Crypto Quotes for Spots, Futures, Options & Perpetual

# Quotes Data

Quotes data provides essential market snapshots capturing the best bid and ask prices along with their respective sizes for cryptocurrency instruments. This data offers a streamlined view of current market conditions across spot markets, futures contracts, options, and perpetual instruments.

# Data Fields:

- symbol_id: Unique identifier for the trading instrument
- time_exchange: Timestamp of the quote from the exchange
- time_coinapi: Timestamp when CoinAPI processed the data
- ask_price: Best (lowest) selling price available
- ask_size: Available volume at the best ask price
- bid_price: Best (highest) buying price available
- bid_size: Available volume at the best bid price

The quote data represents the top of the orderbook, providing the most competitive prices available in the market at any given moment. The bid-ask spread, calculated as ask_price minus bid_price, serves as a key indicator of market liquidity and trading costs. Size information at each price level indicates immediately executable trading volume, crucial for understanding market depth.

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搜集汇总

背景与挑战

背景概述

该数据集提供加密货币现货、期货、期权和永续合约的报价数据，包含最佳买卖价格及数量等关键字段，用于捕捉市场快照、衡量流动性并分析订单簿顶部的交易深度。