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Tick-level crypto data.
Elsewhere: $1,000/mo $0.
Historical high-frequency cryptocurrency market data for research
The same research grade order books, trades, funding rates, liquidations, and open interest that quant desks pay four figures a month for. Launched July 2025. To celebrate, all institutional-grade data is currently 100% free without limits. A generous free tier will remain forever.
Explore CryptoHFTData datasets and tools
Unified schema across 9+ major spot and derivatives venues
1.4 TBIngested daily
9+Exchanges covered
5+Data types
$0.00Your cost
Wait. Why is it free?
There is no catch.
We launched in July 2025 and we want this data inside as many backtests as possible. So while we grow, everything is free.
No usage caps during launch
Full L2 order book history, trades, funding rates, liquidations, and open interest. Hourly Parquet updates. All of it.
Free tier stays forever
Paid plans may arrive as we grow, but a generous free tier remains permanently. Signing up today costs you nothing, ever.
For developers
Three lines of Python.
Every exchange.
Install the SDK, paste your key, and pull order books, trades, funding rates, and liquidations straight into a DataFrame. Your first backtest can be running before your coffee cools.
5+
Data types
Hourly
Data updates
100%
Free access
backtest.py
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())
Pricing
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Research grade historical crypto data for $0.00
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 |
How it works
From raw feeds to research-ready.
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.
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.
Historical market data for agents and researchers
A data API built for reproducible crypto research.
CryptoHFTData collects high-frequency public market feeds from major spot and derivatives exchanges, normalizes them into a consistent schema, and publishes research-ready hourly Parquet files. The archive includes tick-level trades, full L2 order book updates and snapshots, funding and mark-price records, open interest, and liquidation events. Researchers can use the same field conventions across venues instead of maintaining a separate parser for every exchange.
Choose browser, REST, Python, CLI, or bulk-file access
Start without credentials by exploring public datasets or making a rate-limited REST download. For repeatable workflows, create a free account, generate an API key yourself, and exchange it for a short-lived bearer token. The Python package reads the published files into data frames, while the OpenAPI contract, agent skills, and MCP metadata let automated clients discover supported operations before they call them. Every dataset page documents coverage, schema, known caveats, and an example request.
Verify availability before running a backtest
Exchange symbols and feed availability change over time. Query the symbols endpoint for the requested venue and data family, inspect the live ingestion status, and keep the exact exchange, date, hour, symbol, and data type in each research artifact. This produces an auditable input path and avoids silently substituting a similar market. Developer documentation explains authentication, rate limits, versioning, error handling, and flat-file access for both people and software agents.
Trusted by quants, funds & individuals
Stop paying for market data.
Order books, trades, funding rates, liquidations, and open interest. One API key. $0.00.
30 seconds to sign up · No credit card
Full tick-level data. $0.00 · No credit card