Ticksupply – Record Binance tick data (order books, trades) as CSV

If you've ever tried to record crypto exchange WebSocket data 24/7, you know the pain. Exchanges drop connections regularly. You add reconnection with backoff, then realize you're still losing messages during the reconnect window. So you run multiple collectors and deduplicate. Then a single popular pair generates 1M+ messages/day on some stream types, so now you have a storage problem. Then you need export tooling that doesn't choke on billions of rows.

I spent enough weekends on this that I turned it into a service: Ticksupply https://ticksupply.com

You pick any stream — currently supporting Binance spot, more exchanges coming — order books, trades, klines, depth updates, whatever the exchange supports. Ticksupply records every message. When you want data, you export a date range as gzipped CSV: nanosecond receipt timestamp + the raw exchange JSON. No normalization, no reshaping. The format is exactly what the exchange sends, so you can replay it directly as if it were a live WebSocket feed.

1707523275537000000,{"e":"trade","E":1707523275537,"s":"BTCUSDT","t":3412345678,"p":"42856.10","q":"0.00100",...}

There's a free trial if you want to try it out. There's also an API available: https://docs.ticksupply.com

What do others here use for this? Own recorder, Cryptofeed, commercial data vendor, something else?