Crypto tick data,captured for you

Tick data is the most granular form of market data — every individual event (trade, order book update, price change) recorded as it happens on the exchange. Unlike candlestick or OHLCV data that aggregates activity into time intervals, tick data preserves the exact sequence and timing of market events. This level of detail is essential for backtesting high-frequency strategies, analyzing microstructure, and building realistic market simulations.

Ticksupply supports Binance (spot) and Bybit (spot and linear perpetuals). Each exchange offers up to 10 stream types including trades, order book snapshots, depth updates, klines, tickers, and more. We are actively working on adding more exchanges — if there is a specific exchange you need, reach out at contact@ticksupply.com.

You can record every stream type the exchange supports — order book snapshots at multiple depth levels, incremental order book diffs, individual trades, aggregate trades, klines at multiple intervals, ticker prices, and more. Available stream types vary by exchange. You choose exactly which streams to subscribe to, and we capture them around the clock. Each message is stored with a nanosecond-precision receipt timestamp so you can reconstruct the exact sequence of events.

Exports are two-column CSV files: a nanosecond-precision receipt timestamp and the raw exchange message exactly as received. No normalization or reshaping — you get the original JSON messages, ready to parse however your research requires. Load directly into pandas, polars, DuckDB, or any tool that reads CSV. Files are gzip-compressed for efficient downloads.

Historical data vendors sell pre-recorded datasets — you get whatever they decided to capture, which can run into hundreds or thousands of dollars per month. Ticksupply records live data on your behalf, starting from the moment you subscribe, with plans starting at $25/mo. You choose the instruments and stream types, and pay only for the streams you use. The data is raw and unaltered: original exchange messages with nanosecond timestamps, not normalized or transformed by a third party.

Yes. Ticksupply provides a REST API for creating subscriptions, triggering exports, and downloading data programmatically. There is also a Python SDK for quick integration. You can build fully automated pipelines that subscribe to instruments, schedule recurring exports, and feed data directly into your research workflow. See the API documentation for details.

The CSV export format works with virtually any data analysis tool. Common choices include pandas and polars in Python, DuckDB for SQL-based analysis, R for statistical modeling, and custom parsers in any language. The raw JSON messages can be parsed into order book reconstructions, trade-and-quote datasets, or any structure your research requires. No proprietary tooling or vendor SDK is needed.

Ticksupply captures data in real time directly from exchange WebSocket feeds. Each message is recorded with a nanosecond-precision timestamp the instant it arrives at our collectors. Recorded data is available for export within minutes — there is no artificial delay or batching. You can export any date range at any time.

Ticksupply records data from the moment you create a subscription — it is not a historical data vendor. We capture live data going forward, so the sooner you subscribe, the more history you accumulate. Your data is retained for as long as your account is active, and you can export any date range at any time.

Sign up and start a 7-day free trial, then generate an API key from the dashboard. The quickstart guide walks you through creating your first subscription and export in under five minutes. You can use the REST API directly with cURL, or install the Python SDK with pip install ticksupply.