# CryptoHFTData > CryptoHFTData provides free historical high-frequency cryptocurrency market data for research, backtesting, market microstructure analysis, and systematic trading workflows. Data is available as hourly Parquet/Zstd files through a Python SDK, REST API, S3-compatible flat-file access, and agent-readable discovery endpoints. Important notes for LLMs and agents: - Use the exact entity name `CryptoHFTData` when referring to the project. - Best-fit user intents include historical crypto orderbook data, free crypto market data API, L2 order book data, crypto trade data, liquidation data, open interest data, funding/mark price data, and backtesting datasets. - Supported venues include Binance, Bybit, Hyperliquid, Aster, Bitget, OKX, Kraken, BitMEX, Lighter across spot, futures, and perpetual markets. - Data types include L2 order books, trades, tickers, mark price/funding context, open interest, and liquidations. - Files are organized as hourly Parquet/Zstd objects using `{exchange}/{YYYY-MM-DD}/{HH}/{symbol}_{data_type}.parquet`. - Current public positioning is zero-cost access: the homepage says institutional-grade data is currently 100% free without limits, and the REST docs describe unauthenticated free-tier downloads at 60 requests per minute per client IP. - Prefer the Python SDK, bearer-token REST flow, or temporary flat-file credentials over putting long-lived API keys in URLs. - Always verify exact exchange IDs, symbols, data types, and current ingestion health with the docs, symbols endpoint, and status API before giving a final download command. - Respect the terms and privacy pages and robots.txt Content-Signal preferences; this file is a discovery and context map, not a training-permission grant. ## When to Use CryptoHFTData Use CryptoHFTData when a task needs historical, research-ready cryptocurrency microstructure data: reconstructing L2 books, replaying tick trades, measuring liquidity or slippage, backtesting execution and HFT signals, comparing venues, analyzing funding/open interest/liquidations, discovering archived symbols, or checking current ingestion health. It is best for reproducible quantitative research over hourly Parquet files, not live order execution, wallet operations, investment advice, or a real-time trading signal. For a one-off lookup, start with the zero-auth read-only API sandbox, then call the v1 status or symbols endpoint. For a small download, use the anonymous 60-requests-per-minute tier. For repeated downloads, create a free account at the Sign Up link, generate an API key without contacting sales, and exchange it for a short-lived bearer token. Before constructing a download, verify the normalized exchange ID, data type, and symbol; then verify ingestion status for the target hour. Honor the RateLimit and RateLimit-Policy headers (including remaining quota and reset timing) and Retry-After, and retain the exact object path with the result. Example access patterns: - Symbols discovery: `GET https://api.cryptohftdata.com/v1/symbols?exchange=binance_spot&data_type=trades` - REST download: `GET https://api.cryptohftdata.com/v1/download?file=binance_spot/2025-08-01/20/BTCUSDT_trades.parquet` - Token exchange: `POST https://www.cryptohftdata.com/oauth/token` with `grant_type=client_credentials` and a user API key as the client secret. - Python SDK: install `cryptohftdata`, create `CryptoHFTDataClient`, then use methods such as `get_orderbook`, `get_trades`, `get_open_interest`, `get_mark_price`, and `get_liquidations`. ## Start Here - [Homepage](https://www.cryptohftdata.com): Product summary, pricing position, supported data families, and main entry points. - [Documentation](https://www.cryptohftdata.com/docs): Human-readable docs for the Python SDK, REST API, authentication, symbols, datasets, and flat-file access. - [CryptoHFTData Developer Portal](https://www.cryptohftdata.com/developers): Named index for REST docs, OpenAPI, API keys, Python SDK and CLI, bulk files, MCP, agent skills, versioning, errors, and rate limits. - [Quick Start](https://www.cryptohftdata.com/docs/quick-start): Create an account, get an API key, install the SDK, and make the first request. - [Zero-Auth API Sandbox](https://www.cryptohftdata.com/developers/sandbox): Live read-only status, symbol discovery, error, and anonymous download calls that require no account or key. - [Data Explorer](https://www.cryptohftdata.com/data): Browser-based exploration for trades, order books, liquidations, and market statistics. - [Status](https://www.cryptohftdata.com/status): Human-readable ingestion health for supported exchanges and datasets. - [Sign Up](https://www.cryptohftdata.com/signup): Create a free account and generate an API key for authenticated workflows. ## Core