{"id":42433,"date":"2026-09-04T09:27:08","date_gmt":"2026-09-04T07:27:08","guid":{"rendered":"https:\/\/www.graviton.at\/letterswaplibrary\/self-promotion-free-ada-usdc-high-frequency-market-microstructure-data-20-level-order-book-spot-futures-81k-snapshots\/"},"modified":"2026-09-04T09:27:08","modified_gmt":"2026-09-04T07:27:08","slug":"self-promotion-free-ada-usdc-high-frequency-market-microstructure-data-20-level-order-book-spot-futures-81k-snapshots","status":"publish","type":"post","link":"https:\/\/www.graviton.at\/letterswaplibrary\/self-promotion-free-ada-usdc-high-frequency-market-microstructure-data-20-level-order-book-spot-futures-81k-snapshots\/","title":{"rendered":"[Self-promotion] Free ADA\/USDC High-frequency Market Microstructure Data \u2014 20-level Order Book, Spot + Futures, 81k Snapshots"},"content":{"rendered":"<p><!-- SC_OFF --><\/p>\n<div class=\"md\">\n<p>Hi everyone,<\/p>\n<p>I&#8217;m shutting down a crypto market research \/ ML project that I&#8217;ve been running since late 2025, and I&#8217;ve decided to release a <strong>free 7-day sample of the market data I collected<\/strong> for anyone interested in quantitative research, market microstructure, backtesting or machine learning.<\/p>\n<p>The sample contains <strong>81,579 ADA\/USDC market snapshots with 97 columns<\/strong>.<\/p>\n<h1>What&#8217;s included<\/h1>\n<ul>\n<li>20 bid + 20 ask Level-2 order book levels<\/li>\n<li>Bid\/ask prices and quantities<\/li>\n<li>Best bid \/ best ask<\/li>\n<li>Mid price and spread<\/li>\n<li>Latest spot trade price and quantity<\/li>\n<li>Trade direction<\/li>\n<li>Futures open interest<\/li>\n<li>Funding rate<\/li>\n<li>Mark price<\/li>\n<li>Order-book imbalance<\/li>\n<li>Market depth at different distances from mid price<\/li>\n<li>Liquidity wall ratio<\/li>\n<li>Book pressure<\/li>\n<\/ul>\n<p>The collector runs on a <strong>nominal 5-second polling cycle<\/strong>. Because API calls and processing occur between snapshots, the actual median interval in this sample is approximately 6.17 seconds.<\/p>\n<p>The original timestamps are preserved and the public sample has not been artificially interpolated or resampled.<\/p>\n<h1>Free download<\/h1>\n<p><strong>Hugging Face:<\/strong><br \/> <a href=\"https:\/\/huggingface.co\/datasets\/rfab85\/crypto-5s-market-data-adausdc-sample\">rfab85\/crypto-5s-market-data-adausdc-sample \u00b7 Datasets at Hugging Face<\/a><\/p>\n<p><strong>Kaggle:<\/strong><br \/> <a href=\"https:\/\/www.kaggle.com\/datasets\/roberto85\/adausdc-high-frequency-market-microstructure-data\/data\">ADA\/USDC High-Frequency Market Microstructure Data<\/a><\/p>\n<p>I&#8217;d be genuinely interested to hear what people working with L2\/order-book data think of the schema and what features you would derive from it.<\/p>\n<\/div>\n<p><!-- SC_ON -->   submitted by   <a href=\"https:\/\/www.reddit.com\/user\/Immediate_Penalty891\"> \/u\/Immediate_Penalty891 <\/a> <br \/> <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/1w6wtvw\/selfpromotion_free_adausdc_highfrequency_market\/\">[link]<\/a><\/span>   <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/1w6wtvw\/selfpromotion_free_adausdc_highfrequency_market\/\">[comments]<\/a><\/span><\/p><div class='watch-action'><div class='watch-position align-right'><div class='action-like'><a class='lbg-style1 like-42433 jlk' href='javascript:void(0)' data-task='like' data-post_id='42433' data-nonce='b9a40cecc8' rel='nofollow'><img class='wti-pixel' src='https:\/\/www.graviton.at\/letterswaplibrary\/wp-content\/plugins\/wti-like-post\/images\/pixel.gif' title='Like' \/><span class='lc-42433 lc'>0<\/span><\/a><\/div><\/div> <div class='status-42433 status align-right'><\/div><\/div><div class='wti-clear'><\/div>","protected":false},"excerpt":{"rendered":"<p>Hi everyone, I&#8217;m shutting down a crypto market research \/ ML project that I&#8217;ve been running since&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[85],"tags":[],"class_list":["post-42433","post","type-post","status-publish","format-standard","hentry","category-datatards","wpcat-85-id"],"_links":{"self":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/42433","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/comments?post=42433"}],"version-history":[{"count":0,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/42433\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/media?parent=42433"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/categories?post=42433"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/tags?post=42433"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}