Crypto Market Data Engine

Historical tick-by-tick datasets and real-time collection infrastructure for crypto venues. Built around regional collectors, daily compaction, quality reports, and a self-serve API surface.

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Supported and planned exchange coverage

Key Features

Unified Exchange API

A single schema for trades, L2 books, funding, liquidations, options summaries, and venue metadata as coverage expands.

Regional Collectors

Collectors run close to exchange infrastructure, with Frankfurt coverage for Bitstamp and Tokyo coverage for current APAC venues.

Daily Compaction

Raw collector batches are designed to roll into daily Parquet partitions with validation reports and gap checks.

Quality Reports

Every published partition should carry counts, timestamps, continuity checks, and collector-level provenance.

Replay-Ready Layout

Data is partitioned for backtests, local replay, and reproducible research instead of one-off CSV exports.

Self-Serve Access

The roadmap includes sandbox keys, signed downloads, usage limits, and billing integrated into the customer dashboard.

Developer Interface

The product API is designed around daily partitions, typed schemas, local caching, and deterministic replay. Public packages still need release hardening.

main.py
from deeptick import Client

client = Client("https://deeptick.lacertalabs.xyz", api_key="dtk_your_key")
trades = client.load("bitstamp", "trades", "btcusd", date="2026-05-01")
print(trades.head())
Parquet

Dataset Explorer

Typed examples for the schemas DeepTick is designed to publish as compacted daily files.

#exchangesymboltimestamplocal_timestampis_snapshotsidepriceamountsequence
1deribitBTC-PERPETUAL17794512002060001779451200253274falseask10396.00.4511823901
2deribitBTC-PERPETUAL17794512002800001779451200310441falsebid10395.51.2011823902
3deribitBTC-PERPETUAL17794512148010001779451214817631falseask10398.02.0011823903
4deribitBTC-PERPETUAL17794512148090001779451214817632falsebid10397.50.8511823904
5deribitBTC-PERPETUAL17794512154110001779451215414125falseask10399.01.1011823905
6deribitBTC-PERPETUAL17794512161200001779451216124012falsebid10398.53.4411823906
7deribitBTC-PERPETUAL17794512173500001779451217355198falseask10400.00.9511823907
8deribitBTC-PERPETUAL17794512189800001779451218982443falsebid10399.01.5011823908
9deribitBTC-PERPETUAL17794512190100001779451219012984falseask10400.52.8511823909
10deribitBTC-PERPETUAL17794512204500001779451220453982falsebid10400.00.6011823910

Free Historical Data

The product direction is a public sample layer: first-day-of-month files with the same schemas as paid data. That gives users enough data to test parsers and backtests before buying a plan.

Pricing

Sandbox

$0

  • Free historical data (first day of each month)
  • All 10 historical schemas included
  • REST & WebSocket API access
  • High speed downloads up to rate limits
  • Perfect for prototyping & parsing validation
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Developer

$599/mo

  • Full access to all historical dates
  • All supported crypto exchanges
  • L2 incremental order books & trades
  • 10 concurrent download threads
  • Standard API rate limits
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Quant

$1099/mo

  • Everything in Developer tier
  • Full L3 order book logs
  • Real-time Options & Greeks
  • 50 concurrent download threads
  • High-throughput API rate limits
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Enterprise

Custom pricing

  • Dedicated high-speed API gateway
  • Direct S3-to-S3 bucket replication
  • Custom historical backfill generation
  • SLA-backed 24/7 priority support
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