Custom datasets

A dataset shaped for the question you need to answer.

OHLCV candles, wallet PnL, liquidation history, and funding-rate series are examples of datasets we can prepare on request. Tell us the range, markets, fields, and refresh needs; we confirm coverage and scope the build.

Four example custom outputs

Each output is scoped on request after source coverage, calculation rules, schema, and delivery format are confirmed.

Example: OHLCV candles

Request candles at the intervals your model uses.

A custom delivery can aggregate captured trades into per-market OHLCV at agreed resolutions. Raw trade prices remain exact decimal values; the requested aggregation rules are documented with the delivery.

We confirm the markets and captured date range before accepting the request. The chart shown here is illustrative, not a live customer dataset.

1s1m1h1dper market

BTC perp · 1h candles · 48h sample window

hover for exact OHLCV

Example: wallet PnL

Define the wallet metrics your research needs.

A custom wallet dataset can include realized PnL, traded volume, win rate, and trade count per address when those fields are available in the captured raw events.

The raw trade feed carries wallet attribution. We agree the rollup window, fee treatment, filters, and output schema during scoping.

illustrative wallet-PnL output · sample rows

click a header to sort

0x5dd8…9faf+$1.8M57.7%$373.1M84,171
0x1cc6…e6e7+$1.6M58.4%$371.2M80,281
0x5001…e11b+$1.4M70.0%$208.4M37,961
0xcc9e…845c+$584,84757.6%$229.7M53,889
0x8626…57c5+$560,77967.4%$84.8M73,173
0x4f86…6de2+$471,77853.8%$106.5M71,010
0xe69b…d3f8+$439,82266.3%$55.0M54,893
0x5eee…55bd$562,59051.0%$202.4M65,747

Sample rows in the wallet-PnL dataset format. Positions are valued with the multiplier as of each block, so returns survive splits and dividends.

Example: liquidation history

Study captured liquidation events in a usable shape.

A custom output can provide one row per captured liquidation with the available size, price, mark, and wallet fields, or aggregate those events into a time series.

We verify event coverage for the requested range before delivery so a sample visualization is never mistaken for guaranteed history.

sizepricemarkvictim

liquidation notional · hourly buckets · 72h sample window

hover for notional

Example: funding and basis

Request a funding series for the markets you follow.

A custom funding delivery can turn captured ledger events into a per-market series with the available rates and payments represented as exact decimal values.

We agree the market set, range, sampling, and delivery schedule before the dataset is built.

BTC perp · funding rate · 72-point sample window

hover for exact rate

Provenance

Built from confirmed captured sources.

These examples can be built from captured raw fills, events, and book deltas. We verify source coverage, available wallet attribution, calculation rules, and output precision before accepting the custom request.

raw tape · 6 venuesagreed calculationyour dataset
How it works

Each dataset starts with a scoped request.

Custom datasets are not prebuilt self-serve products today. We confirm source coverage and delivery details before committing to the build.

1. Describe the output

Send the metrics, markets, wallets, date range, grouping rules, and preferred Parquet, CSV, or JSONL format.

Send requirements

2. Confirm coverage

We check which raw events and dates were captured, then confirm the feasible schema and scope before quoting.

Review historical access

3. Build and deliver

We prepare the agreed dataset and arrange file delivery. Recurring refreshes are promised only when included in the accepted scope.

Request a dataset

Describe the dataset you need.

We will confirm captured coverage, agree the schema and format, and quote the work before promising delivery.