Build innovative strategies with crypto-currency data

  • High granularity

  • Easy to download

  • Hassle-free

crypto-currencyhistorical data
...
CoinbaseBinanceDeribitcrypto.com

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

Orderbook Updates

local_timestamptimestampexchangesymbolpricequantityflag

Historical Data Formats

Usual and bespoke file formats

  • CSV

  • Numpy NPZ

  • Apache Parquet

  • JSON

  • Other reach us

export

Technology

Focus on strategy, not tech

collocation
Colocation

Our servers run in the same datacenters as exchanges to provide low-latency and long uninterrupted sessions.

normalization
Normalized

Data follow the same schema on multiple exchange and pairs.

precision
Low latency

All market updates are sourced in realtime from exchange websocket feed.

validation
Typed validation

We use a statically typed, functional language to source data, helping us avoiding potential errors in data.

replay
Backtested

Data is replayed in a backtesting engine to validate the quality of the market sessions.

flexible
Flexible

Configure snapshot frequency, level depth and output format.

Platform

Crunch terabytes of data with your team

export
  • 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 DM credits

Pricing estimator

Duration

(months)

Instruments

Exchanges

Financial asset

Team

Dataset

Estimate ~ $0

Team pack is well suited for you