- 7 days · latest BTC markets, capped
- Stock, ETF & crypto price bars · 3 symbols per request
- Recorded bid/ask depth through the production REST schema
- Sports discovery for Polymarket + Kalshi
- 1 live BTC stream
- Backtest Lab + 1 paper strategy
Backtesting API
A backtesting API for equities, crypto and order books
Everything the Backtest Lab reads is available on your own key, on documented REST endpoints with pagination that cannot silently hand you a short series.
The archive, in numbers
Every figure is what the collectors have stored, not a projection. Bars obey the same plan history window as order-book depth.
640M
order books captured. Polymarket · Kalshi · Limitless
90+
days history. all venues, deepening
7
assets. BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
REST + WS
delivery. JSON snapshots + live stream
A backtesting API supplies the historical data a strategy test runs against. DepthFeed's serves one-minute OHLCV for US equities, ETFs, crypto spot and perpetual futures over GET /v3/bars, alongside recorded prediction-market order-book depth — the same data the hosted Backtest Lab uses, on the same schema.
Coverage at a glance
- Instruments
- US-listed equities and ETFs · crypto spot pairs · crypto perpetual futures
- Resolution
- 1-minute base; 5m, 15m, 1h and 1d rolled up from it
- Fields
- open, high, low, close, volume — per symbol, millisecond timestamps
- History
- Full available history per instrument on Desk; 7 / 30 / 90-day windows below it
- Delivery
- REST /v3/bars — cursor-paged, every series cut at the same instant
- Selection
- ?venue= resolves a symbol outright when a string could be two instruments
Backtesting API
What you get
The hosted lab and your key read the same thing
There is no privileged internal dataset behind the UI. The endpoint the Backtest Lab calls is the endpoint your key calls, which is what makes a hosted result and a local result comparable at all.
Pagination that fails loudly
A bars request without a limit is not paged, because a default page size would return a short series and a short series is indistinguishable from missing data. When you page deliberately, every symbol is cut at the same instant and the cursor resumes exactly there.
Equities, crypto and prediction markets on one clock
The tools that rank for portfolio backtesting test one asset class each. DepthFeed joins equities, ETFs, crypto spot, perpetual futures and recorded prediction-market order books onto a single time grid, so a rule can read an equity gap and act on a crypto position — or read either and act on a Kalshi contract — without you reconciling three vendors' timestamps by hand.
How far back you can go
History follows your plan, and bars use the same window as order-book depth: 7 days on the free Explorer tier, 30 on Quant, 90 on Research, and the full available history for each instrument on Desk. Long-horizon work — multi-year allocation studies, regime comparisons across cycles — is a Desk workload. Shorter windows are enough to validate a rule before you commit to the archive.
What this data is, and what it is not
These are source-attributed bars, not a consolidated (SIP) feed. For research, backtesting and signal work that distinction rarely matters; for best-execution reporting or regulatory record-keeping it does, and you should use a consolidated tape instead. One-minute is the finest resolution — the coarser frames are rolled up from it, so a 1-hour bar and sixty 1-minute bars always agree.
Start pulling a backtesting api for equities, crypto and order books
Free Explorer tier, no card. Full bid/ask depth and the underlying price on every snapshot, over a REST API and a live WebSocket stream.
RelatedRelated
06Pricing
Choose capacity, not venues.
- 30 days · all assets · every supported venue
- Stock, ETF & crypto price bars · 8 symbols per request
- Full book depth at any snapshot interval
- 25 req/sec · 5 live streams
- Sports API, injury alerts + 1 live sports book
- Backtest Lab + 5 paper strategies
- Everything in Quant
- Stock, ETF & crypto price bars · 16 symbols per request
- 90 days of unified history (3× Quant)
- Out-of-sample robustness analysis
- Reproducible strategy, trade and run exports
- 50 req/sec · 25 live streams · 15 paper strategies
- Everything in Research
- Stock, ETF & crypto price bars · 32 symbols per request
- Raw tick tape: every book change, in venue sequence
- Full market + sports archive
- Historical queries use an isolated traffic lane
- 100 req/sec · 100 live streams + wildcards
- 2 parallel history queries · 40 paper strategies
Every paid plan
Complete data access; capacity scales with the tier.
- Every supported venue
- Crypto, stocks & prediction markets
- Full bid/ask depth
- Any snapshot interval: 1m, 5m, 1h…
- Backtest Lab + live WebSocket
Compare exact plan limitsHistory, throughput, streams, research tools and account allowances.
| Capability | Explorer$0 | Quant$29 | Research$99 | Desk$249 |
|---|---|---|---|---|
| DataHistory | 7 days, capped | 30 days | 90 days | Full archive |
| Order-book assets | All 7 | All 7 | All 7 | All 7 |
| Raw tick tape (/v3/**/ticks) | — | — | — | Included |
| Price bars — equities, ETFs & crypto | 1-minute, windowed | 1-minute base | 1-minute base | 1-minute base |
| Bar symbols per request | 3 | 8 | 16 | 32 |
| Venue access (prediction markets) | Recorded sample + sports REST | Every venue | Every venue | Every venue |
| DeliveryGeneral REST admission | 1 req/sec | 25 req/sec · 1,000/min | 50 req/sec · 3,000/min | 100 req/sec · 6,000/min |
| Live book streams | 1 BTC subscription | 5 subs · 1 connection | 25 subs · 2 connections | 100 subs · 5 connections + wildcards |
| Live sports books | REST only | 1 | 2 | 3 |
| ResearchBacktest Lab — prediction markets | Polymarket sample | Polymarket + Kalshi | Polymarket + Kalshi | Polymarket + Kalshi |
| Backtest Lab — stocks, ETFs & crypto | Included, within the 7-day window | Included | Included | Included |
| Robustness analysis | — | — | Out-of-sample Research Lab | Included |
| Concurrent paper strategies | 1 | 5 | 15 | 40 |
| Wallet Intelligence | 1 wallet · 3 audits | 5 wallets · 10 audits | 10 wallets · 25 audits | 20 wallets · 50 audits |
| Monthly AI execution credits | — | 200 | 1,000 | 3,000 |
| OperationsHistorical query lane | Shared | Shared | Shared | Isolated · 2 parallel requests |
Monthly billing in USD. Cancel anytime. Taxes, where required, are calculated before payment. An entirely unused paid plan can be canceled and refunded in full under the Terms.
AI credits cover model execution only. Data access, history, exports, API limits, streams and venues never consume them.