Comprehensive tick-level datasets
Download historical tick-level order book snapshots, incremental L2 updates, options chains,
trades, quotes, funding rates and liquidations
— updated daily.
1
exchange
symbol
timestamp
local_timestamp
is_snapshot
side
price
amount
2
deribit
BTC-PERPETUAL
1585699209920000
1585699209934201
false
ask
6443.5
38640
3
deribit
BTC-PERPETUAL
1585699209947000
1585699209957629
false
bid
6311.5
0
4
deribit
BTC-PERPETUAL
1585699209950000
1585699209963464
false
ask
6428
13210
5
deribit
BTC-PERPETUAL
1585699209967000
1585699209979152
false
bid
6311.5
750
6
deribit
BTC-PERPETUAL
1585699209970000
1585699209983585
false
bid
6327
16010
7
deribit
BTC-PERPETUAL
1585699209970000
1585699209983585
false
bid
6325
210530
8
deribit
BTC-PERPETUAL
1585699209972000
1585699209983691
false
bid
6351
810
9
deribit
BTC-PERPETUAL
1585699209972000
1585699209983691
false
bid
6352.5
18830
10
deribit
BTC-PERPETUAL
1585699209974000
1585699209983703
false
ask
6492
100
1
exchange
symbol
timestamp
local_timestamp
asks[0].price
asks[0].amount
bids[0].price
bids[0].amount
asks[1].price
asks[1].amount
bids[1].price
bids[1].amount
asks[2].price
asks[2].amount
bids[2].price
bids[2].amount
asks[3].price
asks[3].amount
bids[3].price
bids[3].amount
asks[4].price
asks[4].amount
bids[4].price
bids[4].amount
asks[5].price
asks[5].amount
bids[5].price
bids[5].amount
asks[6].price
asks[6].amount
bids[6].price
bids[6].amount
asks[7].price
asks[7].amount
bids[7].price
bids[7].amount
asks[8].price
asks[8].amount
bids[8].price
bids[8].amount
asks[9].price
asks[9].amount
bids[9].price
bids[9].amount
asks[10].price
asks[10].amount
bids[10].price
bids[10].amount
asks[11].price
asks[11].amount
bids[11].price
bids[11].amount
asks[12].price
asks[12].amount
bids[12].price
bids[12].amount
asks[13].price
asks[13].amount
bids[13].price
bids[13].amount
asks[14].price
asks[14].amount
bids[14].price
bids[14].amount
asks[15].price
asks[15].amount
bids[15].price
bids[15].amount
asks[16].price
asks[16].amount
bids[16].price
bids[16].amount
asks[17].price
asks[17].amount
bids[17].price
bids[17].amount
asks[18].price
asks[18].amount
bids[18].price
bids[18].amount
asks[19].price
asks[19].amount
bids[19].price
bids[19].amount
asks[20].price
asks[20].amount
bids[20].price
bids[20].amount
asks[21].price
asks[21].amount
bids[21].price
bids[21].amount
asks[22].price
asks[22].amount
bids[22].price
bids[22].amount
asks[23].price
asks[23].amount
bids[23].price
bids[23].amount
asks[24].price
asks[24].amount
bids[24].price
bids[24].amount
2
deribit
BTC-PERPETUAL
1599868800206000
1599868800253274
10396
48050
10395.5
18220
10396.5
22220
10395
16570
10397
100
10394.5
22630
10397.5
8360
10394
16670
10398
1500
10393.5
16570
10398.5
13210
10393
5600
10399.5
60070
10392.5
20500
10400
5100
10392
30
10400.5
5140
10391.5
75780
10401
13040
10391
12110
10401.5
2250
10390.5
280
10402
9150
10390
52680
10402.5
119390
10389.5
18240
10403
23070
10389
73010
10403.5
53930
10388.5
