Current coverage: 2025-07-01 to 2026-07-28

1.42 billion BTC/USDT trades from the most recent 12 months. Tick-level data in Apache Parquet, audited row by row. Delivered as a single ZIP containing all 4 quarterly Parquet files plus documentation and the Strategy Starter Kit notebook. Updated every 3 months - always the latest rolling year.

Includes a free Strategy Starter Kit (Jupyter notebook): VWAP, realized volatility, and order flow imbalance - pre-built, ready to run. Order flow imbalance can only be calculated with tick-level data, not OHLCV.

Schema (9 columns): exchange, symbol, trade_id, exchange_ts, ingest_ts, price, quantity, aggressor_side, raw_side

Format: Apache Parquet (ZSTD), 4 quarterly files. Total package 3.59 GB; single quarter 679 MB-1.3 GB.

Quality: Zero look-ahead bias, audited row counts, README and Data Quality Disclosure included. Per-file SHA256 checksum in MANIFEST.json.

Use cases: Backtesting, HFT simulation, market microstructure research, AI model training.

More at theglitchlist.com