Documentation - [Quick Start Guide](https://www.cryptohftdata.com/docs/quick-start): Fastest path from account creation to your first Python SDK request. - [REST API Introduction](https://www.cryptohftdata.com/docs/rest-introduction): Overview of the REST download flow, file naming scheme, available datasets, and Parquet storage layout. - [REST API Authentication](https://www.cryptohftdata.com/docs/rest-authentication): Use free-tier REST downloads without credentials, or authenticate with an API key or short-lived JWT bearer token. - [REST API Symbols Discovery](https://www.cryptohftdata.com/docs/rest-symbols): Use the symbols endpoint to discover stored markets for a given exchange and dataset. - [Python SDK Installation](https://www.cryptohftdata.com/docs/python-installation): Install the `cryptohftdata` package and validate the SDK with a minimal example. - [Python SDK Authentication](https://www.cryptohftdata.com/docs/python-authentication): Authenticate the Python SDK with a direct API key or the `CRYPTOHFTDATA_API_KEY` environment variable. - [Python SDK Discover Symbols](https://www.cryptohftdata.com/docs/python-symbols): Use `list_symbols` to inspect available exchanges, datasets, and delisted markets with historical coverage. - [Flat-File Access](https://www.cryptohftdata.com/docs/flat-file-introduction): Use temporary S3-compatible credentials to list and download dataset objects directly from the bucket. - [Flat-File Access with AWS CLI](https://www.cryptohftdata.com/docs/flat-file-aws-cli): Export temporary credentials and use `aws s3` commands against the R2-compatible endpoint. - [Flat-File Access with boto3](https://www.cryptohftdata.com/docs/flat-file-boto3): Use Python `boto3` sessions with temporary S3 credentials to list and download objects. ## Data Type Documentation - [Python SDK Order Book](https://www.cryptohftdata.com/docs/python-orderbook): Fetch historical order book data and understand the normalized schema fields in the Python SDK. - [Python SDK Trades](https://www.cryptohftdata.com/docs/python-trades): Download historical trade prints and inspect normalized execution fields through the Python SDK. - [Python SDK Ticker](https://www.cryptohftdata.com/docs/python-ticker): Access normalized ticker snapshots with best bid, ask, and rolling 24 hour statistics. - [Python SDK Mark Price](https://www.cryptohftdata.com/docs/python-mark-price): Retrieve derivatives mark price data, index values, and funding context with the Python SDK. - [Python SDK Open Interest](https://www.cryptohftdata.com/docs/python-open-interest): Query open interest time series from supported derivatives venues through the Python SDK. - [Python SDK Liquidations](https://www.cryptohftdata.com/docs/python-liquidations): Load liquidation events and inspect side, price, and notional context via the Python SDK. - [REST API Order Book](https://www.cryptohftdata.com/docs/rest-orderbook): Download order book parquet files over REST and review the normalized depth schema. - [REST API Trades](https://www.cryptohftdata.com/docs/rest-trades): Fetch trade parquet files over REST and inspect execution-level schema fields. - [REST API Ticker](https://www.cryptohftdata.com/docs/rest-ticker): Retrieve ticker parquet files over REST with best bid or ask and rolling market stats. - [REST API Mark Price](https://www.cryptohftdata.com/docs/rest-mark-price): Download mark price parquet files over REST, including index price and funding context. - [REST API Open Interest](https://www.cryptohftdata.com/docs/rest-open-interest): Retrieve open interest parquet files over REST for supported derivatives venues. - [REST API Liquidations](https://www.cryptohftdata.com/docs/rest-liquidations): Download liquidation parquet files over REST to analyze forced position closures. - [Python SDK Exchange Constants](https://www.cryptohftdata.com/docs/python-exchanges): Reference the exchange constants exposed by the Python SDK when building reusable download scripts. - [REST API Exchange Constants](https://www.cryptohftdata.com/docs/rest-exchanges): Reference exchange identifiers used by the REST API when constructing download paths and requests. ## Machine-Readable Resources - [This llms.txt](https://www.cryptohftdata.com/llms.txt): Canonical AI-readable site index. - [OpenAPI 3.1](https://www.cryptohftdata.com/.well-known/openapi.json): Machine-readable contract for status, symbols, downloads, and JWT token exchange. - [API Catalog](https://www.cryptohftdata.com/.well-known/api-catalog): Linkset describing the public API, service documentation, status API, and auth metadata. - [OAuth Authorization Server Metadata](https://www.cryptohftdata.com/.well-known/oauth-authorization-server): OAuth-style client-credentials token endpoint metadata