System Status: Normal
The Only Tick-Level Microstructure Dataset for RWA Perps.
RWA perps trade on-chain, never systematically collected at this resolution. Now they are. High-fidelity Level 3 market data engineered for HFT signal generation and adverse selection studies.
80
Assets
3
Venues
11
Streams
Nanosecond
Timestamps
Architecture Pipeline
Exchange
Colocated WebSocket feeds
Ingestion
Rust, zero-alloc, no GC pauses
Processing
Normalization & derived streams
Storage
Parquet / Cloudflare R2
Client
pandas / polars / DuckDB
Asset Coverage
US Equities
TSLANVDAAAPLMSFTGOOGLAMZNMETAMSTRCOIN
Commodities
XAUXAGWTINATGAS
Indices & FX
SPXQQQEURUSDUSDJPY
Asian Equities
SAMSUNGSKHYNIX
Parquet Schema Preview
stream = ofi_1sschema_version: 2
| Field | Type | Description |
|---|---|---|
| timestamp_ns | INT64 | Bar close time (Unix nanoseconds) |
| ofi | FLOAT64 | Raw order flow imbalance |
| ofi_normalized | FLOAT64 | OFI normalized by trailing volume |