Backtest on every trade ever made
Every trade, transfer, and price since genesis. One schema across every venue. The same API when you go live.
ContactCandles OHLCV resolution, from 1 second up to 1 day.
Live latency when your strategy goes to production.
Everything a backtest needs from one API
Complete history, candles at every resolution, and the wallet behind every fill.
Every trade since genesis
Complete backfilled history for every venue we cover: every trade, transfer, and price.
Candles at every resolution
OHLCV from 1 second to 1 day, ready for any signal window.
Flow and attribution built in
Every trade carries size, market, and the wallet behind it. Reconstruct who moved first.
Research to production parity
The endpoints you backtested against, plus websockets, at 10ms when you go live.
Built like a research dataset, served like an API
The properties quants check first, before the first backtest runs.
- History from genesis
- Every trade, transfer, and price since the first block. No gaps, no sampling.
- Candles at any timescale
- OHLCV from 1 second to 1 day, for scalps and multi-month signals alike.
- Same schema, every venue
- One backtest framework covers every venue we index. No per-exchange adapters.
- Bulk pulls, no scraping
- Cursor pagination over millions of records, built for full dataset extraction.
- The wallet behind every fill
- Reconstruct flow and attribution: who bought, who sold, and at what size.
- Live on the same API
- When a strategy graduates, the same endpoints plus websockets deliver 10ms production data.
What it takes to go from notebook to production
Typed tooling, bulk data delivery, and a team on call while your strategy trades.