# CryptoStruct

> Tick-by-tick historical crypto market data across major venues: full-day
> recordings (L2 order-book snapshots + updates, trades, mark/index prices,
> funding) sold per instrument-day, free samples, and a public per-minute
> statistics API. Key facts for parsers: tick files are zstd-compressed
> JSON-lines; line 1 is instrument masterdata; all prices/quantities are
> decimal strings; timestamps are integer nanoseconds since epoch, UTC.

## MCP server

- [MCP endpoint](https://cryptostruct.com/mcp): remote MCP server (Streamable HTTP; keyless free tier) — search the instrument catalog, check archive coverage, read live market statistics (OHLC/VWAP/turnover/spreads/depth/hourly/slippage), get EUR quotes, download free samples, and buy tick-data files from any MCP client (payment via Stripe checkout URL in the browser)
- [MCP sign-in endpoint](https://cryptostruct.com/mcp/auth): same server with OAuth sign-in (Clerk) — your orders/files/credits in-agent, checkout pays with Premium credits, and CryptoStruct Premium unlocks deep windows (daily 365d/max, hourly 180d, slippage 24h/7d, minute-range history, quality metrics)
- [MCP docs](https://cryptostruct.com/docs/mcp): tool reference, Premium & sign-in guide, client setup for Claude Code, claude.ai, Cursor and raw JSON-RPC

## AI toolkit

- [Agent Skill (zip)](https://cryptostruct.com/skills/cryptostruct-market-data.zip): teach Claude Code / claude.ai / any Agent-Skills-compatible tool to parse and analyze CryptoStruct data — unzip into ~/.claude/skills/
- [SKILL.md](https://cryptostruct.com/skills/cryptostruct-market-data/SKILL.md): the skill entry point (readable standalone)
- [Tick-file format reference](https://cryptostruct.com/skills/cryptostruct-market-data/references/day-file-format.md): complete message-type and header documentation
- [Minute-API reference](https://cryptostruct.com/skills/cryptostruct-market-data/references/minute-api.md): endpoints, 22-column contract, JSON-to-CSV key map
- [Analysis recipes](https://cryptostruct.com/skills/cryptostruct-market-data/references/recipes.md): runnable quant recipes (order-book replay, CVD, funding, multi-day)
- [Python reader](https://cryptostruct.com/skills/cryptostruct-market-data/scripts/cryptostruct_reader.py): dependency-free streaming parser + CLI for the tick files
- [Minute-API client](https://cryptostruct.com/skills/cryptostruct-market-data/scripts/fetch_minutes.py): stdlib client incl. instrument-ID search

## Docs & data

- [Market Data Specification (PDF)](https://download.cryptostruct.com/data/download/marketdata-specification.pdf): the official format specification
- [Free samples](https://cryptostruct.com/download): one complete tick day per curated instrument, the exact shop format
- [Data Shop](https://cryptostruct.com/shop): the full archive — every venue, every instrument-day
- [Minute statistics API example](https://cryptostruct.com/api/analyze/instrument-last-24h-minutes/67824?format=csv): rolling 24 h of 1-minute stats as CSV (no auth)
- [Instrument search API](https://cryptostruct.com/api/search?q=btcusdt&venue=binance_swap): resolve instrument IDs (params: q, venue, class, base, limit)
- [Live analytics](https://cryptostruct.com/analyze): charts and market structure built on the same data