FinFeedAPI

Cryptocurrency Order Book L2 Data

Real-time and historical Level 2 order book snapshots with 10-level depth for major cryptocurrency exchanges.
Get This Dataset

Cryptocurrency Order Book L2 Data

Real-time and historical Level 2 order book snapshots with 10-level depth for major cryptocurrency exchanges.

orderbookmarket-depthL2liquiditymicrostructure
$0.05 / GB
Delivery via:Snowflake, S3 Pull, S3 Push, GCS Push
Contact Sales
Category₿Cryptocurrency
Update Frequencyreal-time
Last Updated2026-01-26
Size15 TB
Coverage50+ Exchanges, Top 500 pairs
FormatsJSON, Parquet

Overview

Overview

Real-time and historical Level 2 order book snapshots with 10-level depth for major cryptocurrency exchanges.

FinFeedAPI packages this dataset for teams that need analysis-ready financial data with clear schema documentation, representative samples, and commercial access through the marketplace.

File Format

  • Formats: JSON, Parquet
  • Refresh frequency: real time
  • Size profile: 15 TB

Coverage

50+ Exchanges, Top 500 pairs

Data Structure

  • orderbook_l2: Level 2 order book snapshots

The schema and sample rows below document the available fields, data types, nullability, and example values for this dataset.

About FinFeedAPI

Leading financial data feed provider.

Tables

ColumnTypeNullableDescriptionExample
timestamptimestampNoSnapshot timestamp (UTC)2024-01-15T12:30:45.123Z
symbol_idstringNoExchange and pair identifierBINANCE_SPOT_BTC_USDT
bidsarrayNoArray of bid levels [price, size][[42850.0, 1.5], [42849.5, 2.3]]
asksarrayNoArray of ask levels [price, size][[42851.0, 0.8], [42852.0, 1.2]]

Sample Data

orderbook_l2

timestampsymbol_idbidsasks
2024-01-15T12:30:45.123ZBINANCE_SPOT_BTC_USDT[[42850.0, 1.5], [42849.5, 2.3], [42849.0, 3.1]][[42851.0, 0.8], [42852.0, 1.2], [42853.0, 2.5]]