CryptoHFTData Documentation

Your first query in a minute

Install the SDK, paste your API key and you have a DataFrame. Signed in? Use Insert Key on the code block to fill it in.

pip install cryptohftdata

1import cryptohftdata as chd
2
3client = chd.CryptoHFTDataClient(api_key="your-api-key-here")
4
5df = client.get_trades(
6    symbol="BTCUSDT",
7    exchange=chd.exchanges.BINANCE_SPOT,
8    start_date="2025-08-01",
9    end_date="2025-08-01",
10)
11print(df.head())

No key yet? Create a free account, or skip the key entirely: the REST API serves up to 60 requests per minute without one.

Choose how to access the data

All three options serve the same files, so you can mix them freely.

Browse by data type

Every data type has a schema reference and runnable examples for both the Python SDK and the REST API.

How the data is organised

File layout

One file per symbol, data type and UTC hour

Format

Parquet, compressed with Zstandard (zstd)

Freshness

Each hour is available ~15 minutes after it closes

History

From Jun 28, 2025, updated every hour

File paths follow {exchange}/{YYYY-MM-DD}/{HH}/{symbol}_{data_type}.parquet. See REST API introduction for the full layout.

Supported exchanges

Coverage starts on the date shown and runs to the latest closed hour, except for exchanges no longer collected, which show an end date. Known missing hours are listed on Known Gaps & Corrections; per-dataset coverage lives on the dataset pages.

In development: Coinbase, Bitmart.