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  3. Crypto Lake

Vendor profile · Raw market data

Crypto Lake: coverage, history and pricing

Historical order book and trades as parquet

Checked against Crypto Lake's own pages between October 1, 2026 and October 1, 2026

Built by Aperiodic, which sells data too. This profile reports what Crypto Lake's own pages say, each fact linked and dated. It is not a review and ranks no one. Wrong or out of date? Email info@aperiodic.io.

Our judgement
Best suited to
Affordable depth data in a research-friendly format
Main gotchas
Selected pairs only, origin_time gaps in book data, download caps, individuals only on the $80 plan

Opinion, from the facts below. Read them before you rely on it.

Key facts

Exchanges covered
9 venue feeds in the coverage table (e.g. Binance spot and futures, OKX, Bybit, KuCoin, Gate.io)

crypto-lake.com ↗ +1 · Oct 1, 2026

Earliest data available
Binance spot trades from 2017-08-17; Binance books from 2022-11-14 (partial from 2020-07-23); per-exchange table published

crypto-lake.com ↗ · Oct 1, 2026

How much history you actually get
NoPlan limit stated; capped by download volume

crypto-lake.com ↗ · Oct 1, 2026

Entry price
$80/month individual ($64 for the first 6 months for new subscribers); companies $500/month

crypto-lake.com ↗ · Oct 1, 2026

Delivery format
Parquet on S3, lakeapi package

crypto-lake.com ↗ +1 · Oct 1, 2026

Self-serve signup
Yes

crypto-lake.com ↗ · Oct 1, 2026

What it is

What each vendor sells and who owns it.

Primary productWhat the vendor mainly sells.Every vendor on this row
Historical order book and trades as parquet
  • crypto-lake.com/data

Checked Oct 1, 2026

OwnershipWho owns or operates it. A change of owner can change pricing and the roadmap.Every vendor on this row
Not verified

No source · Oct 1, 2026

Universe and integrity

Whether the data is usable for systematic research at all: coverage, history and timestamps. These rows come before the feature list on purpose.

Coverage

Exchanges coveredVenue coverage as the vendor documents it. Marketing figures we could not check are marked as vendor claims.Every vendor on this row
9 venue feeds in the coverage table (e.g. Binance spot and futures, OKX, Bybit, KuCoin, Gate.io)
  • crypto-lake.com/coverage
  • crypto-lake.com/free-data

Checked Oct 1, 2026

Full instrument universe per venueWhether every listed instrument on a covered venue is collected, not only the large pairs. A partial universe biases cross-sectional research.Every vendor on this row
NoTop 10+ tokens plus 50+ selected smaller ones; pairs added incrementally, not from listing date
  • crypto-lake.com/coverage

Checked Oct 1, 2026

Delisted / expired instruments retainedWhether delisted and expired instruments stay queryable. Without them a backtest carries survivorship bias.Every vendor on this row
Not verified

No source · Oct 1, 2026

History

Earliest data availableThe first date the vendor documents data for.Every vendor on this row
Binance spot trades from 2017-08-17; Binance books from 2022-11-14 (partial from 2020-07-23); per-exchange table published
  • crypto-lake.com/coverage

Checked Oct 1, 2026

How much history you actually getHow much history a plan includes, which is often less than the archive holds.Every vendor on this row
NoPlan limit stated; capped by download volume
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

Timestamps and revisions

Local / receive timestampWhen the vendor's collector received each message. You need it to model latency and avoid look-ahead.Every vendor on this row
Yes
  • crypto-lake.com/data

Checked Oct 1, 2026

Aggregations computed on local-timestamp orderingWhether bars and metrics are built in receive-time order, which matches what you could have known at the time.Every vendor on this row
NoYou build them
  • crypto-lake.com/data

Checked Oct 1, 2026

Data restated after publicationWhether published history gets revised. Silent revisions break reproducible backtests; versioned ones do not.Every vendor on this row
Not documentedNo revision policy published
  • crypto-lake.com/data
  • lake-api.readthedocs.io

Checked Oct 1, 2026

What you get

Raw data types, and derived metrics delivered ready to use.

