DEEPTICK: High-Fidelity Crypto Market Data Engine

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

[ View All Supported Exchanges & Coverage → ]

BINANCECOINBASEOKXBYBITDERIBITKRAKENBITMEXBITFINEXHTXGATE.IOBITGETKUCOINBITSTAMPGEMINICRYPTO.COMUPBITPHEMEXDELTA EXCHANGEWOO XHYPERLIQUIDLIGHTERPACIFICABINANCECOINBASEOKXBYBITDERIBITKRAKENBITMEXBITFINEXHTXGATE.IOBITGETKUCOINBITSTAMPGEMINICRYPTO.COMUPBITPHEMEXDELTA EXCHANGEWOO XHYPERLIQUIDLIGHTERPACIFICA

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 first-of-month sandbox datasets 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 Calendar Days: Published sandbox datasets for the 1st of selected calendar months are public, 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]

main.py

# Install client: pip install deeptick
from deeptick import CachedClient

client = CachedClient(base_url="https://deeptick.dev", 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)