Digital Assets Depth of Book

**Overview:**

As the size of the Digital Assets economy has grown massively over the last few years, so has the need for reliable, actionable information. Nasdaq Data Link receives daily order book, trades, and best bid and offer (BBO) updates that are consolidated across numerous exchanges. This dataset offers full and condensed order book bid and ask events across 15+ exchanges.

Nasdaq’s Digital Assets Market Data suite is built in partnership with Amberdata, the leading digital asset data provider.

**This data feed has several research use cases such as:**

- Exchange and pair liquidity on a granular nanosecond basis
- The presence of cross-exchange trading opportunities and spreads
- Trade impact of orderbook bid and ask skew and depth
- Trade impact of orderbook updates
- Trade flow and technical analysis

**Delivery:**

Data is updated daily before 8:00AM ET with data for the previous day.

**Coverage:**

This data feed covers 2,000+ digital assets across 15+ exchanges. A full list of digital asset pairs in the orderbook updates and snapshot tables can be found [here](https://static.quandl.com/coverage/NDLDA_OBUPDATES.csv) and [here](https://static.quandl.com/coverage/NDLDA_OBSNAPS.csv), respectively.

**Data Organization:**

There are 2 tables included in this product. Details, as well as Table Codes, are provided below.