Data & market intelligence

Market data for an AI strategy factory.

Give AI-generated strategies a traceable foundation: market prices, supplementary series and timestamped news, with data checks before the backtest.

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data_checks.py

bars = bars.sort_values("ts_init")
assert bars.ts_init.is_unique
assert (bars.high >= bars.low).all()
assert (news.ts_available <= t).all()
coverage = observed / expected

Illustrative example · not a live result

Explore more markets, with clear coverage boundaries.

Crypto and event markets

Research spot, perpetual and inverse futures, options and prediction markets. Bars, funding and event histories have different coverage windows.

Stocks around the world

Explore data across 15 stock markets. International backtesting rolls out venue by venue; data collection alone does not enable paper or live trading.

Forex and spot gold

Research 32 currency pairs and XAU/USD. Check historical coverage, session rules and the recorded spread and financing model before comparing results.

Read the market coverage guide

Venue rulesSeparate fees, margin and trading sessions

Beyond priceFunding, sentiment and other research inputs

News historyTimestamped source observations

Coverage checksAvailability checked for the requested window

Interactive illustration

See the gaps before testing the idea.

Move across a sample price series to reveal missing observations and a duplicate timestamp. Data checks make these issues visible before an AI strategy is evaluated.

Keep missing data visible.

A line across a gap would imply evidence that is not there. The example leaves gaps open and counts a duplicate separately; a repeated row is not an additional observation.

Observed priceMissing intervalDuplicate timestamp

Illustrative price index

Expected bar checkpoint

Unique observations: 10
Missing bars: 2
Duplicate rows: 1

A duplicate timestamp does not repair an earlier gap.

Synthetic prices and audit counts for one expected bar per checkpoint. Shaded intervals are missing; the ring marks a duplicate timestamp. This is not a current production coverage report.

Markets with different execution rules

Backtests model configured fees, funding, margin and session rules for the selected venue. Review the report's assumptions: modeled costs and fills can differ from execution on a connected account.

Market	Venue	Maker	Taker	Max leverage	History
Perpetual futures	Binance USD-M · Bybit · Hyperliquid	0.015–0.020%	0.045–0.055%	20×	multi-year, 6 timeframes
Spot	Binance	0.100%	0.100%	1× (cash, long-only)	multi-year
Inverse futures	Binance COIN-M	0.010%	0.050%	20×	multi-year
Crypto options	Deribit · Binance	0.030%	0.030%	1×	full chains incl. expired contracts
US equities	560-symbol S&P 500 + ETF universe	$0	$0	2× (Reg-T)	years of 1m/1h/1d on the XNYS calendar
Prediction markets	Polymarket	0.000%	3.500%	1×	forward-only, 30k+ resolved markets

Configured fee schedules and accounting rules are versioned with the platform. Reports include modeled costs and mark-to-market equity; review the run-specific assumptions and any unavailable inputs.

Signals beyond price

Strategies can use supplementary series alongside price bars. Availability timestamps, source coverage and the registered input window determine what is usable; missing evidence can hold a run for review.

Funding ratesLiquidations (live-streamed) Open interestLong/short ratios Taker buy/sellPremium index Order-book depthOptions greeks & IV DVOL implied-vol indexSettlements & exercises Predicted fundingsNews sentiment Fear & Greed (since 2018)

News, read at machine speed

News collectors gather headlines from configured sources. Timestamped observations and derived sentiment can support research, subject to source availability and the history recorded by the platform.

Tier-1 wires

Reuters, Bloomberg, The Wall Street Journal, CNBC, MarketWatch and Yahoo Finance — the same headlines a terminal shows, minutes not hours.

Primary sources

SEC 8-K filings as they land, Treasury, White House, BLS and BEA data releases, the Fed, ECB, Bank of England and Bank of Japan, CFTC/DOJ/FTC actions, EIA energy reports and Nasdaq trade halts — the origin of the news, not the retelling.

Real-time fast feed

A persistent websocket lands breaking headlines — including exchange listing announcements — in the data plane within seconds of publication.

Scored, not just stored

Each article gets per-asset relevance, direction and surprise scores across 16 asset buckets plus any tickers it names. Sentiment becomes a strategy input, chartable live and testable historically.

The full live feed is public — read it without an account →

History collected forward

Some sources do not publish a historical archive. Forward collection builds a record from the first observed snapshot; it cannot recreate earlier observations.

Prediction-market history

Polymarket markets are short-lived and vanish when they resolve. Our collector captures every market's full life — 30,000+ resolved markets so far — turning them into backtestable instruments no vendor offers.

US options surfaces

Free options feeds show only the present. We snapshot full chains — bid/ask, implied volatility, open interest and greeks for 18 major underlyings including SPX, SPY, QQQ and VIX — every 30 minutes of every session, building a history that is otherwise a paid license.

Live liquidation tape

Binance discontinued historical liquidation archives; our always-on stream has been recording every forced order since — a dataset that only exists if you were listening.

Point-in-time honesty

Forward-collected series carry ingestion timestamps, so backtests only ever see what was actually knowable at the time. No survivorship patching, no backfilled hindsight.

Audited continuously, not assumed

Input audits check coverage, duplicates and invalid bars. Targeted collection attempts to repair supported inputs; source-limited gaps stay explicit. Reviewed exceptions are recorded rather than filled with invented data.

See it live, no account needed

The market pages run on this exact data — cryptocurrency, US stocks, options chains, prediction markets and the news feed are all public.

Open live markets

Know the source and the limits

Your own datasets

My Data checks an uploaded dataset before you confirm and register it for your workspace. Review its timestamps, coverage and usage rights before using it in research.

Read about My Data

Forex research

Forex backtests use currency-pair bars and explicit execution assumptions. Availability varies by pair and timeframe; missing history remains visible. Forex paper trading is a separate capability.

Explore market data

Gaps are part of the evidence

Input audits distinguish collected data, missing history and reviewed source gaps. A successful download alone does not prove that a strategy has complete or usable inputs.

Read the validation guide