Data Catalog

Browse our curated market data catalog across exchanges and asset types, and the raw trades, quotes and derivatives data behind it.

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

6 raw · 19 datasets

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.

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

Preview Data

No account needed

A fixed slice of every dataset 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 file of each venue's BTC perpetual, for every dataset the venue serves.

Dataset	Binanceperpetual-BTC-USDT:USDT	OKXperpetual-BTC-USDT:USDT	Hyperliquidperpetual-BTC-USDC:USDC
trades
quotes
mark_price
index_price
funding_rate
open_interest

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"

Basis

Perpetual futures mark price premium over index price (basis) and last trade price, in absolute and basis-point terms.

Code API Docs Try It

Need the ticks behind this metric? Prime + Raw includes raw mark price, index price, trades.

basis_bps

Basis (bps)

Basis in basis points measures the relative premium or discount of the derivative against its reference market.

This makes it a core signal for carry, positioning pressure, and cross-market dislocations.

mark_price_spread_bps

Mark-Price Spread (bps)

Mark-Price Spread in basis points shows the gap between the exchange mark and the traded market price on a relative scale.

The spread matters because mark prices influence liquidation engines, risk controls, and PnL calculations even when the last trade wanders.

basis_mean

Mean Basis

Mean Basis summarizes the average premium or discount sustained through the interval rather than at a single moment.

That makes it helpful for distinguishing persistent carry conditions from brief spikes or flickers.

basis_bps_std

Basis Std Dev (bps)

Basis Std Dev in basis points measures how unstable the relative pricing relationship was inside the bar.

A high reading suggests basis was moving around materially, which can complicate hedging and carry strategies.

mark_price_spread_bps_std

Mark-Price Spread Std Dev (bps)

This metric tracks the variability of the mark-price gap, not just its average level.

That distinction matters because some markets spend long periods close to fair value but occasionally experience sharp internal repricing.

Endpoint

/api/v1/data/basis

Query Parameters

timestampreqstring

string

Timestamp source. 'exchange' uses the exchange-reported timestamp, 'true' uses actual arrival time at our servers.

exchangetrue

intervalreqstring

string

Aggregation time interval for the data.

1m5m15m30m1h4h1d

exchangereqstring

string

Source exchange for the data.

binance-futuresokx-perpshyperliquid-perps

symbolreqstring

string

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

start_datereqstring<date>

string<date>

Start date for the data range (YYYY-MM-DD format). Data is partitioned by year and month.

end_datereqstring<date>

string<date>

End date for the data range (YYYY-MM-DD format). Must be greater than or equal to start_date.

Successful response with download URLs for every file covering the range — one per month before 2026-08-01, one per day from 2026-08-01 onwards

Schema

filesobject[]required

Files covering the requested date range, in chronological order. Data before 2026-08-01 is split by month (one file per calendar month, no `day`); data from 2026-08-01 onwards is split by day (one file per calendar day, with `day` set). The changeover falls on a month boundary, so a given month is served entirely one way or the other; a range spanning it returns the earlier months as monthly files followed by a daily file per day.

yearintegerrequired

Year of the data file

monthintegerrequired

Month of the data file (1-12)

dayinteger

Day of the data file (1-31). Present only on daily files, i.e. those covering 2026-08-01 onwards. Absent on monthly files, which cover an entire calendar month.

urlstring<uri>required

Presigned URL for direct file download (valid for 5 minutes). URLs are served from dataset-specific subdomains, e.g. ohlcv.aperiodic.io, trade-metrics.aperiodic.io, l1-metrics.aperiodic.io, l2-metrics.aperiodic.io, derivative-metrics.aperiodic.io.

Example

{
  "files": [
    {
      "year": 2026,
      "month": 6,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-06.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 7,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-07.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 1,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-01.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 2,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-02.parquet?X-Amz-Expires=300&..."
    }
  ]
}

Try It

Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.

timestamp*

interval*

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

X-API-KEY*

GET

/api/v1/data/preview/basis?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31

Response will appear here

Data Catalog

Browse our curated market data catalog across exchanges and asset types, and the raw trades, quotes and derivatives data behind it.

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

6 raw · 19 datasets

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.

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

Preview Data

No account needed

Raw data

The 2025-06 file of each venue's BTC perpetual, for every dataset the venue serves.

Dataset	Binanceperpetual-BTC-USDT:USDT	OKXperpetual-BTC-USDT:USDT	Hyperliquidperpetual-BTC-USDC:USDC
trades
quotes
mark_price
index_price
funding_rate
open_interest

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"

Basis

Perpetual futures mark price premium over index price (basis) and last trade price, in absolute and basis-point terms.

Code API Docs Try It

Need the ticks behind this metric? Prime + Raw includes raw mark price, index price, trades.

basis_bps

Basis (bps)

Basis in basis points measures the relative premium or discount of the derivative against its reference market.

This makes it a core signal for carry, positioning pressure, and cross-market dislocations.

mark_price_spread_bps

Mark-Price Spread (bps)

Mark-Price Spread in basis points shows the gap between the exchange mark and the traded market price on a relative scale.

The spread matters because mark prices influence liquidation engines, risk controls, and PnL calculations even when the last trade wanders.

basis_mean

Mean Basis

Mean Basis summarizes the average premium or discount sustained through the interval rather than at a single moment.

That makes it helpful for distinguishing persistent carry conditions from brief spikes or flickers.

basis_bps_std

Basis Std Dev (bps)

Basis Std Dev in basis points measures how unstable the relative pricing relationship was inside the bar.

A high reading suggests basis was moving around materially, which can complicate hedging and carry strategies.

mark_price_spread_bps_std

Mark-Price Spread Std Dev (bps)

This metric tracks the variability of the mark-price gap, not just its average level.

That distinction matters because some markets spend long periods close to fair value but occasionally experience sharp internal repricing.

Endpoint

/api/v1/data/basis

Query Parameters

timestampreqstring

string

Timestamp source. 'exchange' uses the exchange-reported timestamp, 'true' uses actual arrival time at our servers.

exchangetrue

intervalreqstring

string

Aggregation time interval for the data.

1m5m15m30m1h4h1d

exchangereqstring

string

Source exchange for the data.

binance-futuresokx-perpshyperliquid-perps

symbolreqstring

string

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

start_datereqstring<date>

string<date>

Start date for the data range (YYYY-MM-DD format). Data is partitioned by year and month.

end_datereqstring<date>

string<date>

End date for the data range (YYYY-MM-DD format). Must be greater than or equal to start_date.

Successful response with download URLs for every file covering the range — one per month before 2026-08-01, one per day from 2026-08-01 onwards

Schema

filesobject[]required

yearintegerrequired

Year of the data file

monthintegerrequired

Month of the data file (1-12)

dayinteger

Day of the data file (1-31). Present only on daily files, i.e. those covering 2026-08-01 onwards. Absent on monthly files, which cover an entire calendar month.

urlstring<uri>required

Example

{
  "files": [
    {
      "year": 2026,
      "month": 6,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-06.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 7,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-07.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 1,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-01.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 2,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-02.parquet?X-Amz-Expires=300&..."
    }
  ]
}

Try It

Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.

timestamp*

interval*

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

X-API-KEY*

GET

/api/v1/data/preview/basis?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31

Response will appear here