# Historical Data

**CryptoStruct** records market data for every instrument and trading
day across every supported market. The recorded files are compressed
with **zstd** (<https://github.com/facebook/zstd>). Contact CryptoStruct
to obtain access.

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## Decompression

- **Tools.** Prebuilt zstd decompression utilities are available for
  every major platform.
- **Streaming decompression.** Most languages have a zstd library that
  decompresses on the fly, so large files don't have to be expanded to
  disk before reading.

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## File format

After decompression, each file is a plain text file:

- One line per market-data event (order-book update, trade, etc.).
- The first line carries master data for the instrument and its related
  underlyings.

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## Event format

Each event is encoded as documented in [Protocol](protocol.md), in JSON.