Reference

Raw data

The raw data behind the metrics, as files per symbol and day. It is history only: there is no live feed of raw data. Coverage and fields per dataset are in the raw data catalog.

Raw data files

GET/api/v1/data/raw/{dataset}

Presigned download URLs for one raw dataset, one symbol and a date range. URLs are valid for one hour; request them again when they expire.

exchange_timestamp is the venue's own time. local_timestamp is when the event reached our capture machine.

Access: Prime + Raw and Institutional. Other plans get 403 with code: "raw_not_in_plan".

Datasets:

trades: Every trade printed on the venue, with its trade id, taker side, price and size. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), id (string), side (string), price (float64), amount (float64).
quotes: Top-of-book updates: best bid and best ask with their sizes, one row per change. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), bid_price (float64), bid_amount (float64), ask_price (float64), ask_amount (float64).
mark_price: The venue’s mark price, one row each time it changes. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), mark_price (float64).
index_price: The venue’s index price for the contract’s underlying, one row each time it changes. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), index_price (float64).
funding_rate: The current funding rate and the next funding time, one row each time either changes. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), funding_rate (float64), next_funding_timestamp (timestamp, nullable).

Parameters

Parameter	Values	Meaning
`dataset`path · required	`tradesquotesmark_priceindex_pricefunding_rate`	Raw dataset. Every dataset is served for every venue. Hyperliquid’s derivative feed carries no exchange time, so in its `mark_price`, `index_price`, and `funding_rate` files `exchange_timestamp` is modelled and an `exchange_timestamp_kind` column (`modelled`) follows it.
`exchange`query · required	`binance-futuresokx-perpshyperliquid-perps`	Source exchange.
`symbol`query · required	string	Trading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas
`start_date`query · required	date	First day of the range (YYYY-MM-DD, exchange-time UTC, inclusive). Prime + Raw and Institutional reach back to the first day we hold.
`end_date`query · required	date	Last day of the range (YYYY-MM-DD, inclusive). At most 366 days after start_date.

Responses

200 response

{
  "dataset": "trades",
  "exchange": "binance-futures",
  "symbol": "perpetual-BTC-USDT:USDT",
  "schema_version": 1,
  "expires_in": 3600,
  "files": [
    {
      "period": "2025-06",
      "url": "https://<account>.r2.cloudflarestorage.com/aperiodic-raw-trades/v1/trades/exchange=binance-futures/symbol=perpetual-BTC-USDT:USDT/year=2025/month=06/data.parquet?X-Amz-Expires=3600&...",
      "size": 361893330
    }
  ],
  "missing_periods": []
}

Status	Meaning
`200`	Download URLs for every file whose period overlaps the range: one file per calendar month before 2026-08-01, one per day from then on. Monthly files are whole months, so filter on `exchange_timestamp` after reading.
`400`	Bad request - missing or invalid parameters
`401`	Unauthorized - missing or invalid API key
`403`	Forbidden - the plan does not include raw data, or the range is longer than 366 days
`404`	Unknown raw dataset
`500`	Server error - the files could not be listed or signed

Try it

dataset*

exchange*

symbol*

Suggestions shown — any valid value accepted

start_date*

Suggestions shown — any valid value accepted

end_date*

Suggestions shown — any valid value accepted

Authentication

An API key is required to send requests.Sign up

GET/api/v1/data/raw/trades?exchange=binance-futures

Response will appear here

Raw data preview

GET/api/v1/data/raw/preview/{dataset}

The 2025-06 monthly trades file of the BTC perpetual on Binance and OKX (binance-futures: perpetual-BTC-USDT:USDT, okx-perps: perpetual-BTC-USDT:USDT), for any API key including DEMO-KEY. Only trades has a preview. Same response as /data/raw/{dataset}.

Parameters

Parameter	Values	Meaning
`dataset`path · required	`trades`	Raw dataset. Only `trades` has a preview.
`exchange`query · required	`binance-futuresokx-perps`	Source exchange.
`symbol`query · required	string	Trading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas
`download`query	boolean	Redirect to the preview file itself instead of listing it, so `curl -fL -o NAME` saves the Parquet in one request.

