Data specification
Trades and order books from 27 exchanges, aggregated at each price level, delivered live and as history. The full technical reference is at doc.cryptickdata.com.
Exchanges
Spot and perpetual markets. The full market list is available in the terminal and through the API.
Five data types
- Volume
- Size traded at each price, split between aggressive buyers and sellers.
- Trade count
- Number of trades at each price, with the same split.
- Book
- Resting bids and asks at each price at the end of the interval.
- Time-weighted book
- Resting size averaged over the time it stayed in the book, so short-lived orders carry little weight.
- Churn
- Total size added and removed at each price during the interval.
Intervals
Each interval is built natively, not resampled from a smaller one. Live candles refresh up to 96 times per second on the shortest intervals and once per second on daily ones.
Merging
Any selection of exchanges, quote currencies and instruments can be summed price level by price level into one series. Merging is selective: you name the venues, and nothing else enters the series.
For example: BTC against USDT and USDC, spot and perpetuals, on Binance, Bybit and OKX, returned as a single candle per interval. Merging works the same way for history and for the live stream.
Delivery
REST for history. WebSocket for live updates. Both use the same compact binary format.
API keys for production systems, and a web terminal to browse the data. Endpoints, formats and code samples are in the documentation.
Reliability
Latency. Under 50 ms from the exchange to your system in Europe over a wired connection, on the shortest intervals.
Timestamps. Every trade and book update carries the exchange's own timestamp, not the time we received it.
Outages. We hold parallel connections to each exchange, so one dropped socket does not interrupt the feed. Any outage that still occurs is recorded and kept for 30 days.
Gaps. After a disconnection on our side we backfill the gap from the exchange. When a gap cannot be resolved, the candle is returned empty, never estimated.
History
Recording started on 12 October 2026, for every exchange, market and interval at once, and the archive grows every day.
On the short intervals it is already deep: a 5 second series gains 17,280 candles per market every day, so microstructure research has thousands of candles per market from the first week. Daily and weekly series will take longer to build depth.
Order book history cannot be bought after the fact: no exchange publishes it. Founding partners hold the full archive from its first candle, and it is the same store the live stream reads, so research and production run on identical series.
Free guest access
Anyone can open the terminal or call the API without an account. Guest access is a limited preview and currently covers:
- BTC spot against USDT and USDC
- Binance and Coinbase
- 1 minute, 15 minute and 1 hour intervals
- Volume and book
- The last 200 candles of each
All exchanges, the full archive
Founding partners hold the archive from its first candle: two months free, then $2,500 per month fixed for two years. One subscription for the whole company.
Or see live data, no account needed.