Datasets

Complete trade and quote data from all US exchanges. Includes NBBO, trades with exchange attribution, odd lots, and condition codes. SIP and direct feed variants available.

Depth-of-book snapshots at configurable intervals (100ms, 1s, 1min). Full 10-level book with aggregate size and order count per level. Reconstructed from direct feeds.

Complete tick-by-tick trade and BBO data for all CME Group products including ES, NQ, CL, GC, ZN, ZB. Includes implied and outright markets, spreads, and options on futures.

Aggregated FX spot rates from 15+ liquidity providers. Covers 120+ currency pairs including G10, EM, and exotic crosses. Forward points for standard tenors (ON, 1W, 1M, 3M, 6M, 1Y).

Complete OPRA options feed with trade, quote, and Greeks (delta, gamma, vega, theta, rho). Implied volatility surfaces computed using proprietary calibration models. All listed US equity and index options.

L2 and L3 order book data from Binance, Coinbase, Kraken, OKX, and Bybit. Full depth snapshots and incremental updates. Includes perpetual futures, spot, and dated futures.

Interpolated zero-coupon yield curves, par curves, and forward rates. Primary dealer auction results, bid-to-cover ratios, and settlement data. Daily and intraday frequency.