Downloadable CSV files, new exchanges & indie subscriptions

Downloadable CSV files

Downloadable CSV files are available via dedicated datasets API that provides incremental order book L2 delta updates, tick-by-tick trades, quotes and derivative tickers datasets in daily intervals split by exchange, data type and symbol.

Depending on preference, it may be quicker and more native to your tools to access the historical data this way in comparison to our HTTP API.

Both Node.js and Python clients have built-in functions to hassle free download whole date range of data in single call.

After receiving lots of feedback, we’ve decided to not provide order book snapshots with fixed depth as it does not work well for exchanges with small tick sizes and linear contracts. Instead we are planning to introduce Python client library support for order book reconstruction based on order book L2 delta updates provided in CSV which will allow building and storing snapshots with custom tick sizes, depth and time intervals — on-demand.

See documentation and samples

New exchanges

We’re also started collecting data for Bybit linear contracts, EMX an Delta exchange and soon we’ll enable historical data API access data for them.

Indie subscriptions plans

Indie subscriptions plans are specifically designed for indie quants, startups and small prop shops that are just getting started and offer heavily discounted pricing in comparison to standard business plans.

See details and pricing