About us
CryptickData is built and run by its two founders.
Founders
Theo Linder and Lily La Morella. Both are engineers, trained in data and artificial intelligence.
Why we built it
Crypto trades on dozens of exchanges, and each one publishes its data in its own format and at its own pace. Before any research can start, someone has to connect to every feed, clean it and store it.
Order book history does not exist unless someone records it. Exchanges stream their books live and keep nothing. Every day a venue is not being recorded is a day of book data that is gone for good, for everyone.
Snapshots miss most of what the book does. A wall that rests for a full minute and a wall that flashes for a second look the same in a snapshot. Telling them apart means processing every book update as it happens. That is what the time-weighted book and churn are, and they cannot be rebuilt later from any snapshot feed.
Building it in house takes months. Twenty-seven connectors, each with its own formats, rate limits and failure modes, plus backfills, storage and a price grid that works across venues. That is engineering time spent before the first feature is tested, and the result still starts recording on the day it ships.
Research and production should read the same series. A model trained on one vendor's history and run on another's live feed drifts. Here, history and the live stream come from one store, so the series a strategy was tested on is the series it trades on.
We built the system we wanted to use: every trade and book update captured, aggregated by price and merged on request.
Contact
Documentation: doc.cryptickdata.com
Terminal: app.cryptickdata.com