Getting Started
Overview of the main ways Tardis.dev historical market data can be accessed programmatically
- 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
- 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
- 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
- built-in data caching
- Each API response returned as NDJSON (new line delimited JSON) with addition of local timestamp at the beginning of each line
- C++, Java, Rust, C#, Go and R clients - we have plans for adding dedicated clients for those languages, meanwhile following alternatives are available:
See downloadable CSV files docs if you'd like to access historical CSV datasets with normalized data.
Last modified 1yr ago