Historical Tick Archive
CART
Class
Venue
Base
All daily files · 1 per day
Filters
Class
Venue
Base
WHAT YOU'LL RECEIVE

Tick-level recordings, not bars. Full L2 depth with snapshot + incremental updates, top-of-book, public trades, funding, mark and index prices — every message type from the live feed, captured as it happened. One file per instrument per day, zstd-compressed, line-delimited; the first line carries the instrument's master data so each file is self-contained. Every event chained via prev_event_id / event_id for gap-free book reconstruction, with nanosecond timestamps from both the exchange and our ingest. One normalized schema across every venue — and identical to our real-time feed, so backtests map 1:1 to production.

1 per day · invoice on checkout
Field reference (PDF)
Pick an instrument on the left.
Need the same data live? Real-time feed is available over WebSocket or Unix domain socket, JSON or SBE encoded.