Comparison
16 vendors and the exchanges' own archives, side by side with Aperiodic on 40 criteria: what each sells, how far back it goes, how it timestamps, what it costs to start and how you get access. Every fact links to the vendor's own page, with the date we checked it.
Last updated October 5, 2026 · Re-checked weekly · Corrections: info@aperiodic.io
2 of 18 vendors · 40 of 40 criteria
| Criterion | Derived market metricsAmberdata | Derived market metricsCoin Metrics |
|---|---|---|
1 What it isWhat each vendor sells and who owns it. | ||
| Primary productWhat the vendor mainly sells. | amberdata.io ↗ +3 · | |
| OwnershipWho owns or operates it. A change of owner can change pricing and the roadmap. | ||
2 Universe and integrityWhether 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. | docs.amberdata.io ↗ +1 · | |
| 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. | docs.amberdata.io ↗ +1 · | |
| Delisted / expired instruments retainedWhether delisted and expired instruments stay queryable. Without them a backtest carries survivorship bias. | No source · | |
History | ||
| Earliest data availableThe first date the vendor documents data for. | docs.amberdata.io ↗ +1 · | |
| How much history you actually getHow much history a plan includes, which is often less than the archive holds. | gitbook-docs.coinmetrics.io ↗ +1 · · due for re-check | |
Timestamps and revisions | ||
| Local / receive timestampWhen the vendor's collector received each message. You need it to model latency and avoid look-ahead. | ||
| 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. | docs.amberdata.io ↗ +1 · | |
| Data restated after publicationWhether published history gets revised. Silent revisions break reproducible backtests; versioned ones do not. | docs.amberdata.io ↗ +1 · | |
3 What you getRaw data types, and derived metrics delivered ready to use. | ||
Raw data types | ||
| Tick tradesEvery trade print. | ||
| L2 book, incremental updatesIncremental order book updates that let you rebuild the book. | docs.amberdata.io ↗ +1 · | |
| L2 book, snapshotsPeriodic snapshots of the book at a fixed depth. | docs.amberdata.io ↗ +2 · | |
| L3 / market-by-orderOrder-level data. | docs.amberdata.io ↗ +1 · | |
| OptionsOptions data of any kind. | amberdata.io ↗ +1 · | |
Derived metric families, delivered ready to use | ||
| Bars: OHLCV, VWAP / TWAPReady-made price bars. | ||
| Order flow and flow toxicityTaker buy and sell volume, signed delta, CVD and toxicity measures such as VPIN. | ||
| Trade size distributionVolume broken down by trade size. | No source · | |
| Market impact: Amihud, Kyle lambdaPrice-impact measures such as Amihud illiquidity and Kyle's lambda. | No source · | |
| Execution slippageMeasured or estimated execution cost against the best price. | ||
| Realized volatility and jump structureRealized volatility, and jump measures such as bipower variation. | amberdata.io ↗ +1 · | |
| Tick and run structureUptick and downtick counts and run lengths. | No source · | No source · |
| L1 spread, depth, imbalanceTop-of-book spread, size and imbalance series. | ||
| L2 depth and imbalance by levelDepth and imbalance at fixed book levels or depth bands. | ||
| Derivatives: funding, OI, basis, mark vs indexFunding, open interest, basis, and mark against index price. | amberdata.io ↗ +1 · | |
Shape of the derived output | ||
| Aggregation intervals offeredThe bar and metric intervals on offer. | ||
| Breadth of derived catalogueHow much derived data the vendor publishes. | amberdata.io ↗ +2 · | |
| Compute you still have to do yourselfOur judgementOur judgement of how much computation stays with you. | Opinion · | Opinion · |
4 Access and commercialsDelivery, 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. | amberdata.io ↗ +2 · | |
| Rate limits or volume capsRequest, transfer or volume limits. | ||
| Friction on a full historical backfillWhat slows down pulling the full history. | ||
Pricing model | ||
| How the pricing worksHow the price is structured. | amberdata.io ↗ +1 · · due for re-check | gitbook-docs.coinmetrics.io ↗ +1 · · due for re-check |
| What the price gatesWhat the plans restrict. Read this before comparing the prices below it. | amberdata.io ↗ · · due for re-check | gitbook-docs.coinmetrics.io ↗ +1 · · due for re-check |
| 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. | gitbook-docs.coinmetrics.io ↗ +1 · · due for re-check | |
| Entry priceThe cheapest listed way in. | ||
| What you get at the entry priceWhat the cheapest plan includes. | gitbook-docs.coinmetrics.io ↗ +1 · · due for re-check | |
Getting started | ||
| Usable without an API keyWhether you can try the data before creating a key. | ||
| Self-serve signupWhether you can sign up and pay without talking to sales. | No source · | |
5 In one lineOur judgement, labelled as such. Opinion, not documented fact. | ||
| Best suited toOur judgementOur judgement of the job each vendor fits best. | Opinion · | Opinion · |
| Main gotchasOur judgementOur judgement: what to know before buying. | Opinion · | Opinion · |
Each cell leads with its status, then the detail that matters for that vendor, then the page it comes from and the date we checked it. Cells without a chip are plain documented values, such as a price or a date. Open any cell for its full text and every source.
Each profile carries every criterion for that vendor, its gotchas and its sources. The line under each name is our judgement.
Where Aperiodic fits
Aperiodic sells precomputed microstructure, liquidity and order flow metrics for Binance futures, OKX perps and Hyperliquid perps, plus the raw trades and quotes behind them. Self-serve plans bill monthly or yearly, and Prime includes the full history either way. If a raw archive above is what you need, buy that. If you want the metrics, the preview slice of every dataset downloads as parquet with no API key:
aperiodic flow --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