67500
10404
43590
10388
313140
10404.5
271050
10387.5
280
10405
73710
10387
9840
10405.5
32480
10386.5
104570
10406
41220
10386
269050
10406.5
20400
10385.5
21840
10407
45460
10385
79000
10407.5
69630
10384.5
220
10408
22230
10384
71440
10408.5
30840
10383.5
44740
3
deribit
BTC-PERPETUAL
1599868800280000
1599868800310441
10396
48050
10395.5
18220
10396.5
22220
10395
16570
10397
100
10394.5
22630
10397.5
8360
10394
16670
10398
1500
10393.5
16570
10398.5
13210
10393
5600
10399.5
60070
10392.5
20500
10400
5100
10392
30
10400.5
5140
10391.5
75780
10401
13040
10391
12110
10401.5
2250
10390.5
280
10402
9150
10390
52680
10402.5
119390
10389.5
18240
10403
23070
10389
73010
10403.5
53930
10388.5
67500
10404
43590
10388
313140
10404.5
271050
10387.5
280
10405
73710
10387
9850
10405.5
32480
10386.5
104570
10406
41220
10386
269050
10406.5
20400
10385.5
21840
10407
45460
10385
79000
10407.5
69630
10384.5
220
10408
22230
10384
71440
10408.5
30840
10383.5
44740
4
deribit
BTC-PERPETUAL
1599868814801000
1599868814817631
10398.5
20
10398
7400
10399
4890
10397.5
17680
10399.5
520
10396.5
17680
10400
1700
10396
30280
10400.5
3010
10395.5
44110
10401
40
10395
20080
10401.5
2570
10394.5
91410
10402
400
10394
97570
10402.5
50530
10393.5
27510
10403
9960
10393
3330
10403.5
54250
10392.5
200
10404
40
10392
20400
10404.5
10
10391.5
75650
10405
93470
10391
9580
10405.5
32540
10390.5
260040
10406
26130
10390
310
10406.5
9670
10389.5
21210
10407
1180
10389
87320
10407.5
89030
10388.5
61140
10408
54860
10388
283120
10408.5
42430
10387.5
10680
10409
260680
10387
11400
10409.5
19220
10386.5
92470
10410
94970
10386
49640
10410.5
50
10385.5
6420
5
deribit
BTC-PERPETUAL
1599868814809000
1599868814817632
10398.5
20
10398
7400
10399
4890
10397.5
17680
10399.5
520
10396.5
17680
10400
1700
10396
30280
10400.5
3010
10395.5
44110
10401
40
10395
20080
10401.5
2570
10394.5
91410
10402
400
10394
97570
10402.5
50530
10393.5
27510
10403
9960
10393
3330
10403.5
54900
10392.5
200
10404
40
10392
20400
10404.5
10
10391.5
75650
10405
93470
10391
9580
10405.5
32540
10390.5
260040
10406
26130
10390
310
10406.5
9670
10389.5
21210
10407
1180
10389
87320
10407.5
89030
10388.5
61140
10408
54860
10388
283120
10408.5
42430
10387.5
10680
10409
260680
10387
11400
10409.5
19220
10386.5
92470
10410
94970
10386
49640
10410.5
50
10385.5
6420
6
deribit
BTC-PERPETUAL
1599868815411000
1599868815414125
10399
4910
10398
25080
10399.5
20
10397.5
17680
10400
2200
10396.5
17680
10400.5
2910
10396
31780
10401
40
10395.5
44110
10401.5
570
10395
20050
10402
500
10394.5
91440
10402.5
52990
10394
98510
10403
3500
10393.5
26570
10403.5
45100
10393
3330
10404
9190
10392.5
470
10404.5
10
10392
18300
10405
70030
10391.5
85130
10405.5
60800
10391
8640
10406
26130
10390.5
260040
10406.5
9270
10390
22530
10407
240
10389.5
14030
10407.5
89970
10389
65120
10408
23640
10388.5
72380
10408.5
62090
10388
283120
10409
260680
10387.5
10280
10409.5
18150
10387
11400
10410
94970
10386.5
123630
