Version 2: Cryptocurrency Data Feed
Cryptocurrency Data Feed

Version 2: Cryptocurrency Data Feed

Ben Richman

We are excited to announce the Version 2 launch of the Cryptocurrency Data Feed, a partnership between Intercontinental Exchange (ICE) and Blockstream. The feed provides traders best in class real-time and historical cryptocurrency data from a strong and growing list of exchange partners worldwide. Honoring our shared vision for transparency in cryptocurrency markets, we offer the most comprehensive and robust set of data with 133 trading pairs and +200M updates every day.

We are proud to extend the power of our feed with some exciting new features:

Level 2 Order Books

Full depth order books are now presented in market-by-price format and are venue-specific for ease of consumption. This allows you to gain a full liquidity view of current interest on each venue, and stratify specific venues that you trade on into your own personalized full depth order book.

7 New Venues

Seven new venues were added, with representation from Asia, Europe and South America. This brings the total to over 25 venues, and we are actively integrating new partner venues for future releases. Reach out to Blockstream if you’d like to contribute your venue’s cryptocurrency data.

8 New Cryptoassets

The total number of cryptoassets supported by the feed is now 15, complementing the 18 different fiat currencies. Our data science team developed a threshold model to evaluate the addition of new assets: (1) total number of exchanges trading the asset; (2) number of those exchanges included in the Cryptocurrency Data Feed; (3) average 3 month volatility of the asset; (4) 24hr average trading volume / circulating supply; (5) market cap of the asset.

Blockstream is able to maintain its role as an impartial data provider by leveraging data that is readily available, verifiable, and general to all cryptoassets. In addition to BTC, ETH, LTC, BCH, XRP, DASH, and USD-T, we’ve added support for EOS, NEO, XMR, ETC, QTUM, OMG, ZEC, and XLM on the feed. Inclusion of cryptoassets in the feed is not an endorsement by Blockstream and investors should perform their own due diligence.

Enhanced Content Functionality

Value added statistics and reference data are key advantages of the Cryptocurrency Data Feed. Calculations like Volume, Value Weighted Average Price (VWAP), Turnover, Trade Count, and Open/High/Last/Low serve as benchmarks for investors in this always-open market.

In version 2, we’ve added the following features:

Venue Status: These messages indicate whether a venue is healthy or currently experiencing a technical interruption, giving you greater visibility into an uncertain market so you’ll know when you should expect to see data.

Last Eligibility per Venue: Pricing on some venues is higher than the marketplace due to local eccentricities. Now our service may exclude these prices from daily Open/High/Low/Last calculations, while continuing to include all the trades and quotes in new “Last Ineligible” fields.

Trade and Quote Attribution: All trades and quotes include price, size and time attribution. In version 2, we’ve separated trade and quote attribution fields for additional granularity when analyzing data.

We are cultivating a new era of transparency in global cryptocurrency markets; join us to contribute data as an exchange or OTC trading desk.

If you’d like to learn more about subscribing to the feed, please contact ICE.

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