Aperiodic
Metrics
MarketsLive
DocsPricing
Get the data

Docs

How to get the data: hand it to your agent, call the API, or find the dataset you need in the catalog.

  • AI agents and MCP

    Paste one line into Claude Code, Codex or Cursor and the agent sets itself up, or connect Claude, ChatGPT or Cursor to the MCP server.

    • MCP server
    • llms.txt

    Open /agents →

    paste into your agent
    Read https://aperiodic.io/start.md and follow it.

    Open inClaude Desktop·Claude Code (terminal)·Codex

    Or add it toClaude·ChatGPT·Cursor·VS Code

    Open /agents →

  • API reference

    History as Parquet over REST and every new row over WebSocket, on one key, with the Python SDK and CLI that wrap them.

    • Live stream
    • Python SDK
    • CLI
    • OpenAPI spec

    Open /api-docs →

  • Data catalog

    Every dataset and field, with a sample of each you can pull without a key.

    • Free preview
    • Order book metrics
    • Raw data

    Open /catalog →

Resources

To learn the markets and what the data measures.

  • Markets from First PrinciplesAn interactive course on how markets work, from a market square to the metrics we publish.
  • Metrics libraryWhat each metric measures, on a month of real data.
  • Market Microstructure GuideA concise introduction to the core concepts and metrics.
  • NotebooksResearch on our data you can run in Python.
  • ReplaysMarket events rebuilt minute by minute from order-book data.
  • ArchitectureHow the live cluster computes and delivers every metric.
  • ChangelogWhat changed in the data and the API, and when.
  • Research blogStudies on our data, written up.
Aperiodic

Built from hundreds of terabytes of raw data and distilled into point-in-time metrics you can pull as parquet files. Plus the raw trades, quotes and derivatives data behind them.

Use Cases
  • Improve your backtest
  • Find new alpha
  • Execute smarter
Indices
  • All indices
  • Aperiodic Cost Index
  • Aperiodic Depth Index
  • Aperiodic Impact Index
Metrics
  • Metrics library
  • Data Catalog
  • Free data
  • Live markets dashboard
  • Every perp, A–Z
  • Global Liquidity
  • Unusual activity
  • Order Flow
  • L1 & L2
  • Derivatives
  • RWA
  • Live funding rates
  • Raw Data
Developers
  • Docs
  • API Docs
  • MCP Server
  • Notebooks
  • Integrations
  • For AI Agents
  • Atlas Security Master
  • TParquet
  • Binance OI history API
  • OKX history APIs
  • Pre-flight
  • Changelog
  • Roadmap
  • llms.txt
Learn
  • Markets from First Principles
  • Replays
  • Microstructure Guide
  • Architecture
  • Research Blog
  • FAQ
Compare
  • All vendors
  • Pricing compared
  • vs. Tardis
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  • vs. Crypto Lake
  • vs. Laevitas
  • vs. Coinalyze
  • vs. Binance public data
  • vs. Hyperliquid data
  • Binance archive
  • Hyperliquid data
Company
  • Team
  • Pricing
  • Contact
  • Book a call
  • Terms of Service
  • Privacy Policy
  • Licensing
  • SLA

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136 Capel Street, Dublin D01 T2C9, Ireland