Free Crypto Datasets
Every dataset on this page is built from history we accumulate ourselves: the platform records the market around the clock and publishes the raw rows here for free. Treat them as CC0: download, analyze, redistribute and build on them; attribution is appreciated but not required. The daily series gain one row per UTC day and started collecting on 2026-07-23, so their depth grows every day. Listing scans run hourly and funding history covers a rolling 90-day window. No account, no API key.
Citable: Every quarterly frozen release of these datasets is archived on Zenodo with a DOI; the concept DOI always resolves to the latest release. doi.org/10.5281/zenodo.22049575
Daily market history
BTC and ETH dominance, total market cap, stablecoin market cap and the Fear & Greed index, one row per UTC day, recorded from our own snapshots rather than exported from a third party.
Jupiter Perps daily
One row per UTC day, market and metric at 00:00 UTC for Jupiter Perps on Solana: exact long and short open interest from the on-chain custody state, long and short pool utilization, hourly borrow rates, custody AUM, price and 24h volume for SOL, ETH and BTC, plus JLP pool AUM, price and APR.
Read from the official Jupiter perps API every 10 minutes and recorded hourly on our side; open interest is program state, not an estimate. The daily file keeps the midnight row, the paid route the full hourly history.
Daily symbol board
Daily funding rate, open interest and price rows for the major-USDT-perpetual basket: one row per symbol per UTC day.
Append ?symbol=BTCUSDT to filter the download to a single contract.
Perpetual listing events
Every USDT-perpetual listing and delisting event our hourly scanner has recorded across Binance, OKX, Bybit, Gate.io, HTX and BingX.
Rows with listing_known=0 were already trading when tracking began, so their true listing dates are unknown; only contracts first seen after the baseline carry real listing dates.
Daily liquidations
Daily long and short liquidation totals in USD per symbol and exchange, recorded from our own live streams across Binance, Bybit, OKX, Gate, HTX, dYdX and Aster, plus Deribit's delayed flag. One row per UTC day, symbol and exchange.
Recorded events, not estimates: Binance throttles its public stream heavily, so totals are a floor. History accumulates daily from the collection start; no earlier data exists.
RSI heatmap daily
One RSI(14) reading per UTC day, contract and interval (15m, 1h, 4h, 12h, 1d, 3d, 1w, 1M) for the top 400 Binance crypto perpetuals and every TradFi perpetual: the 00:00 UTC row of our hourly record.
History exists only from the day recording started. RSI is a level, not a signal; the file is for testing what the level meant on this market.
TradFi perpetuals daily
One row per UTC day and Binance TradFi perpetual (US, HK, KR and CN stocks, commodities, indices): closing open interest, the day's settled funding, and liquidations recorded on every venue we collect from.
Open interest and funding history exist only from the day recording started; earlier rows do not exist. Liquidations are recorded prints, a floor.
Kimchi and Turkey premium daily
One row per UTC day, venue and coin: the day's last 10-minute price on Upbit, Bithumb, Coinone (KRW at the ECB rate) and BtcTurk (USDT) versus Binance spot at the same bucket, as a percent premium, for BTC, ETH and XRP.
Both legs are read at the same 10-minute bucket, so the premium is a same-moment gap, not a daily close difference. KRW conversion uses the ECB reference rate captured at collection time.
Hyperliquid whales daily
One row per UTC day and coin: long and short notional, long share, position counts and the largest single position on each side across the 300 largest Hyperliquid accounts by equity, from the day's last 5-minute scan.
Addresses are not in this file; the paid event route carries per-address changes. History exists only from the day scanning started.
Positioning daily
One row per UTC day, contract, exchange and metric at 00:00 UTC: Binance global and top-trader long/short ratios and taker buy/sell ratio, Bybit share of accounts long, OKX long/short ratio, top-trader position ratio and taker buy share, for the 30 most traded perpetuals.
Exchange-published aggregates recorded hourly on our side; the daily file keeps the midnight row, the paid route the full hourly history.
Spot order book depth daily
One row per UTC day, coin and venue at 00:00 UTC: mid price, bids and asks within 2% (USD), book reach and level count, plus the full 0.1% bucket arrays (50 per side within 5% of mid) as JSON, for BTC, ETH, SOL, XRP, DOGE, ADA, LINK, AVAX, LTC, BNB on Binance, Coinbase, Kraken, Bybit and OKX.
REST books reach different depths per venue (Coinbase the whole span, Binance about 1.5%, Kraken 2%, Bybit and OKX 0.3%); buckets beyond a venue's reach are unknown, not zero.
US spot ETF daily flows
Daily net inflows, total net assets, cumulative inflow and value traded for the US spot Bitcoin, Ethereum and Solana ETFs, in USD. One row per US trading day and asset (SOL since 2026-09-02).
Aggregated from SoSoValue's public US spot ETF series. Finalized US trading days only; the current day stays provisional until issuers settle.
US spot ETF flows by fund
Daily net inflow, net assets, cumulative inflow and management fee for every US spot Bitcoin and Ethereum ETF (IBIT, FBTC, GBTC, ARKB, ETHA and the rest), in USD. One row per US trading day and fund.
