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
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
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
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
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:
use HTTP API directly
use HTTP or WebSocket API of locally installed tardis-machine server
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 and derivative tickers datasets in daily intervals split by exchange, data type and symbol.
