Aperiodic
DataFactors
Catalog
Pricing
Get Started
  1. Data vendors compared
  2. /
  3. Coin Metrics

Vendor profile · Derived market metrics

Coin Metrics: coverage, history and pricing

Network and market data, plus computed metrics

Checked against Coin Metrics' own pages between July 28, 2026 and October 1, 2026

Built by Aperiodic, which sells data too. This profile reports what Coin Metrics' own pages say, each fact linked and dated. It is not a review and ranks no one. Wrong or out of date? Email info@aperiodic.io.

Our judgement
Best suited to
Cross-venue and on-chain metrics, plus liquidity and volatility series
Main gotchas
Community tier trimmed Oct 2025; microstructure depth behind Pro

Opinion, from the facts below. Read them before you rely on it.

Key facts

Exchanges covered
40+, 400k+ markets

coinmetrics.io ↗ · Jul 28, 2026

Earliest data available
July 2010 (BTC trades from Mt.Gox)

gitbook-docs.coinmetrics.io ↗ +1 · Oct 1, 2026

How much history you actually get
Limited on the community tier

gitbook-docs.coinmetrics.io ↗ +1 · Jul 28, 2026 · due for re-check

Entry price
Free community tier

gitbook-docs.coinmetrics.io ↗ · Oct 1, 2026

Delivery format
REST API, websocket, Python client, S3 or Snowflake cloud delivery, data downloader

gitbook-docs.coinmetrics.io ↗ · Oct 1, 2026

Self-serve signup
PartialCommunity yes, Pro via sales

gitbook-docs.coinmetrics.io ↗ · Oct 1, 2026

What it is

What each vendor sells and who owns it.

Primary productWhat the vendor mainly sells.Every vendor on this row
Network and market data, plus computed metrics
  • coinmetrics.io/market-data-pro

Checked Jul 28, 2026

OwnershipWho owns or operates it. A change of owner can change pricing and the roadmap.Every vendor on this row
Talos, an execution and portfolio management vendor, announced July 2025
  • talos.com/insights/talos-to-acquire-coin-metrics

Checked Oct 1, 2026

Universe and integrity

Whether the data is usable for systematic research at all: coverage, history and timestamps. These rows come before the feature list on purpose.

Coverage

Exchanges coveredVenue coverage as the vendor documents it. Marketing figures we could not check are marked as vendor claims.Every vendor on this row
40+, 400k+ markets
  • coinmetrics.io/market-data-pro

Checked Jul 28, 2026

Full instrument universe per venueWhether every listed instrument on a covered venue is collected, not only the large pairs. A partial universe biases cross-sectional research.Every vendor on this row
YesFor trades, collected from listing day; 10s book snapshots on major markets only
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-trades
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

Delisted / expired instruments retainedWhether delisted and expired instruments stay queryable. Without them a backtest carries survivorship bias.Every vendor on this row
YesRetains books for Bittrex, CEX.IO, ErisX, FTX, Liquid
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

History

Earliest data availableThe first date the vendor documents data for.Every vendor on this row
July 2010 (BTC trades from Mt.Gox)
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-trades
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

How much history you actually getHow much history a plan includes, which is often less than the archive holds.Every vendor on this row
Limited on the community tier
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data
  • coinmetrics.io/product-announcements/updates-to-coin-metrics-community-data

Checked Jul 28, 2026 · due for re-check

Timestamps and revisions

Local / receive timestampWhen the vendor's collector received each message. You need it to model latency and avoid look-ahead.Every vendor on this row
YesFeed-handler clock on update rows
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

Aggregations computed on local-timestamp orderingWhether bars and metrics are built in receive-time order, which matches what you could have known at the time.Every vendor on this row
Not documentedOutright; candles are recalculated when late trades arrive
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-candles

Checked Oct 1, 2026

Data restated after publicationWhether published history gets revised. Silent revisions break reproducible backtests; versioned ones do not.Every vendor on this row
YesHistory can be recalculated; notices posted on the status page
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-candles

Checked Oct 1, 2026

What you get

Raw data types, and derived metrics delivered ready to use.

Raw data types

Tick tradesEvery trade print.Every vendor on this row
Yes
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-trades
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

L2 book, incremental updatesIncremental order book updates that let you rebuild the book.Every vendor on this row
PartialHistorical updates only on supported exchanges, many markets from 2026-06-26
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

L2 book, snapshotsPeriodic snapshots of the book at a fixed depth.Every vendor on this row
YesTop 100 levels and within 10% of mid every 10s (major markets); full book hourly, capped at 30,000 levels
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

L3 / market-by-orderOrder-level data.Every vendor on this row
NoL3 is aggregated to L2 before storage
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

OptionsOptions data of any kind.Every vendor on this row
Yes
  • coinmetrics.io/market-data-pro

Checked Jul 28, 2026

Derived metric families, delivered ready to use

Bars: OHLCV, VWAP / TWAPReady-made price bars.Every vendor on this row
Yes
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-candles

