

Current coverage: 2025-07-01 to 2026-07-28
645.1 million SOL/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.
Includes a free Strategy Starter Kit (Jupyter notebook): VWAP, realized volatility, and order flow imbalance.
Schema (7 columns): trade_id, price, qty, quote_qty, time, is_buyer_maker, is_best_match
Format: Apache Parquet (ZSTD), 4 quarterly files. Total package 3.8 GB; single quarter ~590 MB-1.24 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