Volume-weighted reference rates for 600 digital assets against USD, EUR and stablecoins, plus top-of-book and 10-level order-book snapshots from 25 exchanges.
Data product · Listing updated 11 Nov 2026
Worldwide, no country restrictions stated.
Reference rates every second; streaming latency under 250 ms
About 600 assets from 25 exchanges; roughly 4 TB of order-book history
Startups, Small and medium businesses, Mid-market, Enterprises
Public market-data APIs and websocket feeds of centralized crypto exchanges
Co-located websocket capture with sequence-gap detection and venue-level screening
Exchange-level crypto market data with transparent reference-rate rules, for trading, valuation and research.
Per-second reference rates for about 600 digital assets quoted in USD, EUR, USDT and USDC, and order-book snapshots from 25 centralized exchanges: top of book every second and 10 price levels each side every 10 seconds. Trade-level ticks and 24-hour volumes are included, along with flags for exchanges excluded from the reference rate at any moment. Fiat cross rates are derived using Ledgerwell end-of-minute FX mid rates.
Data is captured from public exchange market-data websockets on co-located servers, with sequence-gap detection and automatic resubscription. The reference rate is a volume-weighted median across eligible exchanges; venues are excluded when they fail liquidity, uptime or wash-trading screens, and the exclusion log is delivered with the data. History starts in 2017 for major assets and later for newer listings. This product covers exchange market data only: no wallet-level, on-chain or personal data is included. Streaming latency is typically under 250 ms.
12 fields as documented by Ledgerwell Markets.
| Field | Type | Description | Example |
|---|---|---|---|
| asset_symbol | string | Normalized asset symbol | — |
| quote_currency | string | USD, EUR, USDT or USDC | — |
| exchange | string | Exchange code, or COMPOSITE for the reference rate | — |
| timestamp | datetime | UTC timestamp in milliseconds | — |
| reference_rate | number | Volume-weighted median price across eligible venues | — |
| bid_price_1 | number | Best bid price | — |
| bid_size_1 | number | Size at best bid | — |
| ask_price_1 | number | Best ask price | — |
| ask_size_1 | number | Size at best ask | — |
| book_levels | json | Price and size for levels 1–10 on each side | — |
| volume_24h | number | Rolling 24-hour traded volume in quote currency | — |
| excluded_flag | boolean | True when the venue was excluded from the reference rate | — |
Free sample available on request
The provider sends a sample file so you can test fit and quality before you buy.
Prices in USD, as published by Ledgerwell Markets
reference rates API with 1-second updates
order-book snapshots plus history
full history, streaming and order books
Converted amounts use DataStoa display rates and are approximate. Ledgerwell Markets quotes the final price, taxes and terms.
Request detailed pricingWorldwide coverage.
Time coverage: 2017 to present.
Provider-reported
Latency: Reference rates every second; streaming latency under 250 ms
DataStoa has not audited these figures. Ask the provider how they are measured, or test them on a sample.
The licence is agreed directly between you and Ledgerwell Markets. This summary is provider-reported; the linked terms prevail.
Not listed: AI / ML model training, AI retrieval and grounding, redistribution allowed, marketing and outreach, research use. Ask Ledgerwell Markets if you need any of these.
Point-in-time US equities, fundamentals and estimates for quants
Ledgerwell Markets delivers clean, point-in-time market data for systematic investors: consolidated US equity prices, standardized fundamentals and consensus estimates on one security master. Every dataset keeps as-first-published history, so backtests only see what was known at the time.
Also available on: Snowflake Marketplace, AWS Data Exchange, Databricks Marketplace
What buyers say about Ledgerwell Markets. Reviews cover the provider, not only this listing.
from 3 reviews
Consensus and revision history are clean and the surprise calculations match our own. For a team of three the price of the individual-estimates tier is hard to justify, so we stayed on consensus only. They did offer a shorter first term.
Martin H., Portfolio manager, Boutique asset manager
Splits and dividends arrive with ex-dates a day ahead, so our adjusted prices no longer break on Monday mornings. One-minute bars have occasional gaps on very illiquid names, which is expected but worth knowing.
Grace O., Data engineer, Retail brokerage app
Restatements are kept as separate vintages with the original filing timestamp, so our backtests finally stopped leaking future information. Delisted companies are in the history, which matters for survivorship. Onboarding took two calls and a well-documented schema file.
Daniel K., Quant researcher, Systematic hedge fund