Product Roadmap

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

Support for Bybit exchange.

Support for HTX exchange.

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

Real-time streaming of metrics via WebSocket.

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

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

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

Detection of iceberg orders and their impact.

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

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.

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 and years of history (L2 metrics coming next).

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

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