Aperiodic Market Data

{
  "name": "Aperiodic Market Data",
  "description": "RWA and crypto market microstructure data API providing 19 pre-aggregated datasets across order flow, L1/L2 book metrics, derivatives, and OHLCV. Point-in-time, exchange-timestamped data for accurate backtesting and research. The Prime + Raw plan adds 6 raw datasets (trades, quotes, mark_price, index_price, funding_rate, open_interest) as Parquet files.",
  "url": "https://aperiodic.io",
  "provider": {
    "organization": "Aperiodic",
    "url": "https://aperiodic.io"
  },
  "version": "1.0.0",
  "documentationUrl": "https://aperiodic.io/llms-full.txt",
  "openApiUrl": "https://aperiodic.io/api.data.specification.json",
  "capabilities": {
    "streaming": false,
    "pushNotifications": false
  },
  "authentication": {
    "schemes": [
      "apiKey"
    ],
    "credentials": [
      {
        "type": "apiKey",
        "description": "Pass API key via X-API-KEY header. Obtain at https://aperiodic.io/home/api after subscribing."
      },
      {
        "type": "apiKey",
        "description": "Agent-only preview key (no account required): DEMO-KEY. Works only against /api/v1/data/preview/{metric_id} for the slice exchange=binance-futures, symbol=perpetual-BTC-USDT:USDT, interval=5m, timestamp=exchange, 2025-05-01 to 2025-05-31. Human users must sign up at https://aperiodic.io/auth/sign-up."
      }
    ]
  },
  "defaultInputModes": [
    "application/json"
  ],
  "defaultOutputModes": [
    "application/json"
  ],
  "skills": [
    {
      "id": "mcp_server",
      "name": "MCP Server",
      "description": "A remote MCP server (Streamable HTTP) at https://aperiodic.io/mcp. Tools: list_datasets, describe_dataset, find_symbols, get_data (signed Parquet handles with schema, statistics and a sample), summarize, live_feed, search and fetch. Works without a key on the free preview; send an API key in X-API-KEY or sign in with OAuth.",
      "tags": [
        "mcp",
        "model-context-protocol",
        "data",
        "agent-accessible"
      ],
      "examples": [
        "claude mcp add --transport http aperiodic https://aperiodic.io/mcp",
        "Add https://aperiodic.io/mcp as a custom connector in claude.ai or ChatGPT and sign in"
      ]
    },
    {
      "id": "get_market_data",
      "name": "Get Market Data",
      "description": "Fetch historical market microstructure data for any of 19 datasets (ohlcv, flow, funding, l1_price, l2_liquidity, etc.) across crypto perpetual futures and RWA perpetuals on stocks, ETFs, commodities and FX.",
      "tags": [
        "data",
        "market-data",
        "crypto",
        "rwa",
        "stocks",
        "commodities",
        "microstructure"
      ],
      "examples": [
        "Get daily OHLCV data for BTC perpetuals from January to March 2024",
        "Fetch hourly order flow data for ETH on Binance Futures"
      ]
    },
    {
      "id": "get_preview_data",
      "name": "Get Preview Data (no account required)",
      "description": "Fetch a preview slice of any of the 19 catalog datasets via /api/v1/data/preview/{metric_id} using the shared agent preview key. Every dataset is previewable on the same slice: exchange=binance-futures, symbol=perpetual-BTC-USDT:USDT, interval=5m, timestamp=exchange, start_date=2025-05-01, end_date=2025-05-31.",
      "tags": [
        "data",
        "preview",
        "sample",
        "agent-accessible"
      ],
      "examples": [
        "Preview 5m OHLCV for BTC perpetual in May 2025 without signing up",
        "Preview l2_imbalance for BTC perpetual in May 2025 without signing up"
      ]
    },
    {
      "id": "get_raw_data",
      "name": "Get Raw Data Files",
      "description": "Fetch presigned Parquet URLs for one of 6 raw datasets (trades, quotes, mark_price, index_price, funding_rate, open_interest) via /api/v1/data/raw/{dataset}?exchange=&symbol=&start_date=&end_date= (at most 366 days; one file per month before 2026-08, per day after). Requires the Prime + Raw or Institutional plan; other plans get 403 raw_not_in_plan. Any key including DEMO-KEY can fetch the 2025-06 trades preview file of the BTC perpetual on Binance and OKX via /api/v1/data/raw/preview/trades (trades is the only raw dataset with a preview); /api/v1/metadata/raw lists schema and coverage without a key.",
      "tags": [
        "data",
        "raw-data",
        "trades",
        "quotes",
        "parquet"
      ],
      "examples": [
        "Download raw BTC perpetual trades on Binance for June 2025",
        "Preview the raw trades file for BTC on OKX without signing up"
      ]
    },
    {
      "id": "list_datasets",
      "name": "List Available Datasets",
      "description": "List all 19 available datasets with their fields, categories, and tier requirements.",
      "tags": [
        "metadata",
        "catalog"
      ]
    },
    {
      "id": "list_symbols",
      "name": "List Trading Symbols",
      "description": "List all available trading symbols for a given exchange (binance-futures, okx-perps or hyperliquid-perps).",
      "tags": [
        "metadata",
        "symbols"
      ]
    }
  ]
}