Raw data types

Tick tradesEvery trade print.Every vendor on this row
YesAggregated per taker order and price
  • crypto-lake.com/data

Checked Oct 1, 2026

L2 book, incremental updatesIncremental order book updates that let you rebuild the book.Every vendor on this row
YesUnlimited levels via book_delta_v2
  • crypto-lake.com/data

Checked Oct 1, 2026

L2 book, snapshotsPeriodic snapshots of the book at a fixed depth.Every vendor on this row
Yes20 levels at 100ms
  • crypto-lake.com/data

Checked Oct 1, 2026

L3 / market-by-orderOrder-level data.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

OptionsOptions data of any kind.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

Derived metric families, delivered ready to use

Bars: OHLCV, VWAP / TWAPReady-made price bars.Every vendor on this row
Partial1m candles
  • crypto-lake.com/data

Checked Oct 1, 2026

Order flow and flow toxicityTaker buy and sell volume, signed delta, CVD and toxicity measures such as VPIN.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

Trade size distributionVolume broken down by trade size.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

Market impact: Amihud, Kyle lambdaPrice-impact measures such as Amihud illiquidity and Kyle's lambda.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

Execution slippageMeasured or estimated execution cost against the best price.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

Realized volatility and jump structureRealized volatility, and jump measures such as bipower variation.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

Tick and run structureUptick and downtick counts and run lengths.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

L1 spread, depth, imbalanceTop-of-book spread, size and imbalance series.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

L2 depth and imbalance by levelDepth and imbalance at fixed book levels or depth bands.Every vendor on this row
No
  • crypto-lake.com/data

Checked Oct 1, 2026

Derivatives: funding, OI, basis, mark vs indexFunding, open interest, basis, and mark against index price.Every vendor on this row
PartialFunding with mark and index price, OI and liquidations on futures
  • crypto-lake.com/data

Checked Oct 1, 2026

Shape of the derived output

Aggregation intervals offeredThe bar and metric intervals on offer.Every vendor on this row
1m candles
  • crypto-lake.com/data

Checked Oct 1, 2026

Breadth of derived catalogueHow much derived data the vendor publishes.Every vendor on this row
Candles only
  • crypto-lake.com/data

Checked Oct 1, 2026

Compute you still have to do yourselfOur judgementOur judgement of how much computation stays with you.Every vendor on this row
Our judgementAlmost everything

Opinion · Oct 1, 2026

Access and commercials

Delivery, limits, pricing and how to get started. Vendors gate access on different dimensions, so read what the price gates before comparing prices.

Delivery

Delivery formatHow the data reaches you.Every vendor on this row
Parquet on S3, lakeapi package
  • crypto-lake.com/data
  • lake-api.readthedocs.io

Checked Oct 1, 2026

Rate limits or volume capsRequest, transfer or volume limits.Every vendor on this row
300 GB/month soft limit for individuals; 3 TB/quarter for companies
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

Friction on a full historical backfillWhat slows down pulling the full history.Every vendor on this row
Capped by the monthly download limit
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

Pricing model

How the pricing worksHow the price is structured.Every vendor on this row
Flat subscription, individual or team
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

What the price gatesWhat the plans restrict. Read this before comparing the prices below it.Every vendor on this row
Download volume, and whether you are a company
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

Full historical data access on a monthly subscriptionWhether a month-to-month plan unlocks the whole history, or full history needs yearly billing or a contract.Every vendor on this row
Not documentedThe monthly plan states a download cap, not a history limit
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

Entry priceThe cheapest listed way in.Every vendor on this row
$80/month individual ($64 for the first 6 months for new subscribers); companies $500/month
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

What you get at the entry priceWhat the cheapest plan includes.Every vendor on this row
All data types, 300 GB/month, individuals and solo quants only — companies not eligible
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

Getting started

Usable without an API keyWhether you can try the data before creating a key.Every vendor on this row
YesSample data, about a year across four types
  • crypto-lake.com/coverage
  • crypto-lake.com/free-data

Checked Oct 1, 2026

Self-serve signupWhether you can sign up and pay without talking to sales.Every vendor on this row
Yes
  • crypto-lake.com/subscribe

Checked Oct 1, 2026

Next to similar vendors

Other raw market data vendors on the rows buyers ask about first. Open them side by side in the full table.

