markets.md

description
/security-master/markets

Security Master Markets

Definition

The Coin Metrics Security Master contains references data about all spot markets, futures markets, and options markets on which the assets in our coverage universe are traded on.

Details

The reference data for markets includes the data availability, contract specifications, trading parameters, and latest prices for each market.

Example

A sample of the futures and options contract specification data from our /security-master/markets API endpoint is shown below.

{
  "data" : [ {
  "market" : "coinbase-btc-usd-spot",
  "exchange" : "coinbase",
  "type" : "spot",
  "code" : "C758EA35B0",
  "pair" : "btc-usd",
  "trades_min_time" : "2014-12-01T05:33:56.761199000Z",
  "trades_max_time" : "2023-09-19T01:40:36.904919000Z",
  "orderbooks_min_time" : "2019-03-25T18:46:25.000000000Z",
  "orderbooks_max_time" : "2023-09-19T01:40:30.000000000Z",
  "quotes_min_time" : "2019-03-25T18:46:25.000000000Z",
  "quotes_max_time" : "2023-09-19T01:40:30.000000000Z",
  "base" : "btc",
  "quote" : "usd",
  "symbol" : "BTC-USD",
  "price_open" : "26569.69",
  "price_close" : "26530.95",
  "price_high" : "26626.49",
  "price_low" : "26405.04",
  "vwap" : "26521.61401947972",
  "volume" : "3252.26976131",
  "candle_usd_volume" : "86255443.296689279280656486854347",
  "candle_trades_count" : "121841"
}, {
  "market" : "binance-BTCUSDT-future",
  "exchange" : "binance",
  "type" : "future",
  "code" : "C758EA35B0",
  "pair" : "btc-usdt",
  "trades_min_time" : "2019-09-08T17:57:50.575000000Z",
  "trades_max_time" : "2023-09-19T01:40:37.892000000Z",
  "orderbooks_min_time" : "2021-08-18T16:07:20.000000000Z",
  "orderbooks_max_time" : "2023-09-19T01:40:30.000000000Z",
  "quotes_min_time" : "2021-08-18T16:07:20.000000000Z",
  "quotes_max_time" : "2023-09-19T01:40:30.000000000Z",
  "funding_rates_min_time" : "2019-09-10T08:00:00.000000000Z",
  "funding_rates_max_time" : "2023-09-19T00:00:00.000000000Z",
  "openinterest_min_time" : "2020-07-27T17:40:36.223000000Z",
  "openinterest_max_time" : "2023-09-19T01:39:00.000000000Z",
  "liquidations_min_time" : "2019-09-10T19:36:50.009000000Z",
  "liquidations_max_time" : "2023-09-19T01:06:39.140000000Z",
  "base" : "btc",
  "quote" : "usdt",
  "symbol" : "BTCUSDT",
  "size_asset" : "btc",
  "margin_asset" : "usdt",
  "contract_size" : "1",
  "tick_size" : "0.1",
  "listing" : "2019-09-25T08:00:00.000000000Z",
  "order_amount_increment" : "0.001",
  "order_amount_min" : "0.001",
  "order_amount_max" : "1000",
  "order_price_increment" : "0.10",
  "order_price_min" : "556.80",
  "order_price_max" : "4529764",
  "order_size_min" : "5",
  "price_open" : "26547",
  "price_close" : "26514.2",
  "price_high" : "26614.3",
  "price_low" : "26377.4",
  "vwap" : "26501.52761178513",
  "volume" : "114239.394",
  "candle_usd_volume" : "3029921015.78049",
  "candle_trades_count" : "1246715"
}, {
  "market" : "deribit-BTC-19SEP23-29000-C-option",
  "exchange" : "deribit",
  "type" : "option",
  "code" : "C758EA35B0",
  "pair" : "btc-usd",
  "trades_min_time" : "2023-09-16T18:32:17.597000000Z",
  "trades_max_time" : "2023-09-18T12:37:51.139000000Z",
  "orderbooks_min_time" : "2023-09-16T08:01:00.000000000Z",
  "orderbooks_max_time" : "2023-09-19T01:40:00.000000000Z",
  "quotes_min_time" : "2023-09-16T08:01:00.000000000Z",
  "quotes_max_time" : "2023-09-19T01:40:00.000000000Z",
  "openinterest_min_time" : "2023-09-16T08:01:00.000000000Z",
  "openinterest_max_time" : "2023-09-19T01:40:00.000000000Z",
  "base" : "btc",
  "quote" : "usd",
  "symbol" : "BTC-19SEP23-29000-C",
  "size_asset" : "btc",
  "strike" : "29000",
  "option_contract_type" : "call",
  "is_european" : true,
  "contract_size" : "1",
  "listing" : "2023-09-16T08:01:00.000000000Z",
  "expiration" : "2023-09-19T08:00:00.000000000Z",
  "status" : "online",
  "order_amount_min" : "0.1",
  "order_price_increment" : "0.0001",
  "order_taker_fee" : "0.0003",
  "order_maker_fee" : "0.0003"
} ]
}

