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