Free data
File sizes measured from the preview endpoint on November 5, 2026.
# 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 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# pip install "aperiodic[polars]"
from datetime import date
from aperiodic import get_metrics
flow = get_metrics(
metric="flow",
exchange="binance-futures",
symbol="perpetual-BTC-USDT:USDT",
interval="5m",
timestamp="exchange",
start_date=date(2025, 5, 1),
end_date=date(2025, 5, 31),
preview=True, # no key: the SDK sends the shared DEMO-KEY
)Directional order flow split by taker buy vs. sell, broken into small/medium/large notional segments, with a flow toxicity score.
flow · 36 metrics · 789 KB sample · every perp and year on Pro
Trade notional split into small (< $100), medium ($100–$1,000), and large (≥ $1,000) segments, with summary statistics for individual trade sizes.
trade_size · 24 metrics · 556 KB sample · every perp and year on Pro
Intrabar high-low price range and full distribution statistics (mean, median, std, skewness, kurtosis) for trade prices within each interval.
range · 10 metrics · 302 KB sample · every perp and year on Pro
How much each unit of trading volume moves the price, measured via Amihud illiquidity, Kyle lambda, impact per notional, and large-trade reversal.
impact · 5 metrics · 157 KB sample · every perp and year on Pro
Uptick and downtick count, volume, ratios and percentages based on price movement direction.
updownticks · 14 metrics · 364 KB sample · every perp and year on Pro
Consecutive same-direction trade run lengths, imbalance, flip rate, and price change on direction flip.
run_structure · 7 metrics · 182 KB sample · every perp and year on Pro
Log-return based metrics: variance, realized volatility, bipower variation, jump ratio, autocorrelation, and trendiness.
returns · 6 metrics · 181 KB sample · every perp and year on Pro
How much each trade pays above the best ask (buys) or receives below the best bid (sells) relative to the prevailing quote, aggregated per interval.
slippage · 10 metrics · 275 KB sample · every perp and year on Pro
Perpetual futures mark price premium over index price (basis) and last trade price, in absolute and basis-point terms.
basis · 8 metrics · 223 KB sample · every perp and year on Pro
Funding rate and update frequencies for perpetual futures contracts.
funding · 3 metrics · 26 KB sample · every perp and year on Pro
Open interest values with percentage change, volatility, and OI/price change ratio.
open_interest · 4 metrics · 272 KB sample · every perp and year on Pro
Snapshot of mark, index, and last trade prices with interval percentage changes and pairwise divergence ratios.
derivative_price · 9 metrics · 512 KB sample · every perp and year on Pro
Open, High, Low, Close, Volume candlestick data with notional volume.
ohlcv · 6 metrics · 159 KB sample · every perp and year on Pro
Volume-weighted and time-weighted average prices for precise execution benchmarks.
vtwap · 2 metrics · 108 KB sample · every perp and year on Pro
Best bid and ask prices with quantities, midprice, quantity-weighted midprice, time/volume-weighted averages, and quote update frequency.
l1_price · 12 metrics · 488 KB sample · every perp and year on Pro
Bid/ask imbalance, ratio, percentages — both instantaneous (last) and averaged over the interval.
l1_imbalance · 10 metrics · 307 KB sample · every perp and year on Prime
Spread (absolute and bps), depth, dollar depth — instantaneous and interval-averaged.
l1_liquidity · 14 metrics · 361 KB sample · every perp and year on Prime
Multi-depth (5, 10, 20, 25 levels) order book imbalance, ratio, and averages.
l2_imbalance · 24 metrics · 760 KB sample · every perp and year on Prime
Total bid/ask depth aggregated over 5, 10, 20, 25 order book levels — instantaneous and interval-averaged.
l2_liquidity · 16 metrics · 598 KB sample · every perp and year on Prime
Every other perp and every other year needs a plan that includes the dataset: Pro for 15 of them, Prime for the 4 order book ones. Plans cover Binance futures, OKX perps and Hyperliquid perps, from 1-minute to daily bars, timestamped by the exchange or by when each update reached us. Pro keeps 5 years of history and Prime keeps all of it, including perps that have since been delisted (pricing).
If you want something live, the markets dashboard shows the perps on Binance, OKX and Hyperliquid with a 15-minute delay. The JSON behind it is public too, at /api/v1/public/markets/board, rate limited per address.