DERIVED ORDERBOOK DATA — 25 INSTRUMENTS — 12+ MONTHS

The Orderbook Data
That Quants Actually Need.

Cleaned, Normalized, Aggregated Level 2 Orderbook Imbalance Data.

Built for Institutional Backtesting. Deep Learning Ready.
Apache Parquet + CSV. One-time purchase.

BTC-USDTETH-USDTSOL-USDTBNB-USDTXRP-USDTDOGE-USDTADA-USDTAVAX-USDTLINK-USDTDOT-USDTNEAR-USDTSUI-USDTAPT-USDTARB-USDTOP-USDTINJ-USDTSEI-USDTTIA-USDTWIF-USDTFIL-USDTLTC-USDTETC-USDTATOM-USDTXLM-USDTPEPE-USDTBTC-USDTETH-USDTSOL-USDTBNB-USDTXRP-USDTDOGE-USDTADA-USDTAVAX-USDTLINK-USDTDOT-USDTNEAR-USDTSUI-USDTAPT-USDTARB-USDTOP-USDTINJ-USDTSEI-USDTTIA-USDTWIF-USDTFIL-USDTLTC-USDTETC-USDTATOM-USDTXLM-USDTPEPE-USDT
The Problem

OHLCV Candles Are a Liquidity Illusion

  • Traditional candles assume infinite liquidity at every price
  • Raw L2/L3 feeds produce terabytes of microstructural noise
  • Clock drift across WebSocket channels destroys time alignment
  • GPU-class servers required just to parse and normalize
  • Raw redistribution violates exchange Terms of Service
The Solution

Mathematically Derived Depth Intelligence

  • Time-aligned 5-minute bars — no clock drift, no asynchrony
  • 10-level depth: cumulative volumes + distance from mid-price
  • Pre-computed imbalance metrics — instant feature engineering
  • Derived Data classification — legally clean intellectual property
  • Dual format: CSV + Apache Parquet (Spark / DuckDB / Pandas)
25
Instruments
12+
Months History
~2.4M
Total Bars
47
Columns Per Row
Schema

Every Row. Every Field. Documented.

Each row = one 5-minute aggregated orderbook snapshot

ColumnTypeDescription
timestamp_utcDateTimeISO 8601 UTC timestamp
instrument_symbolStringTrading pair (e.g., BTC-USDT)
open_priceFloatMid-price at bar open
high_priceFloatHighest mid-price in bar
low_priceFloatLowest mid-price in bar
close_priceFloatMid-price at bar close
interval_traded_volumeFloatTaker flow volume proxy
bid_volume_level_1..10FloatCumulative passive bid volume
ask_volume_level_1..10FloatCumulative passive ask volume
bid_distance_level_1..10FloatDistance from mid-price (bps)
ask_distance_level_1..10FloatDistance from mid-price (bps)
Coming Soon → 1-minute resolution with 30-level depth for HFT-grade microstructure research.
Use Cases

Built For Quantitative Minds

📐

Quant Researchers

Build order flow features for LSTM, Transformer, and RL models without months of data engineering.

Execution Algos

Backtest TWAP, VWAP, and iceberg strategies against real depth profiles. Estimate slippage pre-deployment.

🏦

Market Makers

Study bid-ask dynamics, quote density, and liquidity provision patterns across 25 instruments.

🎓

Academics

Institutional-quality microstructure data without exchange partnerships or Bloomberg terminals.

Pricing

One-Time Purchase. No Subscriptions.

Full dataset delivered instantly after payment. CSV + Parquet included.

Single Instrument
$99one-time
  • ✓ Pick any 1 instrument (12+ months)
  • ✓ CSV + Parquet formats
  • ✓ Non-commercial, internal use
  • ✓ Personal license (single user)
  • ✓ Jupyter Notebook included
BEST VALUE
Academic / Solo Quant
$399one-time
  • ✓ Full dataset (25 instruments, 12+ months)
  • ✓ CSV + Parquet formats
  • ✓ Non-commercial, internal research
  • ✓ Personal license (single user)
  • ✓ Jupyter Notebook (EDA starter kit)
Professional / Quant Desk
$999one-time
  • ✓ Everything in Academic
  • ✓ Full team internal use (up to 10 users)
  • ✓ Live strategy feeding permitted
  • ✓ Priority email support
  • ✓ Commercial use within your org
Enterprise / Platform Integrator
$5,000+
  • ✓ Everything in Professional
  • ✓ Unrestricted commercial integration
  • ✓ Redistribution rights
  • ✓ Custom instrument / timeframe requests
  • ✓ API access (programmatic delivery)
  • ✓ Dedicated technical onboarding
Contact Sales →
Free Sample

Try Before You Buy

7-day sample of all 25 instruments. Parquet + CSV + Jupyter Notebook included.

Legal Disclaimer

The datasets distributed by Imbalance Labs constitute an Aggregated Liquidity and Orderbook Depth Index — a proprietary, mathematically derived analytical product. All raw order book data has been independently collected, aggregated across time intervals, normalized to mid-price reference frames, and transformed through statistical computations (cumulative volume aggregation, basis-point distance normalization).

This product is classified as Derived Data under standard market data licensing frameworks. It does not constitute, reproduce, or redistribute any raw, unmodified exchange data stream. The original tick-level order book snapshots are not included, recoverable, or reverse-engineerable from this dataset.

Imbalance Labs is not affiliated with, endorsed by, or officially connected to Binance, Coinbase, or any cryptocurrency exchange. All exchange names and trademarks are the property of their respective owners.

This data is provided for research, backtesting, and analytical purposes only. It does not constitute financial advice, trading signals, or investment recommendations. Users assume full responsibility for any trading or investment decisions made using this data.