Live: Assymetrix v1.0
Price Snapshots (15-min)
Curated time-series data at 15-minute intervals for macro analysis and charting.
On-Chain Trade Fills
Raw blockchain transaction logs mapped to human-readable market identities.
Historical Market Data
Tick-by-tick historical order book snapshots and price action since platform inception.
Cross-Platform Canonical API
Query multiple platforms with a single schema. No more custom integration logic.
Real-Time WebSocket Feed
Ultra-low latency streaming for high-frequency trading and live dashboards.
Wallet Analytics
Track top whale movements and PnL metrics across multiple prediction venues.
TRADEABLE MARKETS
0.00M+
0.00M+
CANONICAL MARKETS
0.0M+
0.0M+
ARCHIVE DEPTH
Sep 2020 - Present
CONNECTED VENUES
0+
0+

COMPARISON

Canonical V1
Full History (2020+)
8+ Platforms
Native Extraction
Custom per Platform
Limited (Recent Only)
Single Venue
Not Provided
Marvin McKinney
Certex Financials
“Assymetrix replaced three separate integrations for us. We now query one schema across venues, and our analysts spend time on signals instead of fixing data mismatches.”
Oliver Hayes
FinTech Solutions Inc.
“What stood out was reliability. The API responses are consistent, and the docs are clear enough that new engineers can onboard in a day.”
Sophia Carter
WealthWise Advisors
“The historical depth in Assymetrix improved our backtests immediately. We finally had enough clean data to compare regimes, not just recent snapshots.”
Liam Mercer
Future Finance Group
“Assymetrix gave us a practical path to real-time monitoring. WebSocket streams are stable, and failover behavior is predictable during volatile windows.”
Sophia Bennett
SmartInvest Strategies
“Data quality is the biggest win. Cross-venue normalization removed a lot of manual cleanup from our pipeline and made daily reporting far more trustworthy.”
Ethan Williams
Pinnacle Financial Services
“Before Assymetrix, we spent weeks reconciling event IDs and symbols. Now we can prototype a new strategy in hours because the schema is consistent.”
FAQ