10410.5
50
10386
8470
10411
28210
10385.5
6420
7
deribit
BTC-PERPETUAL
1599868815411000
1599868815419035
10399
4910
10398
25080
10399.5
20
10397.5
17680
10400
2200
10396.5
17680
10400.5
2910
10396
31780
10401
40
10395.5
44110
10401.5
570
10395
20050
10402
500
10394.5
91440
10402.5
52990
10394
98510
10403
3500
10393.5
26570
10403.5
45100
10393
3330
10404
9190
10392.5
470
10404.5
10
10392
18300
10405
70030
10391.5
85130
10405.5
60800
10391
8640
10406
26130
10390.5
260040
10406.5
17270
10390
22530
10407
240
10389.5
14030
10407.5
89970
10389
65120
10408
23640
10388.5
72380
10408.5
62090
10388
283120
10409
260680
10387.5
10280
10409.5
18150
10387
11400
10410
94970
10386.5
123630
10410.5
50
10386
8470
10411
28210
10385.5
6420
8
deribit
BTC-PERPETUAL
1599868907943000
1599868907946933
10398
4600
10397.5
73090
10399.5
10
10397
24630
10400
3300
10396.5
22770
10400.5
10270
10396
3130
10401
25390
10395.5
5000
10401.5
119790
10395
9060
10402
8510
10394.5
17910
10402.5
8180
10394
138990
10403
10000
10393.5
33080
10404
7960
10393
3020
10404.5
15130
10392.5
8130
10405
128930
10392
100920
10405.5
109560
10391.5
83330
10406
8610
10391
32220
10406.5
34890
10390.5
278270
10407
44440
10390
47980
10407.5
102620
10389.5
292240
10408
20660
10389
65100
10408.5
175160
10388.5
790
10409
7660
10388
55720
10409.5
308550
10387.5
31440
10410
138130
10387
3830
10410.5
15940
10386.5
109470
10411
2610
10386
31560
10411.5
3780
10385.5
3450
9
deribit
BTC-PERPETUAL
1599868907944000
1599868907953129
10398
4600
10397.5
73090
10399.5
10
10397
24630
10400
3300
10396.5
22770
10400.5
10270
10396
3130
10401
25390
10395.5
5000
10401.5
119790
10395
1060
10402
8510
10394.5
17910
10402.5
8180
10394
146990
10403
10000
10393.5
33080
10404
7960
10393
3020
10404.5
15130
10392.5
8130
10405
128930
10392
100920
10405.5
109560
10391.5
83330
10406
8610
10391
32220
10406.5
34890
10390.5
278270
10407
44440
10390
47980
10407.5
102620
10389.5
292240
10408
20660
10389
65100
10408.5
175160
10388.5
790
10409
7660
10388
55720
10409.5
308550
10387.5
31440
10410
138130
10387
3830
10410.5
15940
10386.5
109470
10411
2610
10386
31560
10411.5
3780
10385.5
3450
10
deribit
BTC-PERPETUAL
1599868907993000
1599868907997022
10398
4600
10397.5
73090
10399.5
2010
10397
24630
10400
3300
10396.5
22770
10400.5
8270
10396
3130
10401
25390
10395.5
5000
10401.5
119790
10395
1060
10402
8510
10394.5
17910
10402.5
8180
10394
146990
10403
10000
10393.5
33080
10404
7960
10393
3020
10404.5
15130
10392.5
8130
10405
128930
10392
100920
10405.5
109560
10391.5
83330
10406
8610
10391
32220
10406.5
34890
10390.5
278270
10407
44440
10390
47980
10407.5
102620
10389.5
292240
10408
20660
10389
65100
10408.5
175160
10388.5
790
10409
7660
10388
55720
10409.5
308550
10387.5
31440
10410
138130
10387
3830
10410.5
15940
10386.5
109470
10411
2610
10386
31560
10411.5
3780
10385.5
3450
1
exchange
symbol
timestamp
local_timestamp
id
side
price
amount
2
bitmex
XBTUSD
1585699202957000
1585699203089980
d202810a-ec78-...
