Level 3 Market Data
Explore how to retrieve and interpret level 3 market data from CoinAPI in this lesson. Understand the differences between level 2 and level 3 order books, learn to use the orderbooks3 endpoint, and fetch current detailed order book data for various cryptocurrency symbols to enhance your market analysis skills.
We'll cover the following...
We'll cover the following...
Level 3 market data
Level 3 market data is the final level of the market data. Since level 3 market data is also an order book, it is quite similar to level 2 market data. The difference between level 2 and 3 market data is that level 3 has a much greater market depth than level 2. Level 2 market data provides, at most, ten best bid-ask offers, whereas ...