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Comparison

Crypto market data vendors, compared

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

We build Aperiodic, one of the columns.

So this is not an independent review, and we do not rank anyone, ourselves included. Facts come from each vendor's own public pages and show the date we checked them; rows marked Our judgement are opinion. If a cell is wrong, in either direction, email info@aperiodic.io and we fix it and log the change. How we compiled this.

Compared
16 vendors
plus the exchanges’ own archives
Criteria
40
in five sections
Sourced facts
573
from 136 vendor pages
Last updated
October 5, 2026
every cell carries its own date
Reading a cellYesPartialNon/aVendor claimNot documentedNot disclosedNot verifiedOur judgementWhat each means

The comparison matrix

4 of 18 vendors · 40 of 40 criteria

CriterionDerivatives analyticsVeloDerivatives analyticsLaevitasDerivatives analyticsCoinGlassDerivatives analyticsCoinalyze
1 What it isWhat each vendor sells and who owns it.
Primary productWhat the vendor mainly sells.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

OwnershipWho owns or operates it. A change of owner can change pricing and the roadmap.

docs.velo.xyz ↗ +1 · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ +1 · Oct 1, 2026

coinalyze.net ↗ +1 · Oct 1, 2026

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.

No source · Oct 1, 2026

apiv2.laevitas.ch ↗ +1 · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

No source · 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.

No source · Oct 1, 2026

No source · Oct 1, 2026

No source · Oct 1, 2026

No source · Oct 1, 2026

Delisted / expired instruments retainedWhether delisted and expired instruments stay queryable. Without them a backtest carries survivorship bias.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

No source · Oct 1, 2026

History
Earliest data availableThe first date the vendor documents data for.

No source · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

No source · Oct 1, 2026

No source · Oct 1, 2026

How much history you actually getHow much history a plan includes, which is often less than the archive holds.

docs.velo.xyz ↗ · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · 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.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

No source · Oct 1, 2026

api.coinalyze.net ↗ · 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.

docs.velo.xyz ↗ +1 · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ +1 · Oct 1, 2026

coinalyze.net ↗ +1 · Oct 1, 2026

Data restated after publicationWhether published history gets revised. Silent revisions break reproducible backtests; versioned ones do not.

docs.velo.xyz ↗ +1 · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ +1 · Oct 1, 2026

coinalyze.net ↗ +1 · Oct 1, 2026

3 What you getRaw data types, and derived metrics delivered ready to use.
Raw data types
Tick tradesEvery trade print.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

L2 book, incremental updatesIncremental order book updates that let you rebuild the book.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

L2 book, snapshotsPeriodic snapshots of the book at a fixed depth.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

L3 / market-by-orderOrder-level data.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

OptionsOptions data of any kind.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Derived metric families, delivered ready to use
Bars: OHLCV, VWAP / TWAPReady-made price bars.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Order flow and flow toxicityTaker buy and sell volume, signed delta, CVD and toxicity measures such as VPIN.

docs.velo.xyz ↗ +1 · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Trade size distributionVolume broken down by trade size.

docs.velo.xyz ↗ · Oct 1, 2026

No source · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Market impact: Amihud, Kyle lambdaPrice-impact measures such as Amihud illiquidity and Kyle's lambda.

docs.velo.xyz ↗ · Oct 1, 2026

No source · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Execution slippageMeasured or estimated execution cost against the best price.

docs.velo.xyz ↗ · Oct 1, 2026

No source · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Realized volatility and jump structureRealized volatility, and jump measures such as bipower variation.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Tick and run structureUptick and downtick counts and run lengths.

docs.velo.xyz ↗ · Oct 1, 2026

No source · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

L1 spread, depth, imbalanceTop-of-book spread, size and imbalance series.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

L2 depth and imbalance by levelDepth and imbalance at fixed book levels or depth bands.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Derivatives: funding, OI, basis, mark vs indexFunding, open interest, basis, and mark against index price.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Shape of the derived output
Aggregation intervals offeredThe bar and metric intervals on offer.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Breadth of derived catalogueHow much derived data the vendor publishes.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Compute you still have to do yourselfOur judgementOur judgement of how much computation stays with you.

Opinion · Oct 1, 2026

Opinion · Oct 1, 2026

Opinion · Oct 1, 2026

Opinion · Oct 1, 2026

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.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ +1 · Oct 1, 2026

docs.coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Rate limits or volume capsRequest, transfer or volume limits.

docs.velo.xyz ↗ · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Friction on a full historical backfillWhat slows down pulling the full history.

docs.velo.xyz ↗ · Oct 1, 2026

apiv2.laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Pricing model
How the pricing worksHow the price is structured.

docs.velo.xyz ↗ · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

What the price gatesWhat the plans restrict. Read this before comparing the prices below it.

docs.velo.xyz ↗ · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · 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.

docs.velo.xyz ↗ · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

No source · Oct 5, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Entry priceThe cheapest listed way in.

docs.velo.xyz ↗ · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

What you get at the entry priceWhat the cheapest plan includes.

docs.velo.xyz ↗ · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Getting started
Usable without an API keyWhether you can try the data before creating a key.