buy
6425.5
12
3
bitmex
XBTUSD
1585699202980000
1585699203095276
619e1c6f-9828-...
sell
6425
150
4
bitmex
XBTUSD
1585699203002000
1585699203099299
75185680-f0e1-...
sell
6425
25
5
bitmex
XBTUSD
1585699203092000
1585699203122233
3c12b236-f234-...
buy
6425.5
1
6
bitmex
XBTUSD
1585699203092000
1585699203122233
b9b208d8-17b6-...
buy
6425.5
1
7
bitmex
XBTUSD
1585699203092000
1585699203122233
4377f2e3-ccd0-...
buy
6425.5
1
8
bitmex
XBTUSD
1585699203092000
1585699203122233
d16938ac-1b3b-...
buy
6425.5
1
9
bitmex
XBTUSD
1585699203092000
1585699203122233
402f687f-0649-...
buy
6425.5
1
10
bitmex
XBTUSD
1585699203092000
1585699203122233
2f85515a-44a2-...
buy
6425.5
1
1
exchange
symbol
type
strike_price
OI
last_price
bid_price
bid_amount
bid_iv
ask_price
ask_amount
ask_iv
mark_price
mark_iv
underlying_index
underlying_price
delta
gamma
vega
theta
rho
timestamp
local_timestamp
2
deribit
BTC-5JUL19-14000-C
call
14000
389.0
0.0005
0.0005
6.3
105.28
0.0020
10.5
129.72
0.00134828
121.47
SYN.BTC-5JUL19
10772.13
0.02781
0.00004
0.74977
-10.50887
0.03384
1561939198307000
1561939200413877
3
deribit
BTC-5JUL19-13500-P
put
13500
28.4
0.2200
0.0700
2.0
0
0.2900
0.1
256.84
0.25570690
122.21
SYN.BTC-5JUL19
10774.64
-0.94812
0.00007
1.24688
-17.58181
-1.53991
1561939200292000
1561939200413888
4
deribit
BTC-5JUL19-13500-C
call
13500
322.5
0.0020
0.0015
0.2
109.43
0.0030
40.5
124.29
0.00240270
119.05
SYN.BTC-5JUL19
10772.23
0.04694
0.00007
1.15090
-15.80887
0.05696
1561939197292000
1561939200413897
5
deribit
BTC-5JUL19-13000-P
put
13000
36.5
0.1880
0.1785
3.0
0
0.2240
3.0
173.45
0.21010638
111.85
SYN.BTC-5JUL19
10774.64
-0.93052
0.00010
1.56735
-20.22799
-1.45906
1561939200294000
1561939200413902
6
deribit
BTC-5JUL19-13000-C
call
13000
301.9
0.0080
0.0020
2.0
99.45
0.0040
6.0
114.80
0.00323175
109.39
SYN.BTC-5JUL19
10772.90
0.06464
0.00010
1.48195
-18.70574
0.07857
1561939195737000
1561939200413908
7
deribit
BTC-5JUL19-12500-P
put
12500
95.2
0.1700
0.1620
6.0
78.46
0.1700
9.0
122.34
0.16549853
101.31
SYN.BTC-5JUL19
10771.43
-0.90200
0.00015
2.02948
-23.72438
-1.36494
1561939196911000
1561939200413915
8
deribit
BTC-5JUL19-12500-C
call
12500
183.6
0.0075
0.0030
34.6
90.14
0.0065
10.5
109.29
0.00500409
101.92
SYN.BTC-5JUL19
10772.90
0.09966
0.00015
2.05488
-24.16447
0.12106
1561939195368000
1561939200413922
9
deribit
BTC-5JUL19-12000-P
put
12000
83.3
0.1280
0.1205
6.0
87.41
0.1280
3.0
114.13
0.12409339
100.62
SYN.BTC-5JUL19
10771.43
-0.82391
0.00022
3.03735
-35.26373
-1.21214
1561939197016000
1561939200413934
10
deribit
BTC-5JUL19-12000-C
call
12000
195.6
0.0100
0.0080
0.5
93.44
0.0115
10.5
105.95
0.01003121
100.88
SYN.BTC-5JUL19
10774.64
0.17750
0.00022
3.05358
-35.54484
0.21422
1561939200351000
1561939200413941
1
exchange
symbol
