DATA INFRASTRUCTURE
Your Backtests
Are Lying to You
REST API snapshots miss 40-60% of market activity. You're optimizing strategies against fantasy. TickLake captures every tick, every order book update, every liquidation — directly from exchange WebSocket feeds. Your data starts clean from day one.
Schedule a DemoTHE PROBLEM
Bad Infrastructure Costs More Than You Think
Your Infrastructure Is Lying to You
That 2.3 Sharpe in your backtest? It's a data artifact. REST API polling misses the microstructure — the actual sequence of trades during a liquidation cascade, the order book state at the moment you would have executed. You're not backtesting your strategy. You're backtesting a fantasy.
Every strategy deployed on flawed data is capital misallocated. You're not just losing on bad trades — you're wasting months of research on strategies that were never going to work in production.
Building It Yourself Is a Trap
The project looks like two weeks. Connect to WebSockets, save the data, done. Then reality hits: Binance changes their schema. Your storage costs explode. The engineer who built it leaves. You realize you need replay capability. Every month brings a new edge case, a new exchange quirk, a new maintenance burden. The project is never finished.
Senior quant developer time: $200/hour. If your team spends 20 hours/month on data plumbing, that's $48,000/year in salary — spent on maintenance instead of alpha. Plus the strategies they didn't build.
Every Day You Wait Is Data You Lose
Here's the thing about market data: if you weren't capturing it when it happened, you can't get it back. That volatility last Tuesday? Gone. The order book dynamics during the crash? Gone. Every day without proper capture infrastructure is a day of data that will never exist in your backtest library.
The longer you wait to start capturing properly, the shorter your historical dataset when you need it. There's no going back. The best time to start was two years ago. The second best time is today.
THE SOLUTION
Infrastructure That Stays Out of Your Way
TickLake is what you'd build internally if you had unlimited engineering time and no other priorities. We maintain the WebSocket connections, handle the normalization, manage the storage. You focus on what you're actually good at: building strategies that generate alpha.
Every Tick. Every Update.
Direct WebSocket capture from exchange feeds. Microsecond timestamps. The actual order book state at any moment — not a periodic snapshot, not a REST approximation. What happened is what you get.
One Format. Every Exchange.
Binance, Deribit, Bybit, OKX — different APIs, different formats. TickLake normalizes everything into a consistent structure. Your code handles one format regardless of source. Raw data also available if you want it.
Replay Through the Same Interface
Stream your historical data through the same WebSocket connection you use for live. Same format, same delivery mechanism. The code you test with is the code you deploy. Your history starts the day you connect.
Built for Trading Systems
gRPC for high-throughput batch access. WebSocket for streaming. Python and Rust client libraries maintained by engineers who've built trading systems. Not a data export — infrastructure you connect to.
INTEGRATION
Your First Replay Running Today
Not next quarter. Not after weeks of integration. Connect this afternoon, start capturing immediately.
from ticklake import Client
client = Client(api_key="your_api_key")
# Stream live order book updates
async for update in client.stream(
exchange="binance-futures",
symbol="BTCUSDT",
data_type="orderbook"
):
book.apply(update)
if should_execute(book, signal):
order = create_order(side="buy", size=1.5)
execute(order)
# When you're ready to backtest, same interface:
async for update in client.replay(
exchange="binance-futures",
symbol="BTCUSDT",
data_type="orderbook",
start="2026-01-15T09:30:00Z",
end="2026-01-15T16:00:00Z"
):
# Identical format — your code doesn't change
book.apply(update)COVERAGE
The Exchanges That Matter
We focus on deep coverage of core derivatives venues — not shallow integrations with 50 exchanges you'll never use.
More venues added based on client requirements. Need something specific? Let's talk.
PRICING
One Plan. Everything Included.
TickLake is for production trading systems. We don't sell crippled starter tiers or charge per API call. One price, complete access.
Founding rate for early partners
- Tick-level capture across all supported exchanges
- Full L2 order book depth with incremental updates
- Trades, funding rates, liquidations, open interest
- Normalized format across all venues
- Raw exchange-native format also available
- WebSocket and gRPC delivery
- Replay interface — stream your history as live data
- Python and Rust client libraries
- Up to 10 team seats
- Direct access to the founder for support
- 99.9% uptime SLA
14-day evaluation period. No commitment required.
Need Enterprise Terms?
On-premise deployment, custom SLAs, dedicated infrastructure, or data licensing arrangements — we work with larger funds on custom terms.
Contact Us for Enterprise →COMPARISON
Build or Connect
You could build this yourself. Many teams try. Here's what that looks like.
TRUST
Built by Practitioners
TickLake is built by engineers who've run production trading systems. We've felt the pain of bad data, backtest divergence, and 3 AM debugging sessions when an exchange changed their API. We built the infrastructure we wished existed.
FAQ
Common Questions
We're infrastructure, not a data archive. We give you the capture system — your history builds from the moment you connect. The alternative is buying historical data that was likely REST-polled anyway, which defeats the purpose. Better to start capturing clean data now than to backtest against flawed data from the past.
Tell us. If it has public WebSocket APIs, we can add it. Typical integration time is 2-4 weeks. Client needs drive our roadmap.
Every record includes the exchange timestamp and our capture timestamp. You can verify the methodology yourself. We also publish our collection architecture — no black boxes.
All your data is stored in standard formats (Parquet, CSV). You can export your complete dataset at any time. No proprietary lock-in.
Yes, for enterprise clients. Your infrastructure, your data sovereignty, our capture and normalization logic. Contact us to discuss.
Schedule a demo call. If there's a fit, we set up 14-day evaluation with full access. No credit card, no commitment. Your data capture starts immediately — if you decide not to continue, you keep whatever you captured during the evaluation.
Every Day You Wait Is Data You Lose
The market doesn't pause while you evaluate options. Start capturing today.
Schedule a Demo30-minute call. No pressure. See if there's a fit.