Beyond the Spread: Understanding Market Impact and Execution Researcher's Note: This analysis examines 50,526 minutes of orderbook data from Binance's BTC/FDUSD market between July 1 and August 12, 2025, focusing on execution dynamics for orders from $1 million to $15 million. The dataset reveals correlations between depth, quality scores, and market impact, while testing whether imbalances predict price movements. This research provides quantitative frameworks for large order execution in modern electronic markets.
Amberdata Launches Institutional Stablecoin Analytics Amberdata is thrilled to announce the launch of our Stablecoin Analytics features through our scalable, production-ready data infrastructure.
Arkham Exchange Data Is Now Live on Amberdata Amberdata is pleased to announce that Arkham Exchange spot and futures data is now fully integrated and live within our institutional data infrastructure and on Amberdata Derivatives, our free options intelligence platform.