Responses

200 response

{
  "dataset": "trades",
  "exchange": "binance-futures",
  "symbol": "perpetual-BTC-USDT:USDT",
  "schema_version": 1,
  "expires_in": 3600,
  "files": [
    {
      "period": "2025-06",
      "url": "https://<account>.r2.cloudflarestorage.com/aperiodic-raw-trades/v1/trades/exchange=binance-futures/symbol=perpetual-BTC-USDT:USDT/year=2025/month=06/data.parquet?X-Amz-Expires=3600&...",
      "size": 361893330
    }
  ],
  "missing_periods": []
}

Status	Meaning
`200`	Download URLs for every file whose period overlaps the range: one file per calendar month before 2026-08-01, one per day from then on. Monthly files are whole months, so filter on `exchange_timestamp` after reading.
`302`	With `download=true`: a redirect to the signed URL of the preview file (valid one hour).
`400`	Bad request - not a preview series; the body lists the available ones
`401`	Unauthorized - missing or invalid API key
`404`	A dataset with no preview, or an unknown one
`500`	Server error - the files could not be listed or signed

Try it

dataset*

exchange*

symbol*

Suggestions shown — any valid value accepted

download

Authentication

An API key is required to send requests.Sign up

GET/api/v1/data/raw/preview/trades?exchange=binance-futures&download=false

Response will appear here

Raw datasets and coverage

GET/api/v1/metadata/raw

The raw datasets with their columns, a per-venue summary, and the full coverage: first and last day and day count for every symbol. No API key needed. Cached for one hour.

Parameters

No parameters.

Responses

Status	Meaning
`200`	Raw datasets and coverage
`500`	Server error - coverage could not be read

Try it

Authentication

An API key is required to send requests.Sign up

GET/api/v1/metadata/raw

Response will appear here

Presigned download URLs for one raw dataset, one symbol and a date range. URLs are valid for one hour; request them again when they expire.

exchange_timestamp is the venue's own time. local_timestamp is when the event reached our capture machine.

Access: Prime + Raw and Institutional. Other plans get 403 with code: "raw_not_in_plan".

Datasets:

trades: Every trade printed on the venue, with its trade id, taker side, price and size. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), id (string), side (string), price (float64), amount (float64).
quotes: Top-of-book updates: best bid and best ask with their sizes, one row per change. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), bid_price (float64), bid_amount (float64), ask_price (float64), ask_amount (float64).
mark_price: The venue’s mark price, one row each time it changes. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), mark_price (float64).
index_price: The venue’s index price for the contract’s underlying, one row each time it changes. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), index_price (float64).
funding_rate: The current funding rate and the next funding time, one row each time either changes. Venues: binance-futures, okx-perps, hyperliquid-perps. Columns: exchange_timestamp (timestamp), local_timestamp (timestamp), funding_rate (float64), next_funding_timestamp (timestamp, nullable).

Parameter

Values

Meaning

datasetpath · required

tradesquotesmark_priceindex_pricefunding_rate

Raw dataset. Every dataset is served for every venue. Hyperliquid’s derivative feed carries no exchange time, so in its `mark_price`, `index_price`, and `funding_rate` files `exchange_timestamp` is modelled and an `exchange_timestamp_kind` column (`modelled`) follows it.

exchangequery · required

binance-futuresokx-perpshyperliquid-perps

Source exchange.

symbolquery · required

string

Trading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas

start_datequery · required

date

First day of the range (YYYY-MM-DD, exchange-time UTC, inclusive). Prime + Raw and Institutional reach back to the first day we hold.

end_datequery · required

date

Last day of the range (YYYY-MM-DD, inclusive). At most 366 days after start_date.

{ "dataset": "trades", "exchange": "binance-futures", "symbol": "perpetual-BTC-USDT:USDT", "schema_version": 1, "expires_in": 3600, "files": [ { "period": "2025-06", "url": "https://<account>.r2.cloudflarestorage.com/aperiodic-raw-trades/v1/trades/exchange=binance-futures/symbol=perpetual-BTC-USDT:USDT/year=2025/month=06/data.parquet?X-Amz-Expires=3600&...", "size": 361893330 } ], "missing_periods": [] }

Status

Meaning

200

Download URLs for every file whose period overlaps the range: one file per calendar month before 2026-08-01, one per day from then on. Monthly files are whole months, so filter on `exchange_timestamp` after reading.

400

Bad request - missing or invalid parameters

401

Unauthorized - missing or invalid API key

403

Forbidden - the plan does not include raw data, or the range is longer than 366 days

404

Unknown raw dataset

500

Server error - the files could not be listed or signed

Parameter

Values

Meaning

datasetpath · required

trades

Raw dataset. Only `trades` has a preview.

exchangequery · required

binance-futuresokx-perps

Source exchange.

symbolquery · required

string

Trading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas

downloadquery

boolean

Redirect to the preview file itself instead of listing it, so `curl -fL -o NAME` saves the Parquet in one request.

Status

Meaning

200

302

With `download=true`: a redirect to the signed URL of the preview file (valid one hour).

400

Bad request - not a preview series; the body lists the available ones

401

Unauthorized - missing or invalid API key

404

A dataset with no preview, or an unknown one

500

Server error - the files could not be listed or signed

Status

Meaning

200

Raw datasets and coverage

500

Server error - coverage could not be read