CryptoHFTData Documentation
CryptoHFTData provides historical high-frequency cryptocurrency market data — full L2 order books, tick-by-tick trades, ticker statistics, mark prices and funding rates, open interest, and liquidations — from Binance, Kraken, Bybit, OKX, Bitget, Hyperliquid, Lighter, Aster, Bitmex across spot and derivatives markets. All data is delivered as hourly, zstd-compressed Parquet files that you can access through the Python SDK, the REST API, or direct S3 flat-file downloads.
Data Availability & Structure
Hourly Organization: All data is stored in hourly chunks (e.g., 08:00-08:59) as compressed Parquet files for efficient access and processing.
Data Delay: Market data becomes available approximately 15 minutes after each hour closes. For example, data from 08:00-08:59 will be accessible around 09:15.
File Format: Data is stored as Parquet files compressed with Zstandard (zstd) for optimal compression and fast decompression.
Available History: Binance, Bybit, OKX, Kraken since June 28, 2025; Bitget since July 15, 2025; Hyperliquid, Aster, BitMEX since September 29, 2025; Lighter since December 30, 2025. New data is added every hour, and per-dataset coverage is listed on the dataset pages.
Access Methods
Spot Data
L2 orderbook data, trades, ticker statistics and more.
Derivatives Data
Funding rates, mark prices, open interest and liquidations.
Data Access
Data is compiled into a standardized Parquet format for easy access and seamless comparison.
Supported Exchanges
Supported Exchanges
Live Data Feeds
Spot
- Binance
- Kraken
- Bybit
- OKX
- Bitget
- Hyperliquid
Derivatives
- Binance
- Kraken
- Bybit
- OKX
- Bitget
- Hyperliquid
- Lighter
- Aster
- Bitmex
Roadmap
Coming Soon
In Development
- Coinbase
- Bitmart