Research guides

Work with the market behind the candles.

Understand the records, check their limits, and choose the data your research needs.

Binance historical order book data: snapshots, updates and coverage

Choose Binance L2 data by market, depth, update sequence and readable date coverage. Learn what candles and trade archives cannot reconstruct.

Cruscy Data · 2026-10-30

Backtesting with Binance L2 data: what to check before a strategy run

A practical checklist for Binance order-book backtesting: market rules, missing intervals, fees, execution assumptions and a reproducible data window.

Cruscy Data · 2026-10-30

Binance cumulative volume delta: trade direction, volume and data gaps

Understand CVD from Binance trade data, the buyer-maker flag, base versus quote volume and the quality checks needed before using a delta series.

Cruscy Data · 2026-10-30

A crypto market data MCP server for SQL research and backtests

Connect an AI research client to Binance market data through MCP. Inspect schemas and coverage, run bounded SQL, and retrieve backtest reports.

Cruscy Data · 2026-10-30

Try the data before choosing a plan

Inspect the stream catalog, read the API and MCP examples, and check published quality reports.

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