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Research topic
Market data and microstructure
Market microstructure studies how trading rules, order flow and data feeds shape the prices a market shows. What a researcher receives depends on the venue's feed, the file format, the timestamps it carries and the U.S. market data rules that govern how it is distributed.
Work with us on market data
Rillor supplies market data for research and AI. Order books from decentralized exchanges are rebuilt from snapshots and book diffs, with fills, liquidations and funding kept as their own records. Trade and quote history for U.S. stocks and futures runs from 2018, mapped to one symbol list. Every record sits on one UTC clock with the source's own timestamp beside capture time, and gaps in a book's sequence are written into that instrument's coverage notes.
Notices
Source data is provided within the rights of each source.
Rillor is not a registered investment adviser or commodity trading advisor and does not provide investment or trading advice. Research, forecasts, data and software described on this site are for research and engineering use. Nothing here is an offer or recommendation to buy or sell any security, commodity interest or digital asset. Past or simulated results do not indicate future results.
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