Order Book Analytics Database (OBADiah) contains the following high-freqency data from several cryptocurency exchanges:
- An order book updates at various level of details, up to an individual order events where available
- Matches (trades)
- Level1 changes or spread
- Level2 changes or depth
Using these data someone can:
- Explore their visual reprsentation
- Verify whether the claims made in a published research are valid for cryptocurrencies
- Produce an original research
- Develop and backtest trading strategies