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CatalogOrder FlowL1 & L2Derivatives & Market Data
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Product Roadmap

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Under Review
1

Options & Volatility Surfaces

Options chain data, implied volatility surfaces, Greeks, and term structure analytics.

Planned
4

WebSocket Streaming API

Real-time streaming of metrics via WebSocket.

Q2 2026

Exchange support: Bybit

Support for Bybit exchange.

Q2 2026

Exchange support: HTX

Support for HTX exchange.

Q2 2026

Cross-Exchange Analytics

Understand the relationship between exchanges — volume / open interest / liquidity distribution, dispersion.

Q2 2026
In Progress
5

EOD Updates (Daily)

Daily updates of datasets to include the previous day's data.

Q2 2026

Cross-Exchange Arbitrage Metrics

Cross-venue spreads, lead-lag relationships and arbitrage signals.

Q2 2026

Cross-Exchange Aggregates

Aggregated metrics across exchanges — single, market-wide volume, trades, L1 & L2 metrics.

Q2 2026

Tick Bars

Tick bars (10, 50, 100, 200, 500, 1000 ticks).

Q2 2026

Iceberg Order Detection

Detection of iceberg orders and their impact.

Q2 2026
Completed
12

Python SDK

Official Python client with polars integration.

Q1 2025

REST API v1

Programmatic access to all datasets (parquet files)with API key authentication.

Q4 2024

OHLCV Candlestick Data

High-fidelity candlestick data with VWAP/TWAP across multiple intervals and exchanges.

Q4 2024

Derivatives Metrics

Funding rates, open interest, basis spreads, and perpetual contract pricing data.

Q1 2025

Order Flow & Trade Metrics

Trade-level aggregation with market impact, slippage, and volume-weighted metrics.

Q1 2025

L1 Order Book Metrics

Best bid/ask spreads, top-of-book depth, and top-level order book imbalance.

Q1 2025

L2 Order Book Metrics

Multi-level depth profiles, cumulative liquidity metrics, and deep book imbalance metrics.

Q1 2025

CLI client

CLI client for bulk downloading production-ready parquet datasets without rate limits.

Q2 2026

Exchange support: OKX

Support for OKX exchange (perpetuals).

Q1 2025

Exchange support: Hyperliquid

Support for Hyperliquid perpetuals with full symbol coverage and years of history (L2 metrics coming next).

Q2 2026

Research notebooks

Published applied research notebooks for predictive metric discovery across the catalog.

Q2 2026

Sub-Minute Candles

Sub-minute candles with 1 / 15/ 30 second resolution. (Prime only)

Q1 2025
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Institutional-Grade Order Flow, Liquidity & Derivative Metrics — Turn market microstructure into actionable signals, alpha and analytics in minutes.

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