Checked Oct 1, 2026

Order flow and flow toxicityTaker buy and sell volume, signed delta, CVD and toxicity measures such as VPIN.Every vendor on this row
PartialTrades carry taker side; no taker volume, CVD or VPIN series
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-trades
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

Checked Oct 1, 2026

Trade size distributionVolume broken down by trade size.Every vendor on this row
Not verified

No source · Oct 1, 2026

Market impact: Amihud, Kyle lambdaPrice-impact measures such as Amihud illiquidity and Kyle's lambda.Every vendor on this row
Not verified

No source · Oct 1, 2026

Execution slippageMeasured or estimated execution cost against the best price.Every vendor on this row
YesE.g. slippage on a $100k order
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/liquidity
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/liquidity/slippage

Checked Jul 28, 2026

Realized volatility and jump structureRealized volatility, and jump measures such as bipower variation.Every vendor on this row
YesRealized and implied vol
  • coinmetrics.io/market-data-pro

Checked Jul 28, 2026

Tick and run structureUptick and downtick counts and run lengths.Every vendor on this row
Not verified

No source · Oct 1, 2026

L1 spread, depth, imbalanceTop-of-book spread, size and imbalance series.Every vendor on this row
YesSpread and depth
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/liquidity

Checked Jul 28, 2026

L2 depth and imbalance by levelDepth and imbalance at fixed book levels or depth bands.Every vendor on this row
PartialOrder book depth metric
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/liquidity

Checked Jul 28, 2026

Derivatives: funding, OI, basis, mark vs indexFunding, open interest, basis, and mark against index price.Every vendor on this row
Yes
  • coinmetrics.io/market-data-pro

Checked Jul 28, 2026

Shape of the derived output

Aggregation intervals offeredThe bar and metric intervals on offer.Every vendor on this row
1m, 5m, 1h, 1d
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/liquidity/slippage

Checked Jul 28, 2026

Breadth of derived catalogueHow much derived data the vendor publishes.Every vendor on this row
Liquidity, volatility, volume, OI, liquidations across 400k+ markets
  • gitbook-docs.coinmetrics.io/market-data/market-data-overview/liquidity
  • coinmetrics.io/market-data-pro

Checked Jul 28, 2026

Compute you still have to do yourselfOur judgementOur judgement of how much computation stays with you.Every vendor on this row
Our judgementLittle, for liquidity and volatility

Opinion · Oct 1, 2026

Access and commercials

Delivery, limits, pricing and how to get started. Vendors gate access on different dimensions, so read what the price gates before comparing prices.

Delivery

Delivery formatHow the data reaches you.Every vendor on this row
REST API, websocket, Python client, S3 or Snowflake cloud delivery, data downloader
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data

Checked Oct 1, 2026

Rate limits or volume capsRequest, transfer or volume limits.Every vendor on this row
Community: 10 requests per 6 seconds per IP (about 1.7 req/s); Pro about 300 req/s
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data

Checked Oct 1, 2026

Friction on a full historical backfillWhat slows down pulling the full history.Every vendor on this row
Community rate limit (10 requests per 6 seconds per IP) slows bulk pulls
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data

Checked Oct 1, 2026

Pricing model

How the pricing worksHow the price is structured.Every vendor on this row
Free community tier, then enterprise contract
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data
  • coinmetrics.io/product-announcements/updates-to-coin-metrics-community-data

Checked Jul 28, 2026 · due for re-check

What the price gatesWhat the plans restrict. Read this before comparing the prices below it.Every vendor on this row
Metric coverage, history depth and request rate
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data
  • coinmetrics.io/product-announcements/updates-to-coin-metrics-community-data

Checked Jul 28, 2026 · due for re-check

Full historical data access on a monthly subscriptionWhether a month-to-month plan unlocks the whole history, or full history needs yearly billing or a contract.Every vendor on this row
NoFull history is an enterprise contract; the free community tier is limited
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data
  • coinmetrics.io/product-announcements/updates-to-coin-metrics-community-data

Checked Jul 28, 2026 · due for re-check

Entry priceThe cheapest listed way in.Every vendor on this row
Free community tier
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data

Checked Oct 1, 2026

What you get at the entry priceWhat the cheapest plan includes.Every vendor on this row
A subset of network and market metrics, all Reference Rates (last 7 points at granular resolutions) and Atlas (30 days, limited assets); no key needed
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data
  • coinmetrics.io/product-announcements/updates-to-coin-metrics-community-data

Checked Jul 28, 2026 · due for re-check

Getting started

Usable without an API keyWhether you can try the data before creating a key.Every vendor on this row
YesThe community API needs no key
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data

Checked Oct 1, 2026

Self-serve signupWhether you can sign up and pay without talking to sales.Every vendor on this row
PartialCommunity yes, Pro via sales
  • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data

Checked Oct 1, 2026

Next to similar vendors

Other derived market metrics vendors on the rows buyers ask about first. Open them side by side in the full table.

