Real-Time Market Data Feeds

Full-depth L2 order book data streamed via WebSocket from every connected exchange. Each update carries nanosecond-precision timestamps for both exchange origin and local receipt, enabling precise latency measurement and cross-exchange arbitrage detection.

Our C++ feed handlers connect directly to exchange WebSocket APIs, parse and normalize messages in-process, and publish to shared-memory ring buffers with zero-copy semantics. The result: sub-millisecond end-to-end latency from exchange to your application.

  • L2 depth-of-book with full price level updates
  • Nanosecond-precision dual timestamps (exchange + local)
  • Fixed-point price encoding (8 decimal places) for deterministic arithmetic
  • Automatic snapshot synchronization per exchange protocol
  • Crossed-book detection and price drift alerting
<1ms
End-to-End Latency
1000+
Symbols
20+
Exchanges

Unified WebSocket API

A single JSON-over-WebSocket endpoint gives you access to every exchange. Subscribe by symbol and exchange, or request consolidated cross-exchange order books that merge depth from all sources into a unified view.

The API handles symbol format translation automatically. Whether an exchange uses BTCUSDT, BTC-USDT, BTC/USDT, or BTC_USDT, you subscribe with a single normalized format and receive data in a consistent schema.

  • Single WebSocket connection for all exchanges
  • Consolidated cross-exchange order books
  • Automatic symbol format normalization
  • Dynamic exchange and symbol discovery endpoints
  • Subscribe/unsubscribe without reconnecting
// Connect and subscribe ws = new WebSocket("wss://api.microversesystems.com") ws.send(JSON.stringify({ "op": "subscribe", "channel": "fullbook:BTC-USDT", "depth": 20 }))

Full API documentation →

Historical Data & Replay

Every message from every exchange is captured to binary files with microsecond timestamps. Our replay infrastructure lets you play back captured data at original market speed through the same pipeline used in production, enabling deterministic backtesting.

The web-based replay tool provides instant access to historical order books without any setup. Select an exchange, symbol, date, and time range to stream snapshots via Server-Sent Events.

  • Tick-level binary capture files with full depth
  • Deterministic replay at original market speed
  • Web-based replay tool with no setup required
  • REST API with Server-Sent Events for streaming
  • 30-day rolling retention (customizable)
30 Days
Rolling Capture Window
20+
Exchanges
Tick
Resolution

Try the replay tool →

Custom Exchange Integration

Need a feed handler for an exchange we don't cover yet? We build bespoke C++ WebSocket handlers that plug directly into the Microverse pipeline. Each handler includes security list discovery, snapshot synchronization, and production-grade error recovery.

We also offer co-location deployment, bare-metal optimization, and end-to-end infrastructure engineering for firms that need the lowest possible latency.

  • Custom C++ feed handlers for any exchange
  • Full pipeline integration (parser, book builder, distribution)
  • Co-location and bare-metal deployment
  • Kernel bypass and NIC-level optimization
  • Ongoing maintenance and exchange API change tracking
C++
Native Performance

Every handler is built in modern C++ with zero-copy shared-memory distribution. No JVM, no GC pauses, no interpreted layers.

Exchange Coverage

Real-time L2 order book data from 20+ exchanges, with new integrations added regularly.

Ready to Get Started?

Connect to our WebSocket API and start receiving real-time market data in minutes. No SDK required.

View API Docs Live Dashboard