Why Agents Need Structured Market Data
Agents can query 19 datasets across order flow, L1/L2 book data, derivatives, and market OHLCV — programmatically, without manual data wrangling.
What takes a quant hours of data pipeline work, an agent can do in seconds: fetch data, compute signals, evaluate strategies, and report findings.
Every dataset is immutable and exchange-timestamped. Agents get clean, bias-free data without worrying about survivorship or look-ahead issues.
How Aperiodic is Built for Agents
pip install aperiodic — one-line access to every dataset. Agents can fetch DataFrames directly without parsing raw API responses.
View on PyPI →Concise summary at /llms.txt, comprehensive reference at /llms-full.txt — agents get exactly the depth they need.
Read llms-full.txt →Full OpenAPI 3.0 spec for tool-use integration. Agents can auto-generate API calls from the spec without custom code.
View OpenAPI spec →Google A2A-compliant agent discovery at /.well-known/agent.json — capabilities, auth, and skills declared for agent-to-agent orchestration.
View agent card →Standard ai-plugin.json at /.well-known/ai-plugin.json for ChatGPT-style plugin discovery and authentication.
View manifest →Agent Workflow Examples
An agent fetches OHLCV, funding rates, and order flow data to produce a daily market report. It identifies unusual flow toxicity spikes, extreme funding regimes, and OI divergences — then summarizes findings for a human analyst.
An agent constructs cross-sectional factors from microstructure data: flow imbalance, funding carry, spread, and volatility factors. It computes information coefficients and long-short portfolio returns to evaluate which signals have predictive power.
Quick Start
Point your agent to these resources:
pip install aperiodicX-API-KEY: YOUR_KEYGet an API key and start querying 19 datasets in minutes.