Product Roadmap

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

Support for HTX exchange.

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

Support for Bybit exchange.

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

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

Detection of iceberg orders and their impact.

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

Official Python client with polars integration.

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

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

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

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

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

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

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

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

Support for OKX exchange (perpetuals).

Support for Hyperliquid perpetuals with full symbol coverage, years of history, and L2 order book metrics.

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

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

Real-time streaming of metrics via WebSocket.