Validated cross-exchange market data
Request historical slices, replay-ready packages, and exchange-specific sample datasets with explicit completeness, timing provenance, order-book validation, and transparent confidence states.
These landing pages are designed to surface concrete demand by exchange, symbols, channels, and time range - not to hide uncertainty behind generic API language.
orderTimeexchange-side event timereceiveTimeclient-side packet receive timecrossConnectExchangeNameReceiveTimecross-connect timing layerReplace older placeholder wording with a clearer field name, then keep the status visible instead of overclaiming.
Do not sell “another crypto data API.” Open with trust, correctness, replay fidelity, and faster qualification of real exchange-level demand.
Core promise
Use exchange-specific landing pages to learn where demand is strongest, which workflows are painful enough to buy, and what kind of sample proves the category story fastest.
Datasets are scoped by exchange, symbols, channels, and time range - with visible coverage, gap markers, and manifest-level truth.
Keep exchange time, receive time, and normalized time distinct so timing-sensitive workflows are grounded in observable provenance.
Book reconstruction is treated as a product surface, not a hidden internal calculation. Confidence and degradation states stay visible.
Use the same historical slice for simulation, QA, post-trade analysis, and research without losing the event structure that matters.
First wave
Each page uses the same structure, but the copy makes the request feel concrete instead of generic.
Exchange page
Validated Binance market data for teams that need more than feed access.
Open Binance pageExchange page
Validated Coinbase market data for institutional trading and research workflows.
Open Coinbase pageExchange page
Validated Kraken market data for research, trading infrastructure, and venue comparison.
Open Kraken pageExchange page
Validated OKX market data for cross-venue research and production workflows.
Open OKX pageExchange page
Validated Deribit market data for derivatives-heavy workflows and replayable research.
Open Deribit pageExchange page
Validated Bybit market data for trading, research, and internal market-data QA.
Open Bybit pageExchange page
Validated Crypto.com market data for teams expanding venue coverage without adding data debt.
Open Crypto.com pageHistorical data framework
That three-part frame still explains demand clearly: buyers want the right scope, useful depth, and confidence that the data is not silently wrong.
Python example
Keep the example lightweight, link to the docs, and make it easy to copy into an internal note or discovery email.
# see full docs at https://docs.marketdata.trade/api/python
# pip install marketdata.trade
import asyncio
from marketdata.trade import MarketDataClient, Stream
marketdata_client = MarketDataClient(api_key="<YOUR_API_KEY>")
async def replay():
events = marketdata_client.replay(
exchange="binance",
from_date="2024-02-29",
to_date="2024-03-30",
filters=[Stream(name="book", symbols=["BTC-USDT"])]
)
async for receive_binance_timestamp, message in events:
print(message)
asyncio.run(replay())General request
The goal is simple: collect the most concrete data request possible and route it to the right exchange page or follow-up conversation.