Arbitrage data tracks how the price of an asset varies across multiple trading venues at the same time. Traders use this data to find situations where an asset is priced lower on one exchange and higher on another. These price differences can occur in stocks, cryptocurrencies, commodities, currencies, and other financial instruments.
This data typically includes real-time prices, order book snapshots, trading volume, and timestamped market updates from each exchange. Accurate arbitrage data must be collected at high speed and with precise synchronization because price gaps can close quickly. It is often used by automated trading systems that monitor multiple markets at once.
Developers and analysts analyze arbitrage data to evaluate market efficiency, build automated strategies, or compare liquidity conditions. Reliable data is essential because even small delays, mismatched timestamps, or incomplete price sources can lead to inaccurate signals and missed opportunities.
Arbitrage data helps traders understand pricing differences across markets and identify potential profit opportunities. It also supports research on market efficiency and helps ensure pricing remains fair and consistent across trading venues.
Arbitrage data includes real-time prices, order books, spreads, and market updates from multiple exchanges. It is used to compare prices and detect temporary differences.
Traders use arbitrage data to spot price gaps between markets and execute trades that take advantage of the difference, often using automated systems due to the speed required.
A cryptocurrency is trading at $100 on one exchange and $102 on another. Arbitrage data highlights this price difference, allowing a trader or automated system to act before the spread closes.
