* VIX TAS data is not included
The CoinRoutes RealPrices are cryptocurrency depth of market Indices. CoinRoutes RealPrice Indices provide a consolidated bid-ask spread (RealBid x RealAsk) at multiple coin depths for top cryptocurrency-pairs. Aggregating order book data from multiple trading venues and factoring in trading fees, CoinRoutes RealPrice Indices provide a robust and previously unavailable view into cryptocurrency markets. Prices are quoted in 1-minute snapshots for the entire 24-hour day.
Examples:
^BTCUSD1 – provides the RealBid x RealAsk spread at a depth of one Bitcoin
^BTCUSD5 – provides the RealBid x RealAsk spread at a depth of five Bitcoins
Prices are currently quoted in USD. The following coins and sizes are included:
Code | Description | Sizes |
BCH | Bitcoin Cash | 1, 5, 10, 20, 40, 100 |
BTC | Bitcoin | 0.2, 1, 5, 10, 20 |
ETH | Ethereum | 5, 20, 50, 100, 200, 400 |
LINK | Chainlink | 100, 500, 1000 |
LTC | Litecoin | 5, 10, 25, 50, 100, 200 |
DOT | Polkadot | 250, 1000, 2500, 5000, 10000 |