Quotes

Name: Quotes (raw data)
Creator: Aperiodic
License: https://aperiodic.io/terms-of-service

Prime + Raw

Top-of-book updates: best bid and best ask with their sizes, one row per change.

/api/v1/data/raw/quotes

Schema

exchange_timestamptimestampWhen the venue says the event happened (UTC, µs). Exact.

local_timestamptimestampWhen the event reached the capture machine (UTC, µs). Measured by our capture, or modelled as exchange_timestamp plus a latency drawn from our measured distribution; see local_timestamp_kind.

local_timestamp_kindstring"measured" or "modelled". Don't use modelled rows for latency research.

bid_pricefloat64Best bid price

bid_amountfloat64Size at the best bid. Base asset on Binance USDⓈ-M and Hyperliquid, contracts on OKX

ask_pricefloat64Best ask price

ask_amountfloat64Size at the best ask. Base asset on Binance USDⓈ-M and Hyperliquid, contracts on OKX

Coverage per venue

Venue	Symbols	From	Through	Size
Binance	963	Jan 2020	Sep 27, 2026	2+ TB
OKX	675	May 2019	Sep 27, 2026	2+ TB
Hyperliquid	443	Dec 2024	Sep 27, 2026	100+ GB

File layout

One file per calendar month before 2026-08-01, one per day from then on, in the aperiodic-raw-quotes bucket. Example key:

v1/quotes/exchange=binance-futures/symbol=perpetual-BTC-USDT:USDT/year=2025/month=06/data.parquet

Code

example.py

from datetime import date
import aperiodic as ap

# Into one DataFrame (monthly files are trimmed to your range)
df = ap.get_raw(api_key="YOUR_KEY", dataset="quotes",
                exchange="binance-futures", symbol="perpetual-BTC-USDT:USDT",
                start_date=date(2025, 6, 1), end_date=date(2025, 6, 30))

# Or stream the files to disk, skipping ones you already have
ap.download_raw(api_key="YOUR_KEY", dataset="quotes",
                exchange="binance-futures", symbol="perpetual-BTC-USDT:USDT",
                start_date=date(2025, 1, 1), end_date=date(2025, 12, 31),
                output_dir="raw")

-- DuckDB
SELECT * FROM read_parquet('raw/quotes/**/data.parquet')
WHERE exchange_timestamp >= '2025-06-01';

# polars
pl.scan_parquet("raw/quotes/**/data.parquet")

Try it

The shared DEMO-KEY returns the 2025-06 file of each venue's BTC perpetual. No account needed.

curl -H "X-API-KEY: DEMO-KEY" "https://aperiodic.io/api/v1/data/raw/preview/quotes?exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT"

Notes

exchange_timestamp is the venue's own time. local_timestamp is measured on days we captured ourselves and modelled from our measured latency before that; local_timestamp_kind says which. Don't use modelled days for latency research.
Sizes are in the venue’s own units: base asset on Binance USDⓈ-M and Hyperliquid, contracts on OKX.

Metrics built from this dataset