Build innovative strategies with crypto-currency data
High granularity
Easy to download
Hassle-free
crypto-currencyhistorical data
Historical Datasets
Order Book Updates
Highest granularity
Normalized
Low latency
Using best feed available
Order Book Snapshot
Flexible backtest
Top of the book (quotes)
Raw or aggregated levels
Configurable frequency
- Tick-by-tick updates
- 1ms, 100ms ...
Trades
Operation and pricing
Executions
OHLCv
VWAP
Derivative specific
Additional information
Perps metrics
- Mark price, Index price
- Funding rate
Option greeks, implied volatility
Liquidations
Dataset preview
Load it in your favourite backtesting or ML software stack
| exchange | symbol | local_timestamp | timestamp | asks[0].price | asks[0].amount | bids[0].price | bids[0].amount | asks[1].price | asks[1].amount | bids[1].price | bids[1].amount |
|---|
Historical Data Formats
Usual and bespoke file formats
CSV
Numpy NPZ
Apache Parquet
JSON
Other reach us
Technology
Focus on strategy, not tech
Colocation
Our servers run in the same datacenters as exchanges to provide low-latency and long uninterrupted sessions.
Normalized
Data follow the same schema on multiple exchange and pairs.
Low latency
All market updates are sourced in realtime from exchange websocket feed.
Typed validation
We use a statically typed, functional language to source data, helping us avoiding potential errors in data.
Backtested
Data is replayed in a backtesting engine to validate the quality of the market sessions.
Flexible
Configure snapshot frequency, level depth and output format.
Platform
Crunch terabytes of data with your team
100+ terabytes of highest granularity data
Data Lake
Calendar View
Role based file sharing
Quant first
Competitive pricing
Data purchased once stays downloadable forever
Data.DeepMarker uses credits
1 USD provide 100 000 DM credits
Pricing estimator
Estimate ~ $0
Team pack is well suited for you