

Current coverage: 2025-07-01 to 2026-07-28
60.4 million LINK/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 analysis on this exact dataset, ready to run. Order flow imbalance can only be calculated with tick-level data, not with OHLCV candles.
Chainlink Tick-Level Trade Data
Rolling 12-month window of individual LINK/USDT trades, refreshed quarterly.
What’s included:
Complete tick-level dataset with 7 columns: trade_id, price, qty, quote_qty, time, is_buyer_maker, is_best_match
Format: Apache Parquet (ZSTD compression), 4 quarterly files. Total package 386 MB; single quarter ~90–100 MB.
Quality: Zero look-ahead bias, audited row counts, README and Data Quality Disclosure included. Each quarterly file ships with its own SHA256 checksum in MANIFEST.json — verify integrity independently.
Use cases: Backtesting, HFT simulation, market microstructure research, AI model training