CoinDesk Indices: Single Tokens, Multi-Assets and Rates

This dataset provides institutional grade tables of historical daily candlestick for the largest 200 digital asset tokens as calculated by CoinDesk Data, historical OHLC prices of several multi-asset crypto indices calculated and administered by CoinDesk Indices used as benchmarks or as underlying of ETFs and derivatives products as well as historical EOD rates calculated by CoinDesk Indices.

CADLI Description:
CADLI (CoinDesk Adaptive Diversified Liquidity Index): CADLI provides an accurate and reliable real-time average market price, which can be used for price discovery, especially in illiquid markets. CoinDesk proprietary methodology for CADLI blends all available markets for a given cryptocurrency and returns a consolidated 24-hour volume-weighted average USD price, offering a simple and easy-to-understand cryptoasset reference.

Data Collection:
CADLI aggregates transaction-level trade data from hundreds of cryptocurrency exchanges. Unlike providers that rely on snapshot data, CADLI collects live transactional data via public APIs (REST and WebSocket), ensuring high auditability and replicability. Data is normalized into a consistent format including trade ID, timestamp, price, amount, and position (buy/sell). All data is rigorously validated to ensure correctness and freshness, with built-in mechanisms for excluding duplicate or invalid trades.

If an exchange becomes temporarily unavailable, its data contribution naturally decays in influence, allowing CADLI to remain uninterrupted as long as trading continues elsewhere. Once the missing data is recoverable, CCData may backfill it, producing a revised “Dynamic Index.” A “Static Index” version is also published for immutable historical reference.

Index Calculation Methodology:
CADLI produces a unified market price for each cryptocurrency by continuously aggregating trade data across all eligible markets. Every time a new trade occurs, the index updates in real time. Only markets with valid, fresh data are included, and for stablecoins, only USD and USDT markets are considered to avoid conversion noise.

Trades are weighted based on factors like market liquidity, trade volume, and recency. The methodology includes outlier filtering and applies penalties to stale or irregular data to ensure robustness. New markets and cryptocurrencies are incorporated automatically when sufficient data is available, ensuring comprehensive and dynamic coverage of the digital asset landscape.

Disclaimer: By accessing these data services, you acknowledge that you are in receipt of a non-exclusive, non-transferable, revocable licence to use, display or reproduce the data contained therein, or to modify or create derivative works therefrom. You shall not be permitted to distribute the RAW data received outside of your organisation.