What is Order Book Data? Examples, Uses, Datasets & Vendors
On This Page:
- Overview
- Datasets
- Providers
- Attributes
- FAQ
On This Page:
- Overview
- Datasets
- Providers
- Attributes
- FAQ
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.
Crypto Order Book Data | L2 & L3 Order Books with Real-Time Updates
Cloud Giant Level 2 Order Book Data-Cryptocurrency
Crypto Market Data CSV Export: Trades, Quotes & Order Book Access via S3
Crypto Trade Data - Kaiko Market Data. Cefi & DeFi | Bitcoin Trade Volumes | 1000's of instruments | Market order books | Liquidity | Research
Europe Point of Interest (POI) Data | 55+ million Places and Locations
Cryptocurrency Market Data | Real-time & Historical Data | +350 Exchanges | BTC ETH Cryptocurrency | Crypto Quotes Trades OHLCV & Order Books
Instacart Transactional E-receipt Data
Crypto Real-Time Bid/Ask Price Data | DEX & CEX Cryptocurrency Prices | 10,000 Pairs | No Rate Limits
Asia, APAC & Oceania Point of Interest (POI) Data
Historical Crypto Data | Crypto Market History | +10 years of Crypto data | Trades, OHLCV and Order Books | Crypto Investor Data
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Top Order Book Data Providers & Companies
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CoinAPI
CoverageUSAUK+248CoinAPI is a cryptocurrency data provider offering real-time and historical data from 350+ exchanges. We support REST, WebSocket, S3, and FIX delivery methods and provide detailed market data, including trades, OHLCV, and order books.18kAssets Supported+350Exchanges Integrated670 TBHistorical Market Data -
Kaiko
CoverageUSAUK+248VKaiko has an excellent product offering across exchanges and derivative exchanges such as deribit which set it apart from other data providers. Their customer service is top tier, and I can't thank the team enough for helping me debug or help me pull data i was looking. The ability to slack them anytime with questions really set them apart in my mind
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Cloud Giant
CoverageUSAUK+238Leave the complexity of data collection and storage to us, so you can skip right to strategy testing, trading and market research. Our unique fail safe data collection system ensures professional grade data.
Main Attributes of Order Book Data
Below, we outline the most popular attributes associated with this type of data—features that data buyers are actively seeking to meet their needs.
| Attribute | Type | Description | Action |
|---|---|---|---|
| String | The name of a city. | View 5 datasets | |
| String | The name of a company or business, might be the legal or brand name. | View 5 datasets | |
| String | The country code in Alpha-2 format (ISO 3166) | View 5 datasets | |
| String | The name of a country. | View 5 datasets | |
| Float | The latitude of a point on earth's surface. Commonly abbreviated as "lat". | View 5 datasets | |
| Float | The longitude of a point on earth's surface. Commonly abbreviated as "long". | View 5 datasets |
Frequently Asked Questions
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.
