Getting Started
Overview of the main ways Tardis.dev historical market data can be accessed programmatically
Last updated
Overview of the main ways Tardis.dev historical market data can be accessed programmatically
Last updated
providing convenient access to tick-level historical market data
returning historical market data for whole time periods (in contrast to Tardis.dev where single call returns data for single minute time period)
built-in data caching
market data in
built-in data caching
built-in data caching
C++, Java, Rust, C#, Go and R clients - we have plans for adding dedicated clients for those languages, meanwhile following alternatives are available:
providing convenient access to tick-level historical and real-time market data
returning historical market data for whole time periods (in contrast to Tardis.dev where single call returns data for single minute time period)
consolidated connecting directly to exchanges' WebSocket APIs
logic and customizable order book snapshots
market data both in and
providing both HTTP and WebSocket endpoints
returning historical market data for whole time periods (in contrast to Tardis.dev where single call returns data for single minute time period)
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
consolidated endpoint
market data both in and
customizable and data types
seamless
providing historical market data feed in minute by minute slices
Each API response returned as (new line delimited JSON) with addition of local timestamp at the beginning of each line
market data in
use directly
use HTTP or WebSocket API of locally installed
We're always happy to help if you'd have any problems with the integration, .
See if you'd like to access historical CSV datasets with normalized data.
