Crypto markets.
Completed.
Terabytes of tick-level order book data.
Normalized. Parquet format. Zero cost.
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import cryptohftdata as chd # Initialize the CryptoHFTData clientclient = chd.CryptoHFTDataClient(api_key="your-api-key-here") # Load full Binance Futures order book historyorderbook_df = client.get_orderbook( symbol="ETHUSDT", exchange=chd.exchanges.BINANCE_FUTURES, start_date="2025-07-16", end_date="2025-07-16") # Inspect the resultsprint(f"Updates captured: {len(orderbook_df):,}")print(orderbook_df.head())
Massive Coverage
Unified schema across 8 major spot and derivatives venues.
1.4 TBDaily Ingestion
Full Depth
Tick-level L2 snapshots and delta updates. Rebuild the book exactly as it happened.
Trades & Rates
Every fill, funding rate, and liquidation event. Normalized for easy analysis.
Python Native
Pandas and Polars ready. Just pip install.
Pro Grade. Public Access.
Institutional quality data without the institutional price tag.
Order Book Depth
Full L2 (Ticks)
Competitors: Snapshot Only
Update Frequency
Hourly
Competitors: Daily/Weekly
File Format
Parquet
Competitors: CSV/JSON
History Start
July 2025
Full tick history available
Cost
$0.00
Competitors: $1,000+/mo