DEEPTICK: Tick-Level Crypto Market Data
Historical tick-by-tick data and real-time streams for selected crypto venues, with coverage expanding exchange by exchange. Unified schemas for trades, order books, derivatives, and options fields where supported.
[Explore Datasets] [View Pricing]
Supported Exchanges
KEY FEATURES
Unified Hosted API
Access current and planned exchange coverage through a single REST and WebSocket surface. One schema, less mapping logic.
L2 + L3 Order Books
L2 deltas, snapshots, and L3-capable schemas where the venue feed supports them. Coverage is published per exchange and data type.
Unified Market Coverage
Historical and real-time feeds covering Spot, Perpetual Futures, Calendar Futures, and Options. Access all instrument types unified under a standardized data model.
Gapless Historical Coverage
Daily validation checks counts, timestamps, sequence fields, and collector provenance. Redundant capture can patch gaps where available; remaining gaps are surfaced in quality reports.
Optimized Storage
All data is stored as optimized ZStandard-compressed Parquet files — up to 12x smaller than CSV — with microsecond timestamps and fully typed Arrow schemas.
Market Data Replay
Tick-by-tick replay of historical market data streams. Reconstruct any trading session with exact order book state, trade sequence, and timing.
Parquet & CSV Downloads
Download published datasets as Parquet or CSV files directly from the API or web interface. Column pruning, date filtering, and batch download scripts included.
Native Developer SDKs
Integrate seamlessly using optimized, native clients for Python, TypeScript, and Rust. Simple APIs with built-in cache management, local Parquet storage, and robust connection logic.
Microsecond Precision
Capture and query tick events with microsecond precision, matching exact exchange arrival sequences to eliminate backtest latency deviations.
DATASETS
We are publishing standardized schemas optimized for fast queries and minimal memory footprints. Current collector work focuses on trades, L2 deltas, BBO, funding, open interest, and liquidation feeds where the venue provides them; options and deeper derived snapshots remain coverage-dependent.
Comprehensive Tick-Level Datasets
| # | exchange | symbol | timestamp | local_timestamp | is_snapshot | side | price | amount | sequence |
|---|---|---|---|---|---|---|---|---|---|
| 1 | deribit | ETH-PERPETUAL | 1779451200206000 | 1779451200253274 | false | ask | 3120.45 | 12.45 | 11823901 |
| 2 | deribit | ETH-PERPETUAL | 1779451200280000 | 1779451200310441 | false | bid | 3120.40 | 8.19 | 11823902 |
| 3 | deribit | ETH-PERPETUAL | 1779451214801000 | 1779451214817631 | false | ask | 3120.50 | 22.50 | 11823903 |
| 4 | deribit | ETH-PERPETUAL | 1779451214809000 | 1779451214817632 | false | bid | 3120.45 | 4.85 | 11823904 |
| 5 | deribit | ETH-PERPETUAL | 1779451215411000 | 1779451215414125 | false | ask | 3120.60 | 15.00 | 11823905 |
| 6 | deribit | ETH-PERPETUAL | 1779451216120000 | 1779451216124012 | false | bid | 3120.55 | 34.44 | 11823906 |
| 7 | deribit | ETH-PERPETUAL | 1779451217350000 | 1779451217355198 | false | ask | 3120.70 | 9.50 | 11823907 |
| 8 | deribit | ETH-PERPETUAL | 1779451218980000 | 1779451218982443 | false | bid | 3120.60 | 15.00 | 11823908 |
| 9 | deribit | ETH-PERPETUAL | 1779451219010000 | 1779451219012984 | false | ask | 3120.75 | 28.50 | 11823909 |
| 10 | deribit | ETH-PERPETUAL | 1779451220450000 | 1779451220453982 | false | bid | 3120.70 | 6.00 | 11823910 |
FREE HISTORICAL DATA
Democratizing access to high-fidelity order book data. Selected sandbox sample datasets, including first-of-month UTC dates, are free as they are published and validated. No credit cards or paid subscriptions are required. Register for a free Sandbox API key and point your client script to our endpoint.
- Free Sample Days: Published sandbox datasets include first-of-month UTC dates for selected months, with coverage expanding as backfills are validated.
- No Speed Caps: Free days are served at high download speeds up to rate limits, allowing you to thoroughly test strategy logic and schema parsing.
- Schema Parity: Free data uses the same published schemas as paid data for the same exchange and data type, including options fields where supported.
CLIENT SDK EXAMPLE
Language: [Python] [TypeScript] [Rust]
Feature: [Data Download] [Data Replay] [Live Streaming]
# Install client: pip install deeptick
from deeptick import CachedClient
client = CachedClient(base_url="https://deeptick.lacertalabs.xyz", api_key="dtk_your_key")
# Download/load historical tick data
trades = client.load_trades("binance_futures", "BTCUSDT", "2026-05-01", "2026-05-07")
print(trades.num_rows)PRICING
Sandbox
$0
- Free historical data (sample days)
- REST & WebSocket API access
- High speed downloads up to rate limits
- Perfect for prototyping & parsing validation
Developer
$999 / mo
- Full access to all historical dates
- All supported exchanges
- Trades, Book Ticker, Quotes, L2 orderbook up to 25 levels, Derivatives data, Liquidations, Options & Greeks
- Standard API rate limits
- 50 TB/month data transfer limit
Quant
$1999 / mo
- Full access to all historical dates
- All supported exchanges
- All supported historical schemas including full L2 orderbook depth & L3 orderbook
- 50 concurrent download threads
- High-throughput API rate limits
- 120 TB/month data transfer limit
HFT
$4999 / mo
- Full access to all historical dates
- All supported exchanges
- All supported historical schemas including full L2 orderbook depth & L3 orderbook
- 50 concurrent download threads
- High-throughput API rate limits
- 350 TB/month data transfer limit
CONTACT US
Have questions about custom backfills, enterprise deployments, or API integration? Send us a message or reach out via Telegram.
Direct Inquiries
Telegram: t.me/deeptickhq