Recorded daily by us from the per-fund snapshot; the upstream only serves the current day, so the historical per-fund series accumulates here and exists nowhere else upstream. History grows from the collection start.
IBIT issuer primary-source series
Daily shares outstanding, NAV and fund-level net assets read straight from BlackRock's own IBIT page, plus the issuer-implied flow (day-over-day change in shares x NAV) and the SoSoValue per-fund figures for the same date, so the two sources can be compared row by row.
Creations and redemptions settle T+1, so the implied flow can lag the tape's trade-date figure by a day. The only issuer page this host can read; Fidelity and Grayscale refuse automated fetches.
CME futures positioning (COT)
Weekly CFTC Commitments of Traders positioning for CME Bitcoin, Micro Bitcoin, Ether and Micro Ether futures: open interest plus long and short contracts for every trader category.
Official CFTC regulatory data, republished as filed. Positions as of each Tuesday, published Friday.
Coinbase Premium daily history
Daily closing price gap between the US-regulated venue and the global market price for BTC and ETH, in percent, with both closes included. One row per day and symbol.
Positive premium = US buying pressure. Both closes are UTC daily candles; the current day is excluded until final.
Implied volatility index (DVOL) daily
Daily closes of the 30-day implied volatility index for Bitcoin and Ethereum options. One row per day and currency.
The crypto equivalent of the VIX, from listed option prices.
Options chain daily snapshot
The latest daily open-interest snapshot of the full listed BTC and ETH option chain: per-instrument open interest, mark implied volatility and underlying price.
Serves the most recent chain; the accumulating history powers our GEX and term-structure charts.
Metric context daily spine
One daily value per metric across the whole platform: BTC close, Coinbase premium, DVOL, ETF net flow, Fear & Greed, daily funding and VPIN, plus quantum exposure. The substrate behind every "what happened after days like this" table.
Rows are labeled live (recorded same day) or backfill (reconstructed from a dated series).
Narrative theme indices daily
Eight equal-weight crypto narrative indices (AI, RWA, DePIN, meme, L1, L2, DeFi, quantum) from Binance daily closes, rebased to 100 on 2025-01-01, one row per theme per day.
Baskets are fixed lists in the codebase and change only with a dated commit.
Venue markets daily
Per venue, market and symbol: the last snapshot of each UTC day with price in USD, 24h volume, open interest and 8h-equivalent funding across 56 feeds on 43 exchanges.
The full 10-minute history is the paid venue-markets-history route; this daily cut is free.
Whale tape daily
Per symbol per day: number of $1M+ aggressive prints, buy and sell notional and the buy share, from our own trade sockets.
Raw prints are the paid whale-trades-raw route.
Stablecoin pegs daily
USDT, USDC, DAI and FDUSD per day: how many spot venues quote them against USD and the min, median and max price at the day's last snapshot.
A venue-level print outside the band is not a redemption figure; the median is the number to watch.
Bitcoin quantum exposure daily
Daily first-party measurement of quantum-exposed Bitcoin classified from our own node's UTXO snapshot, with base_height, base_hash and txoutset_hash on every row so any figure can be re-verified against any Bitcoin node.
The watched dormant-P2PK outpoint set has its own CSV at /api/public/quantum/watchset.csv. Erratum: launch day 2026-08-13 was measured twice; the duplicate row (height 962221) was removed from this series on 2026-08-27 and the canonical row is the first completed measurement (height 962212). Archives sealed before that date still carry both rows.
Basis and carry daily
Quarterly futures basis snapshots per symbol and tenor: spot, future and the annualized cash-and-carry yield, captured daily. The trade behind much of the hedge-fund positioning in the COT report.
Small but append-only; every row is a dated capture, never recomputed.
Execution cost ladder hourly
Hourly order-book walks per major perpetual: the average slippage in bps for $10K, $100K, $1M and $5M market orders on both sides, plus visible book depth. Order books cannot be backfilled; this archive is why the history exists at all.
Fees excluded by design: this is pure visible-book impact.
Options tape daily rollup
Daily aggregate of the recorded Deribit + OKX options tape: trade count, notional and premium volume, put share and block-trade count per currency.
The raw tick tape stays internal; this rollup is the honest public series.
Funding rate settlement history
Settled funding rate history per symbol: a 90-day settlement table with averages, extremes, positive share and hour-of-day seasonality, backfilled from Binance settlement data.
Same pattern for every covered contract: /symbols/<SYMBOL>/funding.
Signal outcomes
Every closed signal with its real outcome net of fees, wins and losses alike. Live-only, never a backtest: losing streaks stay on the record, and each signal carries a SHA-256 receipt you can verify independently.
License and attribution
Everything on this page is published under a CC0-style dedication: use it for research, dashboards, models or articles without asking. Attribution as ByKaranteli (bykaranteli.com) is appreciated but not required. If you republish derived numbers, please include the dataset's date range.
Prefer version-controlled files? Daily CSV mirrors of these datasets live on GitHub (bykarantelicom/crypto-datasets).
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