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.

What exchanges does Ticksupply support?

Ticksupply supports Binance (spot), Bybit (spot and linear perpetuals), and OKX (spot). Each exchange offers multiple stream types including trades, order book snapshots, depth updates, klines, tickers, and more. We are actively working on adding more exchanges — reach out at contact@ticksupply.com.

What data types can I record?

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.

What format is the exported data?

Every export is a gzip-compressed CSV with nanosecond-precision timestamps. You choose the format: Raw gives you the original exchange JSON exactly as received. Normalized flattens messages into a unified column schema that is the same across every exchange. Custom Schema lets you define your own output columns, including derived fields and computed metrics. All three formats work with pandas, polars, DuckDB, or any tool that reads CSV.

How is Ticksupply different from historical data vendors?

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. And you choose how the data is formatted: raw exchange messages with nanosecond timestamps, a normalized schema that works the same across every exchange, or a custom schema you define yourself.

Can I use the API to automate exports?

Yes. Ticksupply provides a REST API for creating subscriptions, triggering exports, and downloading data programmatically. There is also a Python SDK (docs.ticksupply.com/getting-started/sdks) 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 at docs.ticksupply.com for details.

What tools can I use to analyze the exported data?

Every export format — raw, normalized, or custom schema — produces standard CSV files that work 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. Normalized and custom schema exports are ready to load directly into a DataFrame with no parsing step. Raw exports preserve the original exchange JSON for full message fidelity. No proprietary tooling or vendor SDK is needed.

What is the difference between raw, normalized, and custom schema exports?

Raw exports contain the original exchange JSON messages with nanosecond timestamps — nothing added, nothing removed. Normalized exports flatten those messages into a consistent column layout (timestamp, price, quantity, side, and so on) that uses the same field names regardless of exchange. Custom schema exports let you define exactly which columns appear in the CSV, including derived or computed fields, so the output maps directly to your model's input format.

Is the data real-time or delayed?

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.

How far back does the data go?

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.

How do I get started with the API?

Sign up and start a 7-day free trial, then generate an API key from the dashboard. The quickstart guide (docs.ticksupply.com/getting-started/quickstart) 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.

Marcus Reeve

Engineer at Ticksupply

Marcus works on the data collection and export pipeline at Ticksupply. He writes about running WebSocket collectors against crypto exchanges, reconstructing order books from depth updates, and the practical tradeoffs of self-hosted vs managed tick data.

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