Does Nomics have tick data available or do I need to “build my own candles” to get it?
Hi Joe, thanks for the note.
I’ve honestly heard so many different definitions of what “tick data” is during my time here. Can you tell me exactly what you’re looking for and I can tell you if we have it.
I’m a bit confused because some services build candles from ticks, not the other way around. So the reason I’m asking for more info is that I just can’t imagine a scenario where building your own candles would allow you to get tick data.
In essence, I need every single trade for an cryptoasset pair, on a specific exchange, for a specified period (the past 2 years for example).
Oh yes. We totally have 100% of that. That’s where we shine (i.e. gapless raw trade data). The free version of our API doesn’t have this, but the paid version does.
Cool how can I get it and what’s the price?
Sure thing, the pricing page is here:
We also offer the following services:
- – Custom Asset Pricing Methodologies
Index funds, hedge funds, and fund managers often must adhere to a strict methodology for the purposes of pricing portfolios and reporting net asset values (NAV) to investors. A large bucket of our custom services work revolves around creating private API endpoints that report prices for cryptoassets according to custom formal methodologies. For example, a fund might want to price their portfolio on a volume-weighted basis with data from US-Based exchanges with a favorable regulatory bent (for example Gemini, Coinbase Pro, and Bittrex). Furthermore, they may want to further restrict pricing to certain trading pairs on those exchanges, or trading pairs with a restricted set of quote currencies. Finally, the firm might want to receive daily candles (or other candle types) that end at midnight in the firm’s time zone. There’s a lot of flexibility when it comes to pricing your cryptoassets, but any formally stated methodology can be implemented on our end.
- – Extremely Low Latency Orderbook Snapshots & Trade Data
We’re able to provide extremely low-latency order book snapshots and raw trade data. Think sub-second order book snapshots and near-real-time (fully normalized) trade data from a number of exchanges. If you need lightning-fast exchange data, we likely have a great solution for you. Often, we create custom arrays of 20+ machines (operating in a number of different regions) – working in parallel – to scale data ingestion and reduce latency.
- – Done-For-You White-Label Market Data APIs
One “under the radar” service we’ve been providing to exchanges is a white-label market data API. This product empowers exchanges to provide a best-in-class market data API – powered by Nomics (but nobody knows this) – with unparalleled features, speed, documentation, and support (and at a fraction of the cost of maintaining, hosting, documenting, and supporting your own home-grown market data API).
Here’s how it works:
- Step 1: Your developers expose four private endpoints to Nomics; developing and exposing these endpoints typically takes between 4 and 8 hours of developer time (this isn’t speculation, this has been our consistent experience). These endpoints allow Nomics to ingest trade and order data primitives. (From these primitives, we can provide dozens of API endpoints that allow users to retrieve, format, and package their market data in several formats).
- Step 2: Nomics validates your endpoints.
- Step 3: Nomics stands up a best-in-class API (e.g. data.yourexchange.com), documentation (i.e. data.yourexchange.com/docs), and support workflows. Our white label market data API provides your end-users, customers, market makers, liquidity providers, and analysts the best market data experience available today.
If you’re open to we, we’re happy to send you a more in-depth proposal around this offering. This proposal would provide a feature-by-feature breakdown of what we could provide to you (we could stand this up in a matter of weeks, and this would require less than 2 days of developer time on your end).