L1 — Top of Book Datasets
Best bid and ask prices with quantities, midprice, quantity-weighted midprice, time/volume-weighted averages, and quote update frequency.
Key fields
Bid/ask imbalance, ratio, percentages — both instantaneous (last) and averaged over the interval.
Key fields
Highlighted Metrics
The spread is the price of immediacy — what the market maker charges to bear adverse selection risk right now. Huang & Stoll (1997) decomposed it into adverse selection, inventory, and order processing costs, which is why a widening spread is diagnostic, not just expensive. But the average hides the regime change: a bar with mean spread of 2 bps that was 0.5 bps for 55 seconds and 8 bps for 5 seconds tells a fundamentally different story than a steady 2 bps. Bollerslev & Melvin (1994) showed spread volatility itself predicts future return volatility — the instability of the spread matters as much as its level.
Use Cases
Use average and instantaneous spread metrics to quantify market-making costs and estimate fill quality across instruments.
Detect directional pressure from bid/ask imbalance and imbalance ratio dynamics before price moves occur.
Identify quote stuffing patterns and measure market-maker activity intensity using update frequency metrics.
Compare execution fills against bid/ask VWAP and TWAP to measure adverse selection in your order flow.
Use weighted mid-price, imbalance averages, and depth to build predictive features for HFT and MM strategies.
Get started in minutes
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | bash# Install the CLI
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | bash
# Fetch the preview slice as Parquet into ./data — no API key needed
aperiodic flow --preview \
--exchange binance-futures \
--symbol perpetual-BTC-USDT:USDT \
--interval 1h \
--start-date 2024-01-01 \
--end-date 2024-01-31 \
--output-dir ./dataGet access to our full catalog of market microstructure data.