Full-depth historical crypto tick data for research desks
The same lossless capture that powers EdgeDepth replay — trades, L2 depth, liquidations, open interest and funding for 660+ Binance USDT-M perpetuals — delivered as tick-timestamped parquet.
Replay-grade data, desk-shaped.
If it renders in the terminal, it exists in the capture: every trade, every book delta at full depth, every liquidation print, OI and funding — nothing sampled, nothing aggregated away. The same record that makes archived events bit-exact.
We scope deliveries per desk: pairs, window, datasets, cadence. Tell us your use case and we'll come back with samples and terms.
Include pairs, date range and datasets. Typical first response within two business days.
Big moves, free to download.
For selected major events we publish the raw capture behind the replay — trades, full-depth book deltas, liquidations — as tick-timestamped parquet, free. Download it, backtest it, teach with it, verify it against the terminal tick for tick.
Each bundle links its archived event, so you can watch the same ticks you're holding. New drops are announced on X. For research or educational use.