Coin MetricsAmberdata
Exchanges covered40+, 400k+ markets30+ exchanges, 6,365+ pairs across spot, futures, options
Earliest data availableJuly 2010 (BTC trades from Mt.Gox)Order books from 2011 on select exchanges
Local / receive timestampYesFeed-handler clock on update rowsNoTrade and order book event schemas carry exchange timestamps only
L2 book, incremental updatesPartialHistorical updates only on supported exchanges, many markets from 2026-06-26YesEvery price-level event
Order flow and flow toxicityPartialTrades carry taker side; no taker volume, CVD or VPIN seriesPartialOrder book pressure
Entry priceFree community tierOn request
Full historical data access on a monthly subscriptionNoFull history is an enterprise contract; the free community tier is limitedNot documentedPlans are quoted on request
Self-serve signupPartialCommunity yes, Pro via salesNot verified

Sources

Every page this profile cites, with the date we last read it.

  • Coin Metrics docs: slippage

    • gitbook-docs.coinmetrics.io/market-data/market-data-overview/liquidity/slippage

    Market metrics at 1m, 5m, 1h, 1d; slippage e.g. liquidity_slippage_100K_ask_percent

    Checked July 28, 2026

  • Coin Metrics docs: liquidity metrics

    • gitbook-docs.coinmetrics.io/market-data/market-data-overview/liquidity

    Liquidity family: bid-ask spread percent, order book depth, slippage, aggregated spread

    Checked July 28, 2026

  • Coin Metrics Market Data Pro

    • coinmetrics.io/market-data-pro/

    Realized and implied volatility metric families; 400k+ markets on Market Data Pro

    Checked July 28, 2026

  • Coin Metrics docs: market order books

    • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

    Snapshots: top 100 and within 10% of mid every 10s (major markets), full book hourly capped at 30,000 levels; L3 aggregated to L2; historical updates from 2026-06-26 for many markets; books kept for delisted venues

    Checked October 1, 2026

  • Talos: Talos to acquire Coin Metrics

    • www.talos.com/insights/talos-to-acquire-coin-metrics

    Acquired by Talos, announced 16 July 2025

    Checked October 1, 2026

  • Coin Metrics: updates to Community data

    • coinmetrics.io/product-announcements/updates-to-coin-metrics-community-data/

    Community tier trimmed Oct 2025; Reference Rates, Research Asset Metrics, Atlas remain free

    Checked July 28, 2026

  • Coin Metrics docs: Community data API

    • gitbook-docs.coinmetrics.io/packages/coin-metrics-community-data

    Community API: no key, 10 requests per 6 seconds per IP; Atlas 30 days on limited assets; Reference Rates last 7 points at granular resolutions; paid ~300 req/s

    Checked October 1, 2026

  • Coin Metrics docs: market trades

    • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-trades
    • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-order-books

    Instrument universe: Yes for trades, collected from listing day; 10s book snapshots on major markets only. Earliest data: July 2010 (BTC trades from Mt.Gox); history per venue capped by what the exchange exposes; Order flow: Partial, trades carry taker side

    Checked October 1, 2026

  • Coin Metrics docs: market candles (checked, bucketing key not stated)

    • gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-candles

    Candle bucketing key not stated outright; candles re-verified against late-arriving trades within about three hours

    Checked October 1, 2026

On this page

  • Key facts
  • What it is
  • Universe and integrity
  • What you get
  • Access and commercials
  • Next to similar vendors
  • Sources

Coin Metrics

coinmetrics.io

Similar vendors

  • Amberdata

More

  • All 16 vendors in one table
  • Report a correction

Coin Metrics

coinmetrics.io

Similar vendors

  • Amberdata

More

  • All 16 vendors in one table
  • Report a correction
Aperiodic

Crypto microstructure, liquidity & flow metrics — built from hundreds of terabytes of raw data, distilled into point-in-time metrics you can pull as parquet files. Plus the raw trades, quotes and derivatives data behind them.

Registered office
Aperiodic Limited
136 Capel StreetDublin, D01 T2C9Ireland
Registered in Ireland · Company No. 815273

© Copyright 2026 Aperiodic. All Rights Reserved.

Product
  • Data Catalog
  • Pricing
  • API Docs
  • Notebooks
  • Find new alpha
  • Roadmap
  • Changelog
  • FAQ
  • For AI Agents
  • Atlas Security Master
Metrics
  • Order Flow
  • L1 — Top of Book
  • L2 — Order Book
  • Market Data
  • Derivatives
  • Raw Data
Channels
  • Blog: Research Insights
  • Microstructure Guide
  • Data vendors compared
  • Aperiodic vs. Tardis
  • Aperiodic vs. CoinGlass
  • Aperiodic vs. Kaiko
  • Aperiodic vs. Amberdata
  • LinkedIn
Company
  • Contact
  • Book a call
  • Terms of Service
  • Privacy Policy
  • LLM? Read this.

Provided for informational purposes only; not investment advice, a recommendation, or an offer to transact. Past performance is not indicative of future results.