Crypto Lake provides historical crypto order book data in high detail: tick trades, 1 minute ohlcv candles, open interest and funding rates. We cover 10 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!
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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.
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