No source · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

Self-serve signupWhether you can sign up and pay without talking to sales.

docs.velo.xyz ↗ · Oct 1, 2026

laevitas.ch ↗ · Oct 1, 2026

coinglass.com ↗ · Oct 1, 2026

api.coinalyze.net ↗ · Oct 1, 2026

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 · Oct 1, 2026

Opinion · Oct 1, 2026

Opinion · Oct 1, 2026

Opinion · Oct 1, 2026

Main gotchasOur judgementOur judgement: what to know before buying.

Opinion · Oct 1, 2026

Opinion · Oct 1, 2026

Opinion · Oct 1, 2026

Opinion · Oct 1, 2026

How to read a cell

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.

Yes
Stated in the vendor's own public documentation.
Partial
True with a caveat, spelled out in the cell.
No
Not offered, per the vendor’s own documentation. A No is not a criticism: it can be the right call for what the product is.
n/a
The question does not apply to this kind of product.
Vendor claim
A marketing figure we could not check independently.
Not documented
We read the vendor’s own docs and they do not say. Ask the vendor.
Not disclosed
The vendor’s own pages do not name who operates it.
Not verified
We could not confirm it either way. Do not read it as a No.
Our judgement
Opinion, labelled as such. Not a documented fact.

What the table answers

Which crypto data vendors record when they received each message (local or receive timestamps)?
Yes: Tardis.dev, Aperiodic.io, CoinAPI, Crypto Lake, CoinDesk Data and Coin Metrics. With caveats: Kaiko and glassnode. Not verified yet: CoinGlass. The “Local / receive timestamp” row links each answer to the vendor's own page, with the date it was checked. See the row
Which vendors offer incremental L2 order book updates to rebuild the book?
Yes: Tardis.dev, Amberdata, CoinAPI, Kaiko, Crypto Lake and CoinDesk Data. With caveats: Exchange archives and Coin Metrics. The “L2 book, incremental updates” row links each answer to the vendor's own page, with the date it was checked. See the row
Which vendors keep delisted and expired instruments, to avoid survivorship bias?
Yes: Tardis.dev, Aperiodic.io, CoinAPI, Kaiko, CoinDesk Data, Velo, Laevitas and Coin Metrics. With caveats: Exchange archives, CryptoQuant, CoinGecko, CoinGlass and CoinMarketCap. Not verified yet: Amberdata, Crypto Lake, glassnode, Coinalyze and Hyblock Capital. The “Delisted / expired instruments retained” row links each answer to the vendor's own page, with the date it was checked. See the row
Which vendors deliver ready-made order flow metrics such as taker volume, CVD or VPIN?
Yes: Aperiodic.io, glassnode, Velo, Laevitas and CoinGlass. With caveats: Amberdata, Kaiko, CoinDesk Data, Coin Metrics, Coinalyze and Hyblock Capital. Not verified yet: CryptoQuant. The “Order flow and flow toxicity” row links each answer to the vendor's own page, with the date it was checked. See the row
Which vendors publish market impact or slippage metrics for execution research?
Yes: Amberdata, Aperiodic.io, Kaiko, CoinDesk Data, Coin Metrics and Hyblock Capital. With caveats: glassnode. Not verified yet: Laevitas. The “Market impact: Amihud, Kyle lambda” and “Execution slippage” rows link each answer to the vendor's own page, with the date it was checked. See the row
Which crypto data vendors give full historical data on a monthly subscription, without yearly billing?
Yes: Aperiodic.io and Exchange archives. With caveats: Coinalyze. Not verified yet: CoinAPI, glassnode, CryptoQuant, CoinGecko, CoinGlass and CoinMarketCap. The “Full historical data access on a monthly subscription” row links each answer to the vendor's own page, with the date it was checked. See the row
Which crypto data vendors can you try without an API key?
Yes: Tardis.dev, Aperiodic.io, Exchange archives, Crypto Lake, CoinGecko and Coin Metrics. With caveats: Kaiko and CoinMarketCap. Not verified yet: Velo and CryptoQuant. The “Usable without an API key” row links each answer to the vendor's own page, with the date it was checked. See the row
Which vendors let you sign up and pay without talking to sales?
Yes: Tardis.dev, Aperiodic.io, Exchange archives, CoinAPI, Crypto Lake, Velo, Laevitas, CryptoQuant, CoinGecko, CoinGlass, Coinalyze, Hyblock Capital and CoinMarketCap. With caveats: glassnode and Coin Metrics. Not verified yet: Amberdata. The “Self-serve signup” row links each answer to the vendor's own page, with the date it was checked. See the row

About this comparison

Who made this comparison, and is it independent?
Aperiodic built it, and Aperiodic is one of the columns, so it is not independent. We do not rank anyone, ourselves included. Facts come from each vendor's own public pages; rows marked “Our judgement” are opinion. Corrections go to info@aperiodic.io, including cells that are wrong in our favour.
How current is it?
Last updated October 5, 2026. Every cell shows the date its source was last checked. An automated re-check runs every week and proposes changes as a pull request that a person reviews before anything goes live; plan and price rows are re-checked at least every four weeks.
Which vendors are compared?
16 vendors and the exchanges' own archives, next to Aperiodic: Tardis.dev, Amberdata, Aperiodic.io, Exchange archives, CoinAPI, Kaiko, Crypto Lake, CoinDesk Data, glassnode, Velo, Laevitas, CryptoQuant, CoinGecko, Coin Metrics, CoinGlass, Coinalyze, Hyblock Capital and CoinMarketCap. It is a selection, not a complete list of the market.

