Getting Started

• ​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)

  • built-in data caching

  • market data in exchange-native format​

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• ​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)

  • consolidated real-time data streaming API connecting directly to exchanges' WebSocket APIs

  • ​full limit order book reconstruction logic and customizable order book snapshots

  • built-in data caching

  • market data both in exchange-native and normalized formats​

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• ​Locally runnable tardis-machine server providing both HTTP and WebSocket endpoints

  • ​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

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  • consolidated real-time WebSocket data streaming API endpoint

  • built-in data caching

  • market data both in exchange-native and normalized formats

  • customizable order book snapshots and trade bars data types

  • seamless switching between real-time data streaming and historical data replay​

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• ​HTTP API providing historical market data feed in minute by minute slices

  • Each API response returned as NDJSON (new line delimited JSON) with addition of local timestamp at the beginning of each line

  • market data in exchange-native format​

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• C++, Java, Rust, C#, Go and R clients - we're working on adding dedicated clients for those languages, but in but in the meanwhile you have two choices currently:

  • use HTTP API directly from your language of choice, or

  • use HTTP or WebSocket API of locally installed tardis-machine server from your preferred language

  We're always happy to help if you'd have any problems with the integration, contact us.

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