Market microstructure, measured.
Every trade, full order-book depth, derived features and regime labels. Recorded live with sequence-gap auditing and daily integrity manifests. Query and backtest in the browser — the data stays with us, the results go to you.
What is inside
| Stream | What it is | Tier |
|---|---|---|
| market_ETHUSDT | ETH market character on a 15-minute window | core |
| metrics_ETHUSDT | ETH perpetual-futures context every 30 s: open interest, funding rate, long/short ratios | core |
| gold_trades_ETHUSDT | ETH tick tape as our own engine consumes it: deduplicated, gap-recovered trades folded in, volume bars derived from it | core |
| ob25_BTCUSDT | BTC order book 25 levels per side, once per second (first book update of each exchange second); lob_update_id joins to l2_* | core |
| fl2_ETHUSDT | Binance USDⓈ-M perpetual ETHUSDT: full-depth L2 diffs @100ms with 300 s REST anchors; continuity by pu | core |
| fob25_BTCUSDT | Binance USDⓈ-M perpetual BTCUSDT: 25-level order book once per second; lob_update_id joins to fl2_* | core |
| market_SOLUSDT | SOL market character on a 15-minute window | core |
| ob25_ETHUSDT | ETH order book 25 levels per side, once per second (first book update of each exchange second); lob_update_id joins to l2_* | core |
| trades_BTCUSDT | Every BTC/USDT trade: price, size, side, ingest time (1-second tape) | core |
| trades_ETHUSDT | Every ETH/USDT trade: price, size, side, ingest time (1-second tape) | core |
| ob_ETHUSDT | ETH top of book after every book update (~100 ms): best bid/ask, mid, spread, 20-level volumes, imbalance; lob_update_id joins to l2_* | core |
| gold_trades_SOLUSDT | SOL tick tape as our own engine consumes it: deduplicated, gap-recovered trades folded in, volume bars derived from it | core |
| regimes | Directional regime label (up/down/neutral) | core |
| l2_BTCUSDT | BTC order-book diffs: first_id/final_id, levels, snapshots | core |
| volbars_BTCUSDT | BTC volume bars (a bar closes on accumulated volume, not on time) | core |
| trades_SOLUSDT | Every SOL/USDT trade: price, size, side, ingest time (1-second tape) | core |
| fob_ETHUSDT | Binance USDⓈ-M perpetual ETHUSDT: top of book after every book update (~100 ms); lob_update_id joins to fl2_* | core |
| fl2_BTCUSDT | Binance USDⓈ-M perpetual BTCUSDT: full-depth L2 diffs @100ms with 300 s REST anchors; continuity by pu | core |
| ob_SOLUSDT | SOL top of book after every book update (~100 ms): best bid/ask, mid, spread, 20-level volumes, imbalance; lob_update_id joins to l2_* | core |
| fl2_SOLUSDT | Binance USDⓈ-M perpetual SOLUSDT: full-depth L2 diffs @100ms with 300 s REST anchors; continuity by pu | core |
| market_BTCUSDT | BTC market character on a 15-minute window | core |
| l2_ETHUSDT | ETH order-book diffs: first_id/final_id, levels, snapshots | core |
| l2_SOLUSDT | SOL order-book diffs: first_id/final_id, levels, snapshots | core |
| volbars_ETHUSDT | ETH volume bars (a bar closes on accumulated volume, not on time) | core |
| fob25_ETHUSDT | Binance USDⓈ-M perpetual ETHUSDT: 25-level order book once per second; lob_update_id joins to fl2_* | core |
| fob_BTCUSDT | Binance USDⓈ-M perpetual BTCUSDT: top of book after every book update (~100 ms); lob_update_id joins to fl2_* | core |
| metrics_SOLUSDT | SOL perpetual-futures context every 30 s: open interest, funding rate, long/short ratios | core |
| ftrades_ETHUSDT | Binance USDⓈ-M perpetual ETHUSDT: every aggTrade (price, size, side, ingest time) | core |
| ob5m_SOLUSDT | SOL order book, 5-minute aggregate | core |
| derived | CVD, large-trade share, $50k/$200k slippage estimate, realised volatility | premium |
| ob5m_ETHUSDT | ETH order book, 5-minute aggregate | core |
| ftrades_BTCUSDT | Binance USDⓈ-M perpetual BTCUSDT: every aggTrade (price, size, side, ingest time) | core |
| ob5m_BTCUSDT | BTC order book, 5-minute aggregate | core |
| gold_trades_BTCUSDT | BTC tick tape as our own engine consumes it: deduplicated, gap-recovered trades folded in, volume bars derived from it | core |
| ob25_SOLUSDT | SOL order book 25 levels per side, once per second (first book update of each exchange second); lob_update_id joins to l2_* | core |
| fob_SOLUSDT | Binance USDⓈ-M perpetual SOLUSDT: top of book after every book update (~100 ms); lob_update_id joins to fl2_* | core |
| volbars_SOLUSDT | SOL volume bars (a bar closes on accumulated volume, not on time) | core |
| metrics_BTCUSDT | BTC perpetual-futures context every 30 s: open interest, funding rate, long/short ratios | core |
| ob_BTCUSDT | BTC top of book after every book update (~100 ms): best bid/ask, mid, spread, 20-level volumes, imbalance; lob_update_id joins to l2_* | core |
| fob25_SOLUSDT | Binance USDⓈ-M perpetual SOLUSDT: 25-level order book once per second; lob_update_id joins to fl2_* | core |
| ftrades_SOLUSDT | Binance USDⓈ-M perpetual SOLUSDT: every aggTrade (price, size, side, ingest time) | core |
Pricing
Three ways to work
SELECT time_bucket('1 min', ts) m,
last(price) c
FROM gold_trades_ETHUSDT
WHERE day='2026-08-10'
GROUP BY 1
Query the full feed in the
browser. No downloads, no S3 bill.class Strategy:
def analyze(self, symbol, data):
if data["rsi"] < 30:
return {"side": "BUY", "size_pct": 50}
The same engine that judges our
own strategies. Fees are honest.{"mcpServers": {"cruscy-data": {
"url": "https://data-mcp.cruscy.com",
"headers": {"Authorization": "Bearer crk_…"}}}}
Claude backtests here straight
from the chat.Questions
How deep and how fast is the data?
Trade tape at 1-second ingest precision, order book by diffs with 5-minute reference snapshots. Depth grows daily — the current window is shown on every stream page, for example gold_trades_BTCUSDT.
Why can't I download the files?
We sell computation over the data, not the files. That is cheaper for you and more capable: SQL, backtests and notebooks run next to the data, with no exports and no egress bill.
What do I get for free?
One full hour of every stream (2026-08-18 12:00–13:00 UTC), 25 queries per day and 10 backtest minutes — enough to tell whether this is for you.
How do I pay?
USDT on the TRON network (TRC20), on our own payment gateway's checkout page — no third-party processors involved. Cards are coming later.
Refunds?
All payments are final — the free tier is the trial, so you know exactly what you are buying before you pay. The two exceptions: a duplicate or erroneous charge (we verify on-chain and return the excess), and a documented outage longer than 24h (compensated with service days). Both — via a support ticket within 7 days. See Terms §5.
Is quality declared or measured?
Measured. Every day gets a manifest: record counts, sha256 and a sequence-gap audit. Known defects are recorded, never hidden — see status.