Algorithmic trader · Crypto market microstructure · Free historical HFT data
CryptoHFTData.com · Free Access · Datasets · Docs · Status
Free historical crypto data for backtesting that actually works.
CryptoHFTData is an open data lake for crypto HFT research: high-frequency historical market data across exchanges, including full-depth order books, trades, funding rates, liquidations, and other datasets for quantitative research, market making, and backtesting.
The core value proposition is simple: institutional-quality historical crypto data with public access and zero cost, delivered in research-friendly formats like Parquet and through a Python-native workflow.
- Free historical crypto market data for serious backtesting
- Full-depth L2 ticks, trades, funding rates, liquidations, and more
- Normalized, deduplicated, gap-checked, and time-aligned datasets
- Parquet-first bulk files plus Python/API access
- Unified coverage across 9+ spot and derivatives venues
- 1.4 TB daily ingestion for serious market microstructure research
- Built for quants who want to research instead of clean raw exchange data
- Crypto market making and execution research
- High-frequency historical data pipelines
- Order book, trade, liquidation, and funding datasets
- Backtesting infrastructure for systematic crypto strategies
- Machine learning and ranking models for cross-sectional crypto signals
- Website: CryptoHFTData.com
- Datasets: cryptohftdata.com/datasets
- Docs: cryptohftdata.com/docs
- Status: cryptohftdata.com/status