timestamp
local_timestamp
ask_amount
ask_price
bid_price
bid_amount
2
huobi-dm-swap
BTC-USD
1585699201147000
1585699201270777
86
6423
6422.9
112
3
huobi-dm-swap
BTC-USD
1585699201175000
1585699201292111
86
6423
6422.9
114
4
huobi-dm-swap
BTC-USD
1585699201257000
1585699201373479
84
6423
6422.9
219
5
huobi-dm-swap
BTC-USD
1585699201279000
1585699201495667
64
6423
6422.9
219
6
huobi-dm-swap
BTC-USD
1585699201295000
1585699201495715
64
6423
6422.9
229
7
huobi-dm-swap
BTC-USD
1585699201447000
1585699201564788
2
6423
6422.9
229
8
huobi-dm-swap
BTC-USD
1585699201556000
1585699201677770
64
6423
6422.9
229
9
huobi-dm-swap
BTC-USD
1585699201668000
1585699201784213
64
6423
6422.9
235
10
huobi-dm-swap
BTC-USD
1585699201747000
1585699201865051
2
6423
6422.9
235
1
exchange
symbol
funding_rate
predicted_funding_rate
open_interest
last_price
index_price
mark_price
funding_timestamp
timestamp
local_timestamp
2
bitmex
ETHUSD
0.0001
0.001654
45921455
133.25
133.14
133.15
1585713600000000
1585699199651000
1585699202577291
3
bitmex
ETHUSD
0.0001
0.001654
45921455
133.25
133.12
133.13
1585699200000000
1585699204834359
1585699202579291
4
bitmex
ETHUSD
0.0001
0.001654
45921455
133.30
133.12
133.13
1585713600000000
1585699202925000
1585699205076090
5
bitmex
ETHUSD
0.0001
0.001654
45883853
133.30
133.12
133.13
1585713600000000
1585699202925000
1585699205090339
6
bitmex
ETHUSD
0.0001
0.001654
45883853
133.25
133.12
133.13
1585713600000000
1585699203465000
1585699205274555
7
bitmex
ETHUSD
0.0001
0.001654
45883853
133.15
133.12
133.13
1585713600000000
1585699204439000
1585699205951209
8
bitmex
ETHUSD
0.0001
0.001654
45883853
133.15
133.09
133.10
1585713600000000
1585699205000000
1585699206389317
9
bitmex
ETHUSD
0.0001
0.001654
45883853
133.20
133.09
133.10
1585713600000000
1585699207279000
1585699207490211
10
bitmex
ETHUSD
0.0001
0.001654
45867677
133.20
133.09
133.10
1585713600000000
1585699207279000
1585699208084951
1
exchange
symbol
timestamp
local_timestamp
id
side
price
amount
2
binance-futures
BTCUSDT
1632009737493000
1632009737505152
sell
48283.81
0.01
3
binance-futures
BTCUSDT
1632009802385000
1632009802398690
buy
48339.11
0.132
4
binance-futures
BTCUSDT
1632009870475000
1632009870485139
buy
48337.02
0.004
5
binance-futures
BTCUSDT
1632009889760000
1632009889784144
buy
48346.54
0.002
6
binance-futures
BTCUSDT
1632009891282000
1632009891296156
buy
48350.34
0.032
7
binance-futures
BTCUSDT
1632009892636000
1632009892646433
buy
48355.68
0.001
8
binance-futures
BTCUSDT
1632009970533000
1632009970544039
buy
48290.57
0.042
9
binance-futures
BTCUSDT
1632010836285000
1632010836297995
sell
48186.15
0.036
10
binance-futures
BTCUSDT
1632010899415000
1632010899428203
sell
48150.64
0.265
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