Stork Documentation
Ask or search…
Comment on page

Consolidated Order Book Benchmark (COBB)

Stork offers a consolidated order book benchmark substantially similar to the CME CryptoFacilities Cryptocurrency Real Time Indices, but available across a broad array of assets, and offering the same sub-second latency of other stork feeds. This benchmark maintains a consolidated order book across multiple exchanges and accounts for the slippage associated with a large order. In general, we expect that the COBB will be the most suitable choice for illiquid markets and where valuing large positions towards margin requirements.
Note that unlike the index price, every Stork publisher follows the same calculation for the consolidated order book benchmark. At this time, only a subset of publishers may have this benchmark available.