Lighter market data
Normalized Lighter perpetual futures data — L2 order book, trades, funding, mark and index price, and open interest (where the venue exposes them) — captured on one clock. Request the data and history you need and we'll onboard you.
Lighter has been in continuous capture since August 2026 — request access and we'll onboard you.
Captured today All active perpetuals, including tokenized stock, FX and commodity perps.
Lighter feeds
Every Lighter feed, normalized to a consistent schema across venues of its type.
Full-depth order book — every bid and ask level, not just top-of-book. Captured today at full depth.
Every print, timestamped on one clock.
Funding-rate history for perpetuals.
Mark price used for liquidations and PnL.
Underlying index price.
Open interest over time.
Trailing 24-hour price change and traded volume, where the venue publishes them.
Order-by-order book — every individual order with its id and the account that placed it: placements, amends and cancels, not just aggregated levels.
Captured to be trusted.
Cross-venue timestamps that actually line up, so spreads and lead-lag mean something.
Deterministic capture replays in order, bit-for-bit — reproducible research, not snapshots.
Perps in one schema, prediction markets in another — one integration per type covers every venue in it.
Predictable throughput under load, so the capture keeps up with the venues.
Lighter data — questions
Is Lighter market data available?
Lighter is in our catalog and available to request. Requesting starts the onboarding conversation — we confirm what's live, scope the rest, and get you set up. There's no checkout, download, or instant delivery.
What Lighter data can I get?
The full normalized Lighter feed, captured on one clock and mapped to a consistent schema — so it lines up with every other venue of its type for cross-venue work. Exact fields depend on what Lighter exposes; we confirm on the call.
How much Lighter history can I get?
Pick a window when you request — a live stream, a historical date range, or the full available history. Depth depends on how long we've been capturing Lighter; we confirm exactly what's available on the call.
How is Lighter data delivered and priced?
Historical files or a live stream, shaped to your stack. We quote against your specific request — venues, data types, and delivery — not a public price list. Information only; not an offer to trade.
More venues
Normalized capture — add venues without rewrites.
Request Lighter data.
Pick the data types and history you need. We'll confirm what's live and onboard you.