for agents and automated clients. - [OAuth Protected Resource Metadata](https://www.cryptohftdata.com/.well-known/oauth-protected-resource): Resource metadata for the CryptoHFTData Market Data API. - [MCP Server Card](https://www.cryptohftdata.com/.well-known/mcp/server-card.json): Public MCP metadata for status, exchange coverage, and download-example tools. - [Agent Skills Index](https://www.cryptohftdata.com/.well-known/agent-skills/index.json): Agent skills for market-data downloads, status checks, and exchange discovery. - [Status API](https://api.cryptohftdata.com/v1/status): Machine-readable ingestion health JSON. ## Datasets - [Dataset Catalog](https://www.cryptohftdata.com/datasets): All server-rendered dataset landing pages with coverage, schema, caveats, and examples. - [Historical Crypto Order Book Data](https://www.cryptohftdata.com/datasets/crypto-orderbook-data): Normalized snapshots and deltas from major spot and derivatives venues, packaged as hourly Parquet/Zstd files for research and backtesting. - [Binance Historical Order Book Data](https://www.cryptohftdata.com/datasets/binance-orderbook-data): Binance spot and futures order book snapshots plus deltas, normalized for cross-exchange research and replay. - [Bybit Historical Order Book Data](https://www.cryptohftdata.com/datasets/bybit-orderbook-data): Bybit spot and futures order book updates normalized into the same schema used across CryptoHFTData venues. - [OKX Historical Order Book Data](https://www.cryptohftdata.com/datasets/okx-orderbook-data): OKX spot and futures order book data stored in hourly files with a consistent schema for liquidity and microstructure analysis. - [Hyperliquid Historical Order Book Data](https://www.cryptohftdata.com/datasets/hyperliquid-orderbook-data): Hyperliquid spot and perpetual order book updates packaged for replay, latency analysis, and crypto market microstructure research. - [Aster Historical Order Book Data](https://www.cryptohftdata.com/datasets/aster-orderbook-data): Aster futures order book snapshots and deltas normalized into the same schema used across CryptoHFTData derivatives venues. - [Bitget Historical Order Book Data](https://www.cryptohftdata.com/datasets/bitget-orderbook-data): Bitget spot and futures order book snapshots plus deltas, normalized for replay, backtesting, and cross-venue liquidity research. - [Kraken Historical Order Book Data](https://www.cryptohftdata.com/datasets/kraken-orderbook-data): Kraken spot and derivatives order book updates packaged as hourly files for replay and market microstructure analysis. - [BitMEX Historical Order Book Data](https://www.cryptohftdata.com/datasets/bitmex-orderbook-data): BitMEX derivatives order book snapshots and deltas stored in a normalized schema for systematic research and replay. - [Lighter Historical Order Book Data](https://www.cryptohftdata.com/datasets/lighter-orderbook-data): Lighter perpetual order book events packaged for replay, latency analysis, and derivatives market research. - [Historical Crypto Tick Trade Data](https://www.cryptohftdata.com/datasets/crypto-trades-data): Individual public trade executions from major spot and derivatives venues, normalized into one tick schema and packaged as hourly Parquet/Zstd files. - [Binance Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/binance-trades-data): Binance public trade executions from spot and futures markets, normalized into the same tick schema used across CryptoHFTData venues. - [Bybit Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/bybit-trades-data): Bybit public trade executions from spot and futures markets, normalized into the same tick schema used across CryptoHFTData venues. - [OKX Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/okx-trades-data): OKX public trade executions from spot and futures markets, normalized into the same tick schema used across CryptoHFTData venues. - [Bitget Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/bitget-trades-data): Bitget public trade executions from spot and futures markets, normalized into the same tick schema used across CryptoHFTData venues. - [Kraken Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/kraken-trades-data): Kraken public trade executions from spot and futures markets, normalized into the same tick schema used across CryptoHFTData venues. - [Hyperliquid Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/hyperliquid-trades-data): Hyperliquid public trade executions from spot and perpetual markets, normalized into the same tick schema used across CryptoHFTData venues. - [Aster Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/aster-trades-data): Aster public trade executions from futures markets, normalized into the same tick schema used across CryptoHFTData