Aperiodic now sells the raw data behind its metrics.
What's in it
Six raw datasets:
trades: every print, with the venue's trade id and taker sidequotes: every change at the top of the book, the best bid and ask with their sizesmark_price,index_price,funding_rateandopen_interest: one row each time the value changes
Trades and quotes cover Binance USDⓈ-M, OKX and Hyperliquid perpetuals. The four derivatives datasets launched on Binance and OKX; since 2 October they cover Hyperliquid too, where exchange_timestamp is modelled because Hyperliquid's derivatives feed carries no exchange time. There are years of history on each venue, updated daily.
How you get it
You use the same API key, symbols and Python client as for the metrics. A request for a dataset, symbol and date range returns signed Parquet URLs: one file per month before August 2026, one per day from then on.
from datetime import date
import aperiodic as ap
df = ap.get_raw(api_key="YOUR_KEY", dataset="trades",
exchange="binance-futures", symbol="perpetual-BTC-USDT:USDT",
start_date=date(2025, 6, 1), end_date=date(2025, 6, 3))
ap.download_raw(...) syncs the same files into a folder instead. You can try it without an account: DEMO-KEY returns the June 2025 file of each venue's BTC perpetual, for every dataset. See how delivery works.
Timestamps
Every file starts with exchange_timestamp, local_timestamp and local_timestamp_kind. On days we captured ourselves, local_timestamp is measured. Before that it is modelled from the latency we measure on our own capture, and local_timestamp_kind says modelled. Don't use modelled days for latency research.
Plan and price
Raw data is in the new Prime + Raw plan: everything in Prime, plus the raw data, for $1,249 a month billed yearly or $1,579 month to month. Institutional plans include it. Raw data is licensed for your internal research and trading only, and may not be redistributed.
Not included yet: raw L2 order books, liquidations, spot, dated futures and other venues. If you need one, tell us.
The schemas and per-symbol coverage are in the raw catalog.