2ALABS equips market participants with configurable, institutional-grade market data infrastructure.
Unified CEX and DEX data infrastructure with REST, WebSocket, and FIX connectivity.
Full market data across spot, perpetuals, and options — sourced from CEXs and DEXs, delivered raw or normalised. Co-located infrastructure for sub-second delivery.
Point-in-time validated historical archives. Parquet and CSV formats for immediate ingestion into backtesting engines, research frameworks, and risk models.
Programmatic access to custom indicators — liquidity depth scoring, slippage modeling, execution quality metrics, and more. Configured to your specifications.
Enterprise-grade delivery architecture built for immediate integration with your existing trading infrastructure.
Tick-level delivery from exchange source to destination in sub-second.
REST, WebSocket, FIX, and gRPC. Connect using what your systems already support.
Select exchange-native for raw access, or use our normalised schema. Parquet, CSV, or JSON.
Choose only the feeds and analytics you need. No minimum commitments. No multi-year contracts.
Live integration with Tier 1 liquidity venues. Expanding to 15+ sources by Q3 2026.
Coverage roadmap driven by client requirements. Need a specific venue or data type?
Request an IntegrationMoving beyond raw feeds to provide the mathematical rigor required for institutional execution.
Our infrastructure is designed around co-founder Andrej Bugajev's published research on time-series drift and anomaly detection. We solve the data-integrity problems — timestamp synchronization, outlier filtering, regime-aware normalization — that typically consume the majority of a quant's integration effort.
Eliminate vendor fragmentation. 2ALABS delivers normalized tick-level feeds and high-order derived metrics (liquidity scoring, volatility curves) through a single, high-performance integration.
No support tiers or account managers. Your technical team has a direct line to our engineers and founders. We operate as an extension of your infrastructure team, not just a data vendor.
Andrej and Ainis have collaborated for over two years, originally developing this infrastructure for their own systematic trading.
Docent in Mathematical Modeling. Specialist in time-series analysis and concept drift detection. His research ensures our data remains robust across shifting market regimes.
Five years of experience in institutional digital asset management. His experience ensures our infrastructure is built for the operational realities of professional trading firms.
Our co-founders have worked together for 3 years. The infrastructure was originally developed to support their own systematic trading — built on research Andrej Bugajev, PhD published in time-series analysis and anomaly detection. It has been in production use before being offered to external clients.
Quantitative trading firms and digital asset funds that require tick-level data and derived analytics.
Binance and Bybit — spot, futures, perpetuals, and options with full L2/L3 order book depth. Expanding to 15+ CEX and DEX venues by Q3 2026. Coverage priorities are informed by client requirements.
No minimum commitment and no multi-year contracts.
gRPC, WebSocket, FIX, REST API, or bulk delivery to S3/GCS. Exchange-native or normalized schema, configured to your specification.
Schedule a technical call to scope your requirements. Schedule Technical Call
Request a sample dataset, schedule a technical walkthrough, or tell us about your data requirements.
We'll respond within 24 hours.