Overview of the main ways Tardis.dev historical market data can be accessed programmatically
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​Python client providing convenient access to tick-level historical market data
​efficient data replay API returning historical market data for whole time periods (in contrast to Tardis.dev HTTP API where single call returns data for single minute time period)
​Node.js client providing convenient access to tick-level historical and real-time market data
​efficient data replay API returning historical market data for whole time periods (in contrast to Tardis.dev HTTP API where single call returns data for single minute time period)
​efficient data replay API endpoints returning historical market data for whole time periods (in contrast to Tardis.dev HTTP API where single call returns data for single minute time period)
​WebSocket API providing historical market data replay from any given past point in time with the same data format and 'subscribe' logic as real-time exchanges' APIs - in many cases existing exchanges' WebSocket clients can be used to connect to this endpoint
C++, Java, Rust, C#, Go and R clients - we have plans for adding dedicated clients for those languages, meanwhile following alternatives are available:
We're always happy to help if you'd have any problems with the integration, contact us.
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See downloadable CSV files docs if you'd like to access historical CSV datasets with tick-by-tick trades, incremental order book L2 updates, order book snapshots, options chains, quotes, derivative tickers and liquidations datasets in daily intervals.