Cboe Digital: Crypto Market Data
Cboe Digital, initially founded as ErisX in October 2018 by CEO Tom Chippas and a team of seasoned financial professionals, was established with the objective of creating a regulated, transparent, and stable platform for digital asset trading. ErisX aimed to bring the foundational principles of traditional financial markets into the digital asset space, addressing critical gaps in security and compliance. Their vision was to develop a highly secure and revolutionary platform accessible to a broad range of participants, akin to the approach of Cboe's founders in 1973.
Cboe Digital offers both spot trading for cryptocurrencies and futures contracts for digital assets, including financially settled Bitcoin (BTC) and Ethereum (ETH) futures.
Our Data
Trades: Amberdata’s trade data API provides comprehensive tick-by-tick trade data across various cryptocurrency pairs and instruments. Each trade is timestamped and normalized from the taker side to ensure consistency and accuracy across different exchanges. The trade data endpoints offer historical time series data, allowing users to perform detailed market analysis and backtesting on specific trading pairs or instruments.
Order Books: Amberdata’s order book data API captures complete snapshots of the order books at regular intervals, providing full market depth for both spot and futures trading. This data includes every bid and ask for all supported assets and pairs, making it invaluable for research, model backtesting, and historical data analysis. Order book snapshots are taken every minute, ensuring a high-level view of market activity that is both detailed and current.
Tickers: The tickers API from Amberdata delivers the best bid and ask prices from the order books for any traded instrument, providing incremental updates and deltas of all bids and asks. Ticker data is essential for understanding the market's current state and is considered level 2 market data, derived from tick-level order book data. This API supports historical and real-time ticker data, enabling users to monitor and analyze market trends effectively.
Cboe Digital Order Books
Amberdata’s Cboe Digital order book data offers comprehensive insights into the cryptocurrency markets, providing users with detailed views of every bid and ask for all supported assets and pairs. This data is invaluable for market analysis, research, and backtesting, allowing users to capture complete snapshots of the order books at regular intervals. The order book data for futures dates back to 2024-04-02, and 2024-03-31 for options.
Cboe Digital Order Books API Endpoints
Futures
/markets/futures/order-book-events/{instrument}
/markets/futures/order-book-snapshots/information
/market/futures/order-book-snapshots/{instrument}/historical
Options
/market/options/order-book-events/information
/market/options/order-book-events/{instrument}/historical
/market/options/order-book-snapshots/information
/market/options/order-book-snapshots/{instrument}/historical
Cboe Digital Historical Trade Data
Cboe Digital historical trade data provides comprehensive, timestamped records of all executed trades across various cryptocurrency pairs and instruments. This data is crucial for market analysis, enabling detailed backtesting and research into trading patterns and trends. The historical trade data for spot trading goes back to 2024-03-25, and for futures, it extends back to 2024-03-31, offering a robust dataset for in-depth market analysis.
This extensive historical trade data supports a wide range of use cases, from algorithmic trading to academic research, by providing detailed insights into market activity over time. By leveraging this data, users can enhance their trading strategies and market understanding, ensuring they are well-equipped to navigate the dynamic cryptocurrency markets.
Cboe Historical Trade Data API Endpoints
Spot
/market/spot/trades/information
/market/spot/trades/{pair}/historical
Futures
/markets/futures/trades/information
/markets/futures/trades/{instrument}
Cboe Digital Historical Ticker Data
Cboe Digital’s historical ticker data provides detailed insights into the best bid and ask prices for various cryptocurrency pairs and instruments. This data is crucial for understanding market trends and performing in-depth analyses of market behavior.
The historical ticker data for spot trading goes back to 2024-03-26, and for futures, it goes back to 2024-03-31, offering a comprehensive dataset for robust market analysis.
Cboe Ticker API Endpoints
Spot
/market/spot/tickers/information
/market/spot/tickers/{pair}/latest
/market/spot/tickers/{pair}/historical
Futures
/market/futures/tickers/information
/market/futures/tickers/{instrument}
Cboe Digital Data Delivery & Partnerships
Amberdata's Cboe Digital datasets can be accessed through various methods tailored to meet different user needs. These include REST API for easy integration, WebSockets for real-time data, and bulk downloads via AWS S3 for large datasets. Additionally, Amberdata partners with platforms like Google Cloud's Analytics Hub, Snowflake, and Databricks to provide seamless data access and advanced analytics capabilities.