Blockstream, a third party developer with expertise in Bitcoin and blockchain technology today announced a major update releasing Version 2 of their Cryptocurrency Data Feed, which was developed in partnership with Intercontinental Exchange (ICE).
The feed, which went live in March 2018, provides real-time and historical cryptocurrency data from an expanding list of exchanges from around the world. The feed provides 133 trading pairs and over 200 million updates every day.
See below the new featured now provided:
Level 2 Order Books
Full depth order books are now presented in a market-by-price format and are venue-specific for better efficiency of consumption. This allows users to gain a full liquidity view of current interest on each venue, and segment-specific venues traded into a personalized full depth order book.
7 New Venues
Seven new venues were added, with representation from Asia, Europe, and South America. This brings the total to over 25 venues, with Blockstream actively integrating new partner venues for future releases.
8 New Cryptoassets
The total number of cryptoassets supported by the feed is now 15, complementing the 18 different fiat currencies. Blockstream’s data science team has developed a threshold model to evaluate the addition of new assets: (1) total number of exchanges trading the asset; (2) number of those exchanges included in the Cryptocurrency Data Feed; (3) average 3 month volatility of the asset; (4) 24hr average trading volume / circulating supply; (5) market cap of the asset.
Blockstream is able to maintain its role as an impartial data provider by leveraging data that is readily available, verifiable, and general to all cryptoassets. In addition to BTC, ETH, LTC, BCH, XRP, DASH, and USD-T, in this release, Blockstream has added support for EOS, NEO, XMR, ETC, QTUM, OMG, ZEC, and XLM.
Enhanced Content Functionality
Value-added statistics and reference data are key advantages of the Cryptocurrency Data Feed. Calculations like Volume, Value Weighted Average Price (VWAP), Turnover, Trade Count, and Open/High/Last/Low serve as benchmarks for investors in this always-open market.
In version 2, Blockstream added the following features:
- Venue Status: These messages indicate whether a venue is healthy or currently experiencing a technical interruption, giving you greater visibility into an uncertain market so you’ll know when you should expect to see data.
- Last Eligibility per Venue: Pricing on some venues is higher than the marketplace due to local eccentricities. Now our service may exclude these prices from daily Open/High/Low/Last calculations while continuing to include all the trades and quotes in new “Last Ineligible” fields.
- Trade and Quote Attribution: All trades and quotes include price, size and time attribution. In version 2, we’ve separated trade and quote attribution fields for additional granularity when analyzing data.