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Every metric we compute, across exchanges and asset types, and the raw trades, quotes and derivatives data behind them. See each dataset in the Metrics library.
Try it free: a preview with no account, or all of 2025 with one ↓
3 indices · 19 datasets · 5 raw

Aperiodic Indices

Each one a column of the metrics below, shown for Binance’s BTC-USDT perp over the last 24 hoursEvery index →
Cost Index—
Prime
What does crossing the spread cost?l1_liquidityDepth Index—
Prime
How much is quoted at the best bid and ask?l1_liquidityImpact Index—
Pro
How far does $1M of net taker flow move the price?impact

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

Raw data

The ticks the metrics are built from, as Parquet filesHow raw data works →

Raw L2 order books aren't offered yet. Ask us.

Try it free

Two ways in, and neither needs a card.

No account

One slice of every metric (BTC-USDT on Binance, 5m bars, May 2025) with the shared key DEMO-KEY over cURL, --preview in the CLI or preview=True in Python. Pick one below for a command you can paste and run.

Free account

Every metric for all of 2025 on BTC, ETH, SOL and 10 RWA perps (SanDisk, Nvidia, Gold, SK hynix, WTI crude oil, Micron, Silver, Nasdaq 100, S&P 500, Tesla), 1-minute to daily bars, up to 1,000 requests a day, on an API key of your own. A plan adds years of history, every perp and real time, on the same key.

Get the dataFree for 2025 · no card

Metrics

Every metric, over one slice: binance-futures · perpetual-BTC-USDT:USDT · 5m · exchange timestamps · 2025-05-01 → 2025-05-31

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

flow · binance-futures · perpetual-BTC-USDT:USDT · 5m · 2025-05-01 → 2025-05-31

Open dataset
terminal
# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"

# Free preview — no API key required
aperiodic flow --preview \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --interval 5m \
  --timestamp exchange \
  --start-date 2025-05-01 \
  --end-date 2025-05-31 \
  --output-dir ./data && echo "Saved to $PWD/data"
Aperiodic

Built from hundreds of terabytes of raw data and distilled into point-in-time metrics you can pull as parquet files. Plus the raw trades, quotes and derivatives data behind them.

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Cost Index0.015bps
Prime
What does crossing the spread cost?l1_liquidity
Depth Index$649.3K
Prime
How much is quoted at the best bid and ask?l1_liquidity
Impact Index0.043bps per $1M
Pro
How far does $1M of net taker flow move the price?impact