One-minute OHLCV for crypto spot pairs and perpetual futures, on the same endpoint and the same clock as the equity series.
Backtests are only honest on real depth. A mid-price hides the spread, the size resting at each level, and the slippage your order would actually pay. DepthFeed keeps the whole book.
You should not need a data pipeline and a research notebook to find out whether an idea has an edge. The Backtest Lab runs the whole test in the browser, against the real recorded book.
A backtest is a claim about the past. Paper trading is where that claim meets markets that haven't happened yet — with virtual cash, real prices, and a track record you can't fake.
A single number — the last trade or the mid. It tells you nothing about the size waiting to fill, or how far the price moves when you take it.
The full bid/ask ladder with the size resting at each price — best quote through the deep book, asks above the spread and bids below it.
Order-book depth is forward-only — miss it live and it's gone. We store every frame, so a backtest fills against the liquidity that was really there.
This is the same keyless Overview feed used inside DepthFeed: current crypto prices and live prediction-market probabilities from the venues carrying each contract. Switch the asset or window; every visible value comes from the public endpoint.
GET /v3/overview?asset=btc
Bitcoin spot referenceMean of the latest visible venue probabilities. It is a market snapshot, not a forecast or trading signal.
curl "https://api.depthfeed.com/v3/overview?asset=btc"Inspect archive coverage and retrieve recorded market states.
Work with price and displayed size across both sides of the ladder.
Move from a live signal to explicit fill, fee, and slippage assumptions.
Review 34,560 matched observations and simulated $100-$10,000 fills.
Every price level with its size, on both sides, at every change. Measure real slippage and liquidity, not a single mid-price.
Recorded on every book and price-change event, not sampled. Short-dated markets stay backtestable.
Latest and historical order-book snapshots over REST — JSON, epoch-millis timestamps, keyset pagination.
A high-frequency reference price series — Binance spot/futures plus Chainlink settlement marks — that joins to any Equities, Crypto & Prediction Markets snapshot by epoch-millis timestamp, so you can line up book state with the spot move that drove it.
Depth this fine is expensive to record and impossible to backfill, so almost nobody keeps it. We do — full order-book and price data across Polymarket, Kalshi, and Limitless, every level on both sides, captured tick by tick and served clean over a metered API.
Not the last trade or the top of book — the full bid/ask ladder with the size resting at each level, captured at every change. The depth a real order actually fills against.
Polymarket, Kalshi, and Limitless in a single, stable JSON shape — event-driven capture on Polymarket and Limitless, continuous full-depth polling on Kalshi, each joined to a high-frequency underlying price.
Order-book depth is forward-only — miss it live and it's gone for good. We've recorded continuously since early 2026, so the window your plan buys is backed by stored data, not a promise.
DepthFeed is an independent project (not affiliated with the venues) that exists to record the prediction-market order book almost nobody else keeps. Every figure below is measured directly from our own live capture, so you can backtest on real liquidity and trade on the same data.
Polymarket · Kalshi · Limitless
archive starts January 2026
since January 2026
BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
Measured directly from DepthFeed's live capture, June 21, 2026.
We collect what matters for short-dated markets: the full book across the assets and time windows traders actually use.
Hit the REST API to discover live markets and pull the full historical book. Clean JSON, epoch-millis timestamps, keyset pagination — no scraping.
# 1 · Discover live markets — REST API, Bearer key
$ curl -s "https://api.depthfeed.com/v3/btc/markets?type=5m" \
-H "Authorization: Bearer $DEPTHFEED_KEY"
# {"data":[{"market_id":"…","slug":"btc-updown-5m-1780824900",
# "market_type":"5m","clob_token_up":"0x…"}], …}
# 2 · Pull the full book to backtest — historical snapshots over REST
$ curl -s "https://api.depthfeed.com/v3/btc/markets/<market_id>/snapshots?include_orderbook=true" \
-H "Authorization: Bearer $DEPTHFEED_KEY"
# {"data":[{"time":"…","price_up":0.62,
# "orderbook_up":{"bids":[[0.61,120],…],"asks":[[0.63,80],…]}}], …}Crypto price history is the record of a pair's past prices and volumes. DepthFeed serves crypto spot and perpetual futures as one-minute OHLCV bars over GET /v3/bars, on the same time grid as US equities and ETFs, so cross-asset rules can be tested without reconciling two vendors' timestamps.
A bare symbol resolves equities first and then spot; naming the venue explicitly selects spot or perpetual futures outright. That matters because the same string can mean two instruments with different funding, different liquidity and different behaviour in a squeeze — and silently getting the wrong one is a backtest that cannot be reproduced.
Crypto trades continuously while equities do not, and a cross-asset rule has to handle the mismatch. Series are ASOF-joined onto a shared grid, so an equity leg reads its last known value through the weekend instead of dropping the crypto leg's bars on the floor.
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.
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.
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.
Every paid plan
Complete data access; capacity scales with the tier.
| Capability | Explorer$0 | Quant$29 | Research$99 | Desk$249 |
|---|---|---|---|---|
| DataHistory | 7 days, capped | 30 days | 90 days | Full archive |
| Order-book assets | BTC sample | All 7 | All 7 | All 7 |
| 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.
On Desk you get the full available history for each instrument. Explorer, Quant and Research are windowed to 7, 30 and 90 days respectively — bars obey the same plan window as order-book depth.
Free to start, no card. Upgrade when your strategy is ready for the full book.
Start free