A Crypto Lake alternative when you want the metrics, and when to keep Crypto Lake

Where Crypto Lake wins

• The raw book. Crypto Lake publishes order book snapshots of 20 levels per side “at least once per 100ms depending on the exchange support”, book updates, and 1-minute snapshots of roughly a thousand levels per side (data types, checked November 5, 2026). We do not sell raw order books at all.
• Liquidations. Its futures data includes liquidations, with side, price and quantity (same page). We have none.
• Venues. Its coverage table lists Binance spot and futures, OKX, Bybit, KuCoin, Gate.io, Huobi and Serum (coverage, checked November 5, 2026). We cover Binance futures, OKX perps and Hyperliquid perps.
• Price, for one person. The individual plan is $80 a month, with 20% off for the first six months for new subscribers, and a 300 GB monthly download limit (subscribe, checked November 5, 2026).

If you want to build features from the book yourself, Crypto Lake sells you the inputs for less, and the rest of this page will not change that.

Where Aperiodic is the better alternative

The book is already reduced to bars. At ten snapshots a second, one month of one symbol is about 26.8 million book snapshots (31 days × 86,400 seconds × 10), before you compute a single imbalance. Here is the same month as Aperiodic ships it, pulled with no API key:

# 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"

aperiodic l2_imbalance --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"

One parquet file: 8,928 rows, every 5-minute bar in May 2025, with 24 imbalance columns: bid against ask volume at 5, 10, 20 and 25 levels, as the value at the bar close and as the average across the bar.

# pip install pandas pyarrow
import pandas as pd
df = pd.read_parquet("data/2025-05.parquet")
print(df.shape)  # (8928, 25): time + 24 imbalance metrics

Or have your agent run it and read the file for you:

Read https://aperiodic.io/start.md and follow it. Then pull the free `l2_imbalance` preview and show me how 5-level and 25-level imbalance differ over the month.

Every perp, delisted ones included. Crypto Lake says token pairs “are being added to our database incrementally, not from the first day they were listed” (coverage, checked November 5, 2026), and its homepage says it covers the top 10 tokens and many altcoins (crypto-lake.com). Aperiodic covers every perpetual on Binance USDⓈ-M, OKX and Hyperliquid and keeps the ones that were delisted. A cross-sectional backtest needs every coin that was trading at the time, including the small ones that later faded or died.

The work after the download. From trades and books you would compute taker flow by trade size, slippage against the quote, imbalance at several depths and price impact, then validate each one and keep it point-in-time. Aperiodic ships 220 of those columns across 19 datasets (catalog).

Bars on the clock you trade on. Crypto Lake's data carries a local timestamp next to the exchange's (data types), which is the right raw material. The step after it is building bars in arrival order, so each bar holds only what a live strategy could have seen by its close. Aperiodic does that for every metric when you pass timestamp="true", from the collection point closest to each exchange. Exchange time is the default.

What it costs. Aperiodic is free for every metric over 2025 on BTC, ETH, SOL and 10 RWA perps, on all three venues. Paid self-serve starts at $199 a month billed yearly ($249 month to month) on Pro, with 5 years of history and the trade and derivatives datasets. The order book datasets, including the imbalance file above, are on Prime, at $399 a month billed yearly ($499 month to month), with the full history (pricing). Crypto Lake's $80 plan is for individuals and “not allowed for companies”; companies pay $500 a month with a 3 TB quarterly limit (subscribe, checked November 5, 2026). Our Prime Commercial plan carries a commercial licence for internal business use (licensing). Every other vendor's entry price is on crypto market data pricing, vendor by vendor.

What every plan gives a backtest

• Every perpetual on Binance, OKX and Hyperliquid stays in the data after it is delisted, so a backtest sees the coins that were listed at the time, including the ones that later died.
• Published bars are never recalculated. A backtest you run next year reads the same history as one you run today.
• Every metric comes on exchange time or on local time (when the data reached us). On local time, a bar only holds what you could have seen by its close.
• Prime and above have no API rate limits, and Pro has high ones. The Python SDK downloads 10 files at a time by default.

Side by side

Crypto Lake facts checked November 5, 2026 against crypto-lake.com, its subscribe page, data types and coverage table. Plans change; check their site before you buy.

From Crypto Lake data types to Aperiodic datasets

Which one to buy

Choose Crypto Lake if you want the raw book to build your own features, need liquidations, or trade Bybit, KuCoin or Gate.io. For an individual, $80 a month is a low price for that much raw data.

Choose Aperiodic if you want order flow, imbalance, slippage and impact as columns you can regress on, for every perp on Binance, OKX or Hyperliquid, without reducing millions of book snapshots to bars first.

Some researchers use both: Crypto Lake's raw book for the one feature we do not publish, Aperiodic for everything that is already a column.