What is Order Book Data? Examples, Uses, Datasets & Vendors

Order book data captures buy and sell orders for stocks, showing market depth and liquidity. Here, you’ll find a guide and selected order book data providers.
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Eugenio Caterino
Editor & Data Industry Expert

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 Datasets & APIs

CoinAPI: Order Book Crypto Data | L2 & L3 Order Books | Market Depth | Real-Time Updates | Cross-Exchange Liquidity

by CoinAPI
Available for 250 countries
350 Exchanges
14 years of historical data
99.9% API Uptime
Starts at
$1 / purchase
Free sample preview

Cloud Giant Level 2 Order Book Data-Cryptocurrency

Available for 240 countries
4 Exchanges
4 weeks of historical data
100% Level 2 order books
Starts at
$1 / hourly file
Starts at
$1 / purchase
Free sample preview
5.0(1)

Crypto Trade Data - Kaiko Market Data. Cefi & DeFi | Bitcoin Trade Volumes | 1000's of instruments | Market order books | Liquidity | Research

by Kaiko
Available for 250 countries
260K Derivative contracts including options and futures.
10 years of historical data
99% API Uptime
Available Pricing:
Monthly License
Yearly License
Usage-based
20% revenue share
Starts at
$1 / purchase
Free sample preview
Starts at
$1 / purchase
Free sample preview
Starts at
$1 / purchase
Free sample preview
Starts at
$1 / purchase
Free sample preview
Starts at
$1 / purchase
Free sample preview
Starts at
$1 / purchase
Free sample preview

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