We offer all new subscribers a 20% discount for the next 6 months.
Access token and quickstart instructions will be e-mailed to you immediately after payment.
- Competing products are ~$500–$1500/mo
- Request the data you need
— and we get them for you
Purchasing professional data pays off
Mid to high-frequency strategies on high-frequency data provide higher returns and Sharpe ratios compared to strategies on candles or longer time-frames.
We know of no free order book data source, as the volume of data is expensive to gather and store.
α Tick trades and order book data contain information about significant, but brief market inefficiencies. Simply put, they contain much more alpha than candles.
Our detailed data make more precise backtests. This helps to avoid issues with completely different live trading results.
We offer jupyter notebook analyses made by us and our community for you to learn from. Here’s one of the analyses as an example. Also serves as a great starting point for your research!
Many quants try to collect detailed data from exchanges themselves, but that takes about 50+ hours of programming and infrastructure work just to start, even when you build on top of open-source tools. Considering the cost of your time, servers and maintenance, gathering data yourself gets far more expensive than our market data.
You can try our small sample data set for free!
Let us know what you think and win a free subscription — Send feedback (~3 minutes).
Unsure if the service is right for you? Email us, we are happy to answer any questions within a few hours. You can also ask us for USDT payments (subject to processing fee) or made-to-measure B2B services.