Getting Started
Overview of the main ways Tardis.dev historical market data can be accessed programmatically
    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
    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.
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.
Last modified 25d ago
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