for quants
Reproducible, or it does not count.
- row cap
- none
- date range
- arbitrary
- tick resolution
- µs · ns in L3
- aggressor side
- from the exchange, not inferred
- book depth
- full L2 · order-by-order L3
- options history
- 12 yr, tick level
- futures history
- 7 yr
- format
- Parquet-backed JSON
The claim we care about
Every track record we publish was recomputed on the same archived tick path we sell you, through the strategies' own production code. Not a vendor extract, not a cleaned copy — the file our own research runs on.
That is a testable claim, and it is the only reason to trust a number on this site. When the rebuild ran on 31 July it moved the book from +$5.1k to −$65.7k, because it corrected fills that had been booked at the trigger level instead of the price that printed. We published the corrected figure and left it up.
Where a research budget usually lands
- L3 / Market-by-order $199/mo Every individual order, with its queue position. Exchange order ids and queue position — the microstructure work is not possible without it.
- Options Pro $119/mo The joins — trades paired with quotes and greeks, whole roots, no cap. Trades paired with the NBBO of that millisecond, whole-root snapshots, no cap.
- Desk $499/mo Both of the above plus GEX, execution and every algo sleeve. Cheaper than the parts if you need more than two of them.
What we do not have
- Equity ticks. Futures and options only. If your universe is single stocks at tick level, we are not your vendor.
- Futures tick data before 2019. The daily series goes back further; the tape does not.
- Non-US options. OPRA coverage is complete; everything outside it is absent.
- Options tick history before 2012-06-01. The contract universe simply stops there.
Listed because you would find all four in the first afternoon anyway, and finding them yourself after paying is a worse experience than reading them here.
A fund, a desk or anyone whose employer benefits from the data is a professional user under the exchange rules — different licence, quoted at cost with the exchange fees passed through unmarked up. Work out the number before you sign up, not after.
Where these numbers come from
| Figure | Source | Checked |
|---|---|---|
| No row cap on history requests | /v1/history/* serves arbitrary ranges out of the Parquet store; the only bound is the window your package includes | 2026-08-03 |
| Microsecond timestamps, nanosecond in L3 | Exchange timestamps passed through unmodified. We do not re-stamp on receipt. | 2026-08-03 |
| Options history to 2012-06-01 | Contract universe verified at the far end; tick level confirmed on SPY 132C exp 2012-06-16, session 2012-06-11 — 2,592 prints, 100% sub-second | 2026-08-03 |
| Track records recomputed on the archive we sell | The 2026-07-31 rebuild replayed every sleeve through its own production code against the archived tick path | 2026-07-31 |
| Every price on this page | pricing.config.mjs | live |
Pull a single session of L3 and check it against whatever you have now.
Read the history API docs