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 |