TILLA data dictionary
A plain-text reference to what is inside TILLA: the data families, the layers, the API endpoints, and how values behave around market close.
Data families
The raw layer is organized into families, every value on a UTC bar of its lane:
| Family | What it covers |
|---|---|
| Crypto majors | OHLCV, VWAP, dominance and a full technical suite for BTC, ETH, SOL, BNB and more. |
| Altcoins & ratios | A deep alt bench with returns, technicals and BTC-relative momentum. |
| Derivatives & positioning | Funding, open interest, long/short, taker flow and COT across venues. |
| On-chain | Mempool, fees, UTXO flow, block structure and BTC node microstructure (own node). |
| Options & microstructure | BTC and ETH at-the-money implied volatility, DVOL, option volume, and live order-book depth and imbalance (live only: a book has no history to refill). |
| ETF flows | Per-fund creation/redemption flows, AUM and breadth. |
| Equities & miners | OHLCV and technicals for indices, key equities and Bitcoin miners. |
| FX | Currency pairs with bid/ask spreads, plus their technicals in the derived layer. |
| Macro & rates | Indices, VIX term structure, the yield curve, Fed liquidity and calendar. |
| Market structure | Cross-asset betas, correlations and volatility regimes. |
| Sentiment & attention | Fear & Greed, positioning breadth and dispersion. |
Three layers
| Layer | What it is | Lanes |
|---|---|---|
| Raw | What each venue published, at the cadence it publishes. | 1min, 5min, 10min, 30min, hour, daily, weekly, monthly, quarterly |
| Derived | Indicators computed from the raw, bar by bar, with no look-ahead. | 1min, 5min, 10min, 15min, 30min, 1hour, 4hour, 8hour, daily, 30day, weekly, monthly, quarterly |
| Node | Blocks, transactions and mempool from our own Bitcoin node (Max and above). | 10min to quarterly |
Tiers are cumulative — each includes everything below it. The live size, price and limits of every plan are on the pricing page, read from GET /v1/tiers.
API endpoints
| Endpoint | Returns |
|---|---|
/v1/<tier>/raw/<lane> | A window of raw series: series, start, end, limit, format; pages with next_start. |
/v1/<tier>/derived/<lane>, /v1/<tier>/node/<lane> | The same, for derived series and the node. |
/v1/<tier>/export/<layer>/<lane> | A whole window in one streamed file (Pro and above). |
/v1/<tier>/stream | Finished bars live, as they land (Server-Sent Events). |
/v1/inventory | Every series your key can pull, per layer and lane. |
/v1/usage | Your tier, history and what is left of your budget. |
/v1/status, /v1/health, /v1/tiers | The newest bars and the public plans (no key needed). |
Market-close behavior
Crypto trades 24/7, but equities, FX and commodities do not. When a market is closed, its series carry the venue's last real print rather than dropping to zero — equities and ETFs outside 08:00 to 17:00 New York time, FX over the weekend. When a market is open but nothing traded, the value is left empty, never invented. Full detail is in the API docs.
FAQ
How many series are there?
The live count for every tier is read from GET /v1/tiers and shown on the docs page; Max and Enterprise hold every raw, derived and node series.
What happens to stock or FX values when those markets close?
They carry the venue's last real print rather than dropping to zero. Crypto, on-chain and derivatives keep updating 24/7.
Where are the exact series names?
Call GET /v1/inventory with your key for every series you can pull, per layer and lane.