Aperiodic
MarketsLive
Pricing
Get Started

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_liquidity
Depth Index—
Prime
How much is quoted at the best bid and ask?l1_liquidity
Impact 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"
Funding rate

Raw data

Funding rate

Prime + Raw

The current funding rate and the next funding time, one row each time either changes.

/api/v1/data/raw/funding_rate

Start in Claude
SchemaCoverage per venueFile layoutNotesMetrics built from this dataset

Schema

exchange_timestamptimestampWhen the venue says the event happened (UTC, µs). Exact, except modelled on Hyperliquid, whose feed carries no exchange time: there the file has an exchange_timestamp_kind column ("modelled") right after it.
local_timestamptimestampWhen the event reached our capture machine (UTC, µs).
funding_ratefloat64Funding rate for the current period, as the venue publishes it
next_funding_timestamptimestamp, nullableWhen the current funding period settles (UTC, µs)

Coverage per venue

Live coverage is unavailable right now; every symbol's coverage is at /api/v1/metadata/raw.

File layout

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

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

Notes

  • exchange_timestamp is the venue's own time. local_timestamp is when the event reached our capture machine.
  • One row each time the value changes: the venue’s forward-filled ticker is undone, so rows are events, not samples.
  • On Hyperliquid, whose feed carries no exchange time, exchange_timestamp is modelled; those files say so in an exchange_timestamp_kind column.

Metrics built from this dataset

  • Funding
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.

Use Cases
  • Improve your backtest
  • Find new alpha
  • Execute smarter
Indices
  • All indices
  • Aperiodic Cost Index
  • Aperiodic Depth Index
  • Aperiodic Impact Index
Metrics
  • Metrics library
  • Data Catalog
  • Live markets dashboard
  • Global Liquidity
  • Unusual activity
  • Order Flow
  • L1 & L2
  • Derivatives
  • RWA
  • Raw Data
Developers
  • API Docs
  • Live WebSocket Feed
  • MCP Server
  • Notebooks
  • For AI Agents
  • Atlas Security Master
  • Pre-flight
  • Changelog
  • Roadmap
  • llms.txt
Learn
  • Replays
  • Microstructure Guide
  • Architecture
  • Research Blog
  • FAQ
Compare
  • All vendors
  • vs. Tardis
  • vs. CoinGlass
  • vs. Kaiko
  • vs. Amberdata
Company
  • Pricing
  • Contact
  • Book a call
  • Terms of Service
  • Privacy Policy
  • Licensing
  • SLA

© Copyright 2026 Aperiodic. All Rights Reserved.

Aperiodic Limited · Registered in Ireland · Company No. 815273 ·
136 Capel Street, Dublin D01 T2C9, Ireland

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 Index0.035bps per $1M
Pro
How far does $1M of net taker flow move the price?impact

Raw data

Funding rate

Prime + Raw

The current funding rate and the next funding time, one row each time either changes.

/api/v1/data/raw/funding_rate

Start in Claude
SchemaCoverage per venueFile layoutNotesMetrics built from this dataset

Schema

exchange_timestamptimestampWhen the venue says the event happened (UTC, µs). Exact, except modelled on Hyperliquid, whose feed carries no exchange time: there the file has an exchange_timestamp_kind column ("modelled") right after it.
local_timestamptimestampWhen the event reached our capture machine (UTC, µs).
funding_ratefloat64Funding rate for the current period, as the venue publishes it
next_funding_timestamptimestamp, nullableWhen the current funding period settles (UTC, µs)

Coverage per venue

VenueSymbolsFrom
Binance1008Jan 2020
OKX737Sep 2019
Hyperliquid541Feb 2025

File layout

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

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

Notes

  • exchange_timestamp is the venue's own time. local_timestamp is when the event reached our capture machine.
  • One row each time the value changes: the venue’s forward-filled ticker is undone, so rows are events, not samples.
  • On Hyperliquid, whose feed carries no exchange time, exchange_timestamp is modelled; those files say so in an exchange_timestamp_kind column.

Metrics built from this dataset

  • Funding