Crypto price history, spot and perpetuals

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.