Historical Crypto Data for Backtesting That Actually Works.
High frequency historical data across exchanges, order books, trades, funding rates, and more. Clean crypto markets for reliable research. Launched July 2025. To celebrate, all institutional-grade data is currently 100% free without limits. A generous free tier will remain forever.
High Frequency
Tick, order book, and trade data down to nanoseconds.
Clean & Reliable
Normalized, deduplicated, and gap-checked datasets.
Built for Quants
Backtest with confidence and focus on the research.
Raw Data
Trades, order books, funding, liquidations, and more.
Normalized
Clean, standardized schema across exchanges.
Quality Checks
Deduplicated, gap checked, and time aligned.
API Access
Fast, flexible access via REST API, or bulk files.
Full Depth
Tick-level L2 snapshots and delta updates. Rebuild the book exactly as it happened.
Trades & Rates
Every fill, funding rate, and liquidation event. Normalized for easy analysis.
Python Native
Pandas and Polars ready. Just pip install.
import cryptohftdata as chd # Initialize the CryptoHFTData clientclient = chd.CryptoHFTDataClient(api_key="your-api-key-here") # Load full Binance Futures order book historyorderbook_df = client.get_orderbook( symbol="ETHUSDT", exchange=chd.exchanges.BINANCE_FUTURES, start_date="2025-07-16", end_date="2025-07-16") # Inspect the resultsprint(f"Updates captured: {len(orderbook_df):,}")print(orderbook_df.head())
Built for your workflow
Seamless data. Better research.
- Simple, consistent API
- High performance and scalable
- Designed for backtesting at scale
- Spend time building, not cleaning data
Pricing
Pro Grade. Public Access.
Institutional quality data without the institutional price tag.
Order Book Depth
Full L2 (Ticks)
Competitors: Snapshot Only
Update Frequency
Hourly
Competitors: Daily/Weekly
File Format
Parquet
Competitors: CSV/JSON
History Start
July 2025
Full tick history available
Cost
$0.00
Competitors: $1,000+/mo
| Capability | CryptoHFTData | Typical Alternative |
|---|---|---|
| Order Book Depth | Full L2 (Ticks) | Competitors: Snapshot Only |
| Update Frequency | Hourly | Competitors: Daily/Weekly |
| File Format | Parquet | Competitors: CSV/JSON |
| History Start | July 2025 | Full tick history available |
| Cost | $0.00 | Competitors: $1,000+/mo |
Everything in one place
Everything you need to backtest with confidence.
Multi-Exchange Coverage
Historical data from top exchanges including Binance, Bybit, OKX, Kraken, Hyperliquid, and more.
Order Book Snapshots
Full depth order book snapshots and incremental updates at millisecond precision.
Trades & Aggregates
Raw trades and customizable aggregations for every research workflow.
Funding Rates
Historical funding rates with intervals matching exchange calculations.
Liquidations
Historical liquidation data for market stress and regime-shift analysis.
Easy Access
REST API and bulk downloads in Parquet, CSV, and JSON formats.
Trusted by quants, funds & individuals