High-frequency data refers to information collected and updated at very short intervals, often milliseconds or seconds, capturing rapid changes in market conditions or system states. In digital asset markets, this data includes granular price movements, order book changes, and transaction volumes recorded with extreme precision. It is essential for quantitative analysis, algorithmic trading, and real-time decision-making due to its detailed and immediate nature. This type of data provides a fine-grained view of market dynamics.
Context
High-frequency data is crucial for participants in digital asset markets, particularly for professional traders and market makers who rely on swift analysis and execution. News often covers how this data influences algorithmic trading strategies and the performance of various decentralized exchanges. The availability and processing of high-frequency data are key factors in market efficiency and liquidity, with continuous advancements in data infrastructure supporting its collection and distribution.
The new AI execution layer integrates high-frequency data streams for agentic, context-aware actions, solving the critical signal-to-execution gap in decentralized AI.
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