Crypto Lake provides historical crypto order book data in high detail: tick trades, 1 minute ohlcv candles, open interest and funding rates. We cover 11 exchanges, all top 10 tokens and many altcoins. Our Python API is tuned for convenient quant and ML purposes and so offers high performance, caching and parallelization.

Crypto order book data: example

Convenient API for loading historical data is essential for successful quant analysis. How to load order book data from Binance?

We offer a hands-on example in Collab notebook 🕵️

Our offer

While practically all free crypto datasets don’t contain market depth data, we provide depth snapshots with 20 levels of order book data on each side. This is essential for precise backtests, execution simulation, (statistical) arbitrage strategies or market making. While most quants look at widely available trade candle data, we believe there is a lot more alpha left in more detailed data, depth data and tick data in general.

Boost your research with our 7 high-frequency data types covering 50+ tokens over several years. Join us!

Subscription

Market data

  • Subscribe now,
    start your research in 3 minutes.

Existing subscribers

  • Upgrade, pause or cancel
    your subscription any time.

Feedback from customers

I made over $200,000 with algos optimized on data from your $64 subscription.

Jan, thank you for the amazing support and fast reply, much appreciated!

Wow, if I'm ever in need of crypto data again I will not even look for other options.

Keep in touch

Interested in new features or our tips for Python quantitative analysis and machine learning? Follow us on twitter 🐦, where we publish news and quant analysis tips.

We have special offers for content creators – contact us! We will also be happy to receive any feedback at [enable javascript].