One vendor at a time

Each profile carries every criterion for that vendor, its gotchas and its sources. The line under each name is our judgement.

Raw market data

  • Tardis.devAnyone who needs the actual tape50+, over 50,000 instruments2019-03-30 for most venues; Binance USDS-M futures from 2019-11-17$350/month (Academic, Perpetuals or Options plan, quarterly or yearly billing only); Solo from $700/month
  • Exchange archivesCheap bulk backtests at trade and candle levelOne per archiveVaries by venue; Binance spot klines from 2017Free
  • CoinAPIOne schema across a very large venue count400+ (vendor claim)2014-02-24 archive start; varies per symbol and data typeFrom $79/month
  • KaikoRegulated and benchmark use, L2 aggregationsBroad (vendor claim)2010 for tick trades and OHLCV; order book snapshots from 2015, varies per exchangeOn request
  • Crypto LakeAffordable depth data in a research-friendly format9 venue feeds in the coverage table (e.g. Binance spot and futures, OKX, Bybit, KuCoin, Gate.io)Binance spot trades from 2017-08-17; Binance books from 2022-11-14 (partial from 2020-07-23); per-exchange table published$80/month individual ($64 for the first 6 months for new subscribers); companies $500/month
  • CoinDesk DataBroad normalised history across many venues300+ (vendor claim), 300,000+ pairsAggregated history from 2010 (vendor claim)On request

Derived market metrics

  • AmberdataOptions and volatility analytics, on-chain data30+ exchanges, 6,365+ pairs across spot, futures, optionsOrder books from 2011 on select exchangesOn request
  • Coin MetricsCross-venue and on-chain metrics, plus liquidity and volatility series40+, 400k+ marketsJuly 2010 (BTC trades from Mt.Gox)Free community tier

Derivatives analytics

  • VeloCross-exchange derivatives research at minute resolutionNot verifiedNot verified$199/month
  • LaevitasOptions and derivatives analytics15+ (vendor claim); API v2 covers Binance, Deribit, OKX, Bybit, Hyperliquid5+ years of history (vendor claim)$50/month per seat (Premium, no API)
  • CoinGlassLiquidation and positioning data for discretionary traders30 futures, 11 spot and 4 options venues (pricing FAQ)Not verified$29/month (Hobbyist, personal use)
  • CoinalyzeFree derivatives series for prototypingNot verifiedNot verifiedFree
  • Hyblock CapitalLiquidation heatmaps and positioning signals20+ venues, 1,000+ tickers (vendor claim)Not verified$69/month (Advanced, no API); API from $399/month (Professional)

On-chain analytics

  • glassnodeOn-chain metrics with point-in-time history for backtestsBinance, Coinbase, OKX, Bybit, Deribit, Hyperliquid, Kraken and others, plus CME; order book metrics on Binance and Coinbase onlyNot verifiedStudio free; API add-on on request
  • CryptoQuantExchange flows and on-chain indicatorsSpot incl. Binance, Coinbase, Kraken, OKX, Bitfinex; perps on Binance, BitMEX, Bybit, Deribit, HTX, OKX (BTC lists; varies by asset)BTC index and on-chain from 2009-01-03; exchange spot from 2013-04-01 (Bitfinex); perps from 2015-09-25 (BitMEX)Not verified

Reference prices

  • CoinGeckoAsset reference data and aggregated prices1,500+ centralised exchanges; 1,800+ DEXes via GeckoTerminal2013 for daily data (Analyst plan and above)Free Demo plan; Basic $29/month billed yearly
  • CoinMarketCapReference prices and asset metadata941+ exchanges (API docs)Historical fiat conversions back to 2013-04-28Free (Basic); Builder $29/month

Where Aperiodic fits

Try the derived-metrics approach without an account

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
Install the CLIBrowse the 220-metric catalogPricing

Keep reading

  • How this comparison is compiledSources, check dates, the weekly re-check, corrections and the change log.
  • Aperiodic vs. Tardis.devOur head-to-head, written from our side: A full tick archive, or metrics with the raw data behind them?
  • Aperiodic vs. CoinGlassOur head-to-head, written from our side: Charts to watch, or data to model?
  • Aperiodic vs. KaikoOur head-to-head, written from our side: Enterprise breadth, or self-serve perp research?
  • Aperiodic vs. AmberdataOur head-to-head, written from our side: Venue breadth and options, or perp research at a listed price?
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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136 Capel StreetDublin, D01 T2C9Ireland
Registered in Ireland · Company No. 815273

© Copyright 2026 Aperiodic. All Rights Reserved.

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