tickstream data archive

The raw data,
end to end.

Eighteen CME futures symbols, back to 2014. Every trade print, the full order book, and one-minute bars — as monthly .csv.zst files that DuckDB and pandas read directly. Pick a symbol, pick how far back you need, pay once.

One payment, and that is the whole arrangement

HOW IT WORKS
pay once per symbol
  • You choose the depth: one-minute bars, the Level 1 tape, or the tape with full Level 2
  • And how far back: one year, or everything we hold — the price follows
  • Then it is yours: no renewal, nothing to cancel, no month in which access lapses
  • Delivered as files: monthly .csv.zst, read directly by DuckDB and pandas
WHAT IT IS NOT
no subscription, and no API
  • We do not sell daily updates. Our live feed does not record the same shape as this archive — it holds trades with an aggressor side, not the quote tape — so a month we appended would not match the months before it. We would rather say that than sell a monthly fee for it.
  • Endpoints are a different product. The history API (/v1/history/*) comes with a Futures package.

In one sentence: you buy a defined slice of history, once, and download it.

FREE PREVIEW · NO SIGNUP

Try the data before you buy it

Two full months of the real NQ tick archive — Feb + Mar 2025, 22.9 million trades — plus two complete days of Level-2 order-book depth (Mar 3–4, every book level, every update — 34.7 million rows). Same schema and aggressor side the paid API serves.

Download CSV — 129 MB Parquet — 245 MB

ts (µs, UTC) · price · size · side (buy/sell aggressor) — free for personal research & backtesting, no redistribution. The CSV needs no unpack step: duckdb and pandas read .csv.zst directly.

Build your own package

18 symbols

Pick a symbol, a depth and how far back you need — and pay for exactly that.

Every CME futures symbol we carry, back to 2014: one-minute bars, the Level 1 tape, or the tape with full Level 2 depth. Monthly .csv.zst files that DuckDB and pandas read directly — no unpack step, no per-file password. From $3 for a single year of bars to $396 for every symbol, every product, all of it.

  • 1-minute bars — Open, high, low, close and volume per minute, built from the trade prints.
  • Level 1 tape — Every trade print and best bid/offer update — and the 1-minute bars with it.
  • Level 1 + Level 2 — The full picture: the tape, the book, and the bars.
Open the data shop sign in, then choose your symbols

Coverage, depth and file sizes per contract: NQ · ES · CL · GC · YM · RTY

How it works

  1. Buy once or subscribe — your API key instantly unlocks the matching /v1/history/* endpoints. One-time purchases are clamped to your purchase date; subscriptions always reach live.
  2. Query any range: GET /v1/history/ticks?symbol=NQ&start=2022-06-13&end=2022-06-14 with Authorization: Bearer YOUR_KEY.
  3. Get back Parquet-grade rows as JSON — trades, full L2, or option chains with greeks & OI.

Data is provided as-is for research and backtesting. Option-chain history is redistributed under our data licenses. Market data carries no warranty of completeness; nothing here is financial advice.