Yes, CryptoCompare provides amazing APIs fetching data from around 40 diff. exchanges. I have also worked on it closely and implemented a python API client.
Just for reference, you can read it here on my blog — https://blog.botreetechnologies.com/monitoring-cryptocurrency-markets-cryptocompare-python-api-client-fc035656c3ef
And here is the github repo link for the same — https://github.com/BoTreeConsultingTeam/crypto_compare