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Data Catalog

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.
Preview data — no subscription. Try it free with DEMO-KEY ↓
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.

Preview Data

No account needed
A fixed slice of every metric, and one month of raw trades, is free to download: the shared key DEMO-KEY over cURL, --preview in the CLI or preview=True in Python. Pick one for a command you can paste and run. A subscription unlocks full history and every exchange, symbol, interval and parameter; extended trials are available on request.

Raw data

The 2025-06 trades file of the BTC perpetual on Binance and OKX.

DatasetBinanceperpetual-BTC-USDT:USDTOKXperpetual-BTC-USDT:USDT
trades

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)

trades · binance-futures · perpetual-BTC-USDT:USDT · 2025-06

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"

# Download the 2025-06 trades file into ./raw — no API key needed
aperiodic raw trades --preview \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --output-dir ./raw && echo "Saved to $PWD/raw"
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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Shown: minute closes of 847 perpetuals, 20:30–22:30 UTC on 10 Oct 2025, IOTX in orange · built with ohlcv 1m

Cost Index0.012bps
Prime
What does crossing the spread cost?l1_liquidity
Depth Index$1.0M
Prime
How much is quoted at the best bid and ask?l1_liquidity
Impact Index0.032bps per $1M
Pro
How far does $1M of net taker flow move the price?impact