Crypto LakeTardis.devExchange archivesCoinAPI
Exchanges covered9 venue feeds in the coverage table (e.g. Binance spot and futures, OKX, Bybit, KuCoin, Gate.io)50+, over 50,000 instrumentsOne per archiveVendor claim400+
Earliest data availableBinance spot trades from 2017-08-17; Binance books from 2022-11-14 (partial from 2020-07-23); per-exchange table published2019-03-30 for most venues; Binance USDS-M futures from 2019-11-17Varies by venue; Binance spot klines from 20172014-02-24 archive start; varies per symbol and data type
Local / receive timestampYesYes100ns precisionNoThere is no collectorYesTime_coinapi (receive time) next to time_exchange
L2 book, incremental updatesYesUnlimited levels via book_delta_v2YesPartialVaries by venueYes
Order flow and flow toxicityNoNoNoNo
Entry price$80/month individual ($64 for the first 6 months for new subscribers); companies $500/month$350/month (Academic, Perpetuals or Options plan, quarterly or yearly billing only); Solo from $700/monthFreeFrom $79/month
Full historical data access on a monthly subscriptionNot documentedThe monthly plan states a download cap, not a history limitNoMonthly billing includes 4 months of history; everything since 2019-03-30 needs yearly Business billingYesFree with no subscriptionNot verified
Self-serve signupYesYesYesYes

Sources

Every page this profile cites, with the date we last read it.

  • Crypto Lake subscription plans

    • crypto-lake.com/subscribe/

    Individual plan $80/month (20% off for 6 months for new subscribers), 300 GB/month soft limit, companies not eligible; company plan $500/month, 3 TB/quarter

    Checked October 1, 2026

  • Crypto Lake data types

    • crypto-lake.com/data/

    book 20 levels at 100ms; book_delta_v2 unlimited levels; deep_book_1m ~1000 levels. Order book data usually do not contain origin_time

    Checked October 1, 2026

  • Crypto Lake coverage

    • crypto-lake.com/coverage/

    Binance books from 2022-11-14; earlier data from 2020-07-23 at ~70% coverage, archived in book_old; Binance spot trades from 2017-08-17. Pairs added to the database incrementally, not from listing date; top 10+ tokens plus 50+ selected smaller ones

    Checked October 1, 2026

  • Crypto Lake coverage table and free data

    • crypto-lake.com/coverage/
    • crypto-lake.com/free-data/

    9 venue feeds in the coverage table; free sample data, about a year across four data types

    Checked October 1, 2026

  • Crypto Lake data page and lakeapi docs (checked, revisions not stated)

    • crypto-lake.com/data/
    • lake-api.readthedocs.io/

    No revision policy found

    Checked October 1, 2026

On this page

  • Key facts
  • What it is
  • Universe and integrity
  • What you get
  • Access and commercials
  • Next to similar vendors
  • Sources

Crypto Lake

crypto-lake.com

Similar vendors

  • Tardis.dev
  • Exchange archives
  • CoinAPI

More

  • All 16 vendors in one table
  • Report a correction

Crypto Lake

crypto-lake.com

Similar vendors

  • Tardis.dev
  • Exchange archives
  • CoinAPI

More

  • All 16 vendors in one table
  • Report a correction
Aperiodic

Crypto microstructure, liquidity & flow metrics — built from hundreds of terabytes of raw data, 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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