sifting/io
Market data

What is Level 1 market data?

Level 1 market data is the top-of-book view of a market, comprising the best bid, the best ask, and the most recent trade. It is the lightweight view that powers most charts, tickers, and trading applications. The sections below describe what Level 1 includes, how it differs from Level 2, which applications it is sufficient for, and what it omits.

5 min readMarket data
Level 1 market data is the top-of-book view of a market: the best bid, the best ask, and the most recent trade, without the deeper order book behind them.

Key points

  • Level 1 shows the best bid, the best ask, and the last trade.
  • It is the top-of-book view, without the depth behind the best prices.
  • It is sufficient for most charts, tickers, and trading applications.
  • Order book depth beyond the best prices requires Level 2.

What Level 1 includes

Level 1 provides the essential elements of a market: the best bid, the best ask, and the most recent trade, usually with their sizes. This is enough to show the current prices at which the asset can be bought or sold and where the last transaction occurred. It combines the quote and the last price, which is sufficient for most displays.

Level 1 versus Level 2

The difference is depth. Level 1 stops at the best bid and ask, the top of the book, while Level 2 shows multiple price levels of resting orders on each side. Level 1 can be regarded as the summary and Level 2 as the detail beneath it. Most applications use Level 1, as the additional depth is relevant only to certain tasks.

Which applications Level 1 serves

For charting, watchlists, price alerts, portfolio valuation, and most general trading, Level 1 is sufficient. It provides the current price, the spread, and the most recent trade, and supports the construction of OHLCV bars and most derived metrics. Unless resting orders behind the best prices must be observed, Level 1 covers the majority of cases efficiently.

What Level 1 omits

Because it shows only the top of the book, Level 1 does not indicate how much size rests behind the best bid and ask or how the book is distributed on each side. That deeper view, used to assess liquidity and how a larger order might affect the price, is provided by Level 2. Level 1 is a concise summary rather than the full order book.

On SiftingIO

Top-of-book data on SiftingIO

SiftingIO focuses on clean top-of-book pricing and an aggregated fair price across stocks, forex, crypto, and commodities, delivered under one schema over REST and WebSocket. This provides the best prices and the most recent trade required for charts, tickers, and valuation, reconciled across multiple venues rather than tied to a single one.

FAQ

Common questions

What is Level 1 market data?

It is the top-of-book view of a market: the best bid, the best ask, and the most recent trade, without the deeper order book behind them.

What is the difference between Level 1 and Level 2?

Level 1 shows only the best bid and ask plus the last trade. Level 2 adds depth: multiple price levels of resting orders on each side of the book.

Is Level 1 data enough for charting?

Yes. For charts, watchlists, alerts, and valuation, Level 1 provides the current price, the spread, and the last trade, which is sufficient for most applications.

What does Level 1 leave out?

It does not show how much size is resting behind the best bid and ask, or how the order book is stacked. That deeper view is what Level 2 provides.

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