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.

Last updated