross-Exchange Liquidity
Cloud Giant Level 2 Order Book Data-Cryptocurrency
CoinAPI: Crypto Market Data per Exchange | OKX | Upbit | Bitget | OHLCV | Tick-by-Tick DataTrade | Order Book
Crypto Trade Data - Kaiko Market Data. Cefi & DeFi | Bitcoin Trade Volumes | 1000's of instruments | Market order books | Liquidity | Research
CoinAPI: Exchange Specific Data | Crypto Market Data | Binance | Bybit | Coinbase | Trade | Order Book | OHLCV | Tick-by-Tick Data
CoinAPI: Crypto Spot Data | Global Spot Markets | Trades | OHLCV | Quotes | Order book | Real-Time Prices | Market Depth | Trading Activity
CoinAPI: Comprehensive Crypto Market Data in Flat Files | Trades Quotes Order Book | Cryptocurrency Data in CSV file | Easy & Fast Access
CoinAPI: Deep Market Data From Multiple Crypto Exchanges | Kraken | KuCoin | HTX | Bitfinex | OHLCV | Tick-by-Tick Data | Trades | Order Book & More
CoinAPI: Historical Crypto Data | Crypto Market History | +10 years of Crypto data | Trades, OHLCV and Order Books | Price Analysis
CoinAPI: Cryptocurrency Market Data | Real-time & Historical Data | +350 Exchanges | BTC ETH Cryptocurrency | Crypto Quotes Trades OHLCV & Order Books
Monetize data on Datarade Marketplace
Frequently Asked Questions
Where Can I Buy Order Book Data?
You can explore our data marketplace to find a variety of Order Book Data tailored to different use cases. Our verified providers offer a range of solutions, and you can contact them directly to discuss your specific needs.
How is the Quality of Order Book Data Maintained?
The quality of Order Book Data is ensured through rigorous validation processes, such as cross-referencing with reliable sources, monitoring accuracy rates, and filtering out inconsistencies. High-quality datasets often report match rates, regular updates, and adherence to industry standards.
How Frequently is Order Book Data Updated?
The update frequency for Order Book Data varies by provider and dataset. Some datasets are refreshed daily or weekly, while others update less frequently. When evaluating options, ensure you select a dataset with a frequency that suits your specific use case.
Is Order Book Data Secure?
The security of Order Book Data is prioritized through compliance with industry standards, including encryption, anonymization, and secure delivery methods like SFTP and APIs. At Datarade, we enforce strict policies, requiring all our providers to adhere to regulations such as GDPR, CCPA, and other relevant data protection standards.
How is Order Book Data Delivered?
Order Book Data can be delivered in formats such as CSV, JSON, XML, or via APIs, enabling seamless integration into your systems. Delivery frequencies range from real-time updates to scheduled intervals (daily, weekly, monthly, or on-demand). Choose datasets that align with your preferred delivery method and system compatibility for Order Book Data.
How Much Does Order Book Data Cost?
The cost of Order Book Data depends on factors like the datasets size, scope, update frequency, and customization level. Pricing models may include one-off purchases, monthly or yearly subscriptions, or usage-based fees. Many providers offer free samples, allowing you to evaluate the suitability of Order Book Data for your needs.
- Overview
- Datasets
- FAQ