• market: Unique name of the market. \

• type: The type of the market. Can take values spot or future or option.\

• code: The unique and immutable code associated with the base asset of the market. Each code is 10 digit alphanumeric string that starts with C and ends with a checksum digit. This code is immutable so it will not change if an asset undergoes a rebranding or symbol change.\

• pair: The concatenation of the market's base and quote.\

• trades_min_time: The timestamp of the first trade in Coin Metrics historical dataset.\

• trades_max_time: The timestamp of the last trade in Coin Metrics historical dataset.\

• orderbooks_min_time: The timestamp of the first order book snapshot in Coin Metrics historical dataset.\

• orderbooks_max_time: The timestamp of the last order book snapshot in Coin Metrics historical dataset.\

• quotes_min_time: The timestamp of the first quotes snapshot in Coin Metrics historical dataset.\

• quotes_max_time: The timestamp of the last quotes snapshot in Coin Metrics historical dataset.\

• base: The contract’s underlying base asset.\

• quote: The contract's underlying quote asset.\

• symbol: The exchange-reported symbol for the market.\

• status: Indicates whether the market is online. Can only take values online or offline.\

• order_amount_increment: The minimum increment that the trade amount of an order can change in units of the base currency if a spot market or in contract units if a derivatives market.\

• order_amount_min: The minimum trade amount of an order in units of the base currency if a spot market or in contract units if a derivatives market.\

• order_amount_max: The maximum trade amount of an order in units of the base currency if a spot market or in contract units if a derivatives market.\

• order_price_increment: The minimum increment that the price of an order can change. The price is quoted in units of the quote currency.\

• order_price_min: The minimum price of an order. The price is quoted in units of the quote currency.\

• order_price_max: The maximum price of an order. The price is quoted in units of the quote currency.\

• order_size_min: The minimum order size amount in units of the quote currency. The order size is the order amount multiplied by the order price.\

• order_taker_fee: The taker order fee in raw units (not percent units).\

• order_maker_fee: The maker order fee in raw units (not percent units).\

• market_margin_trading_enabled: Indicates whether the market allows margin trading. Can take values true or false.\

• size_asset: The asset that the contract’s size is denominated in.\

• margin_asset: The name of the asset that the contract’s margin is denominated in.\

• contract_size: The number of units of size_asset that one contract represents. \

• tick_size: The minimum price increment of the contract’s price.\

• listing: The timestamp that the contract first became available for trading\

• expiration: The timestamp that the contract expires; equals null if the contract is a perpetual future that never expires.\

• is_european: Shows if the options contract is european or not.\

• option_contract_type: The type of option. Can take values call or put.\

• strike: Strike price for option contract.\

• settlement_price: The settlement price of a derivatives contract at expiration. Only populated for derivatives markets that have expired. Also sometimes referred to as "delivery price".\

• price_open: The opening price of the most recent daily candle.\

• price_high: The high price of the most recent daily candle.\

• price_low: The low price of the most recent daily candle.\

• price_close: The close price of the most recent daily candle.\

• vwap: The volume-weighted average price of the most recent daily candle.\

• volume: The volume of the most recent daily candle in units of the base asset.\

• candle_usd_volume: The volume of the most recent daily candle in units of U.S. dollars. \

• candle_trades_count: The number of trades in the most recent daily candle interval.

Release History

• Coin Metrics Security Master v1.0 on September 18, 2023: Initial release.