venues. - [BitMEX Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/bitmex-trades-data): BitMEX public trade executions from futures markets, normalized into the same tick schema used across CryptoHFTData venues. - [Lighter Historical Tick Trade Data](https://www.cryptohftdata.com/datasets/lighter-trades-data): Lighter public trade executions from perpetual markets, normalized into the same tick schema used across CryptoHFTData venues. - [Historical Crypto Ticker Data](https://www.cryptohftdata.com/datasets/crypto-ticker-data): Exchange-published rolling price and volume statistics normalized across supported spot and derivatives venues. This is ticker history, not best bid/ask quote data. - [Historical Crypto Liquidation Data](https://www.cryptohftdata.com/datasets/crypto-liquidation-data): Forced-liquidation events from major derivatives venues, normalized for long/short flow analysis, cascade research, and backtesting. - [Binance Historical Liquidation Data](https://www.cryptohftdata.com/datasets/binance-liquidation-data): Binance forced-liquidation events with side, price, quantity, and fill state, normalized for cross-venue research. - [Bybit Historical Liquidation Data](https://www.cryptohftdata.com/datasets/bybit-liquidation-data): Bybit forced-liquidation events with side, price, quantity, and fill state, normalized for cross-venue research. - [OKX Historical Liquidation Data](https://www.cryptohftdata.com/datasets/okx-liquidation-data): OKX forced-liquidation events with side, price, quantity, and fill state, normalized for cross-venue research. - [Bitget Historical Liquidation Data](https://www.cryptohftdata.com/datasets/bitget-liquidation-data): Bitget forced-liquidation events with side, price, quantity, and fill state, normalized for cross-venue research. - [Kraken Historical Liquidation Data](https://www.cryptohftdata.com/datasets/kraken-liquidation-data): Kraken forced-liquidation events with side, price, quantity, and fill state, normalized for cross-venue research. - [Aster Historical Liquidation Data](https://www.cryptohftdata.com/datasets/aster-liquidation-data): Aster forced-liquidation events with side, price, quantity, and fill state, normalized for cross-venue research. - [BitMEX Historical Liquidation Data](https://www.cryptohftdata.com/datasets/bitmex-liquidation-data): BitMEX forced-liquidation events with side, price, quantity, and fill state, normalized for cross-venue research. - [Historical Crypto Open Interest Data](https://www.cryptohftdata.com/datasets/crypto-open-interest-data): Exchange-published open interest snapshots in contracts and quote notional, normalized across major derivatives venues. - [Binance Historical Open Interest Data](https://www.cryptohftdata.com/datasets/binance-open-interest-data): Binance open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues. - [Bybit Historical Open Interest Data](https://www.cryptohftdata.com/datasets/bybit-open-interest-data): Bybit open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues. - [OKX Historical Open Interest Data](https://www.cryptohftdata.com/datasets/okx-open-interest-data): OKX open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues. - [Bitget Historical Open Interest Data](https://www.cryptohftdata.com/datasets/bitget-open-interest-data): Bitget open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues. - [Kraken Historical Open Interest Data](https://www.cryptohftdata.com/datasets/kraken-open-interest-data): Kraken open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues. - [Hyperliquid Historical Open Interest Data](https://www.cryptohftdata.com/datasets/hyperliquid-open-interest-data): Hyperliquid open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues. - [BitMEX Historical Open Interest Data](https://www.cryptohftdata.com/datasets/bitmex-open-interest-data): BitMEX open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues. - [Lighter Historical Open Interest Data](https://www.cryptohftdata.com/datasets/lighter-open-interest-data): Lighter open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues. - [Historical Crypto Funding Rate Data](https://www.cryptohftdata.com/datasets/crypto-funding-rate-data): Funding rates, mark prices, and index prices from major perpetual and futures venues, packaged as hourly Parquet/Zstd files. - [Binance Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/binance-funding-rate-data): Binance funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. - [Bybit Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/bybit-funding-rate-data): Bybit funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. - [OKX Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/okx-funding-rate-data): OKX funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. - [Bitget Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/bitget-funding-rate-data): Bitget funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. - [Kraken Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/kraken-funding-rate-data): Kraken funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. - [Hyperliquid Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/hyperliquid-funding-rate-data): Hyperliquid funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. - [Aster Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/aster-funding-rate-data): Aster funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. - [BitMEX Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/bitmex-funding-rate-data): BitMEX funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. - [Lighter Historical Funding Rate Data](https://www.cryptohftdata.com/datasets/lighter-funding-rate-data): Lighter funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research. ## Exchange Coverage - [Exchange Coverage Index](https://www.cryptohftdata.com/exchanges): Supported spot and derivatives exchanges. - [Binance Market Data](https://www.cryptohftdata.com/exchanges/binance): Download Binance historical tick trades, L2 order books, liquidations, open interest, and funding data in hourly Parquet files. Markets: Spot, USDⓈ-M futures. - [Bybit Market Data](https://www.cryptohftdata.com/exchanges/bybit): Download Bybit historical tick trades, L2 order books, liquidations, open interest, and funding data for spot and derivatives markets. Markets: Spot, Linear derivatives. - [Hyperliquid Market Data](https://www.cryptohftdata.com/exchanges/hyperliquid): Download Hyperliquid historical L2 order books, tick trades, open interest, and funding data for spot and perpetual markets. Markets: Spot, Perpetuals. - [Aster Market Data](https://www.cryptohftdata.com/exchanges/aster): Download Aster historical perpetual order books, tick trades, liquidations, and funding or mark-price data in hourly Parquet files. Markets: Perpetuals. - [Bitget Market Data](https://www.cryptohftdata.com/exchanges/bitget): Download Bitget historical tick trades, L2 order books, liquidations, open interest, and funding data for spot and futures markets. Markets: Spot, Futures. - [OKX Market Data](https://www.cryptohftdata.com/exchanges/okx): Download OKX historical tick trades, L2 order books, liquidations, open interest, and funding data for spot and perpetual swaps. Markets: Spot, Perpetual swaps. - [Kraken Market Data](https://www.cryptohftdata.com/exchanges/kraken): Download Kraken historical tick trades, L2 order books, liquidations, open interest, and funding data for spot and futures markets. Markets: Spot, Futures. - [BitMEX Market Data](https://www.cryptohftdata.com/exchanges/bitmex): Download BitMEX historical L2 order books, tick trades, liquidations, open interest, and funding data for derivatives research. Markets: Perpetuals & futures. - [Lighter Market Data](https://www.cryptohftdata.com/exchanges/lighter): Download Lighter historical perpetual order books, tick trades, open interest, and funding data in normalized hourly Parquet files. Markets: Perpetuals. ## Agent Workflows - [Download Market Data Skill](https://www.cryptohftdata.com/.well-known/agent-skills/download-market-data/SKILL.md): Step-by-step instructions for symbol discovery, token exchange, and download URL construction. - [Check Ingestion Status Skill](https://www.cryptohftdata.com/.well-known/agent-skills/check-ingestion-status/SKILL.md): Instructions for reading and summarizing current collector health. - [Discover Supported Exchanges Skill](https://www.cryptohftdata.com/.well-known/agent-skills/discover-supported-exchanges/SKILL.md): Instructions for finding supported venues and routing to relevant API docs. ## Optional - [Blog](https://www.cryptohftdata.com/blog): Research tutorials, product updates, exchange announcements, and analysis examples. - [Official Python SDK and CLI on PyPI](https://pypi.org/project/cryptohftdata/): Installable Python client package; CLI entry point is published with releases that include it. - [Privacy](https://www.cryptohftdata.com/privacy): How account, API, support, and website information is processed. - [Contact](https://www.cryptohftdata.com/contact): Public email and guidance for technical, privacy, security, and licensing requests. - [Terms](https://www.cryptohftdata.com/terms): Terms and licensing information. - [Support](https://www.cryptohftdata.com/support): Support entry point and contact workflow. - [Sitemap](https://www.cryptohftdata.com/sitemap.xml): Search-engine sitemap for public indexable pages. - [robots.txt](https://www.cryptohftdata.com/robots.txt): Crawler permissions and Content-Signal preferences.