HTTP API Reference
HTTP based API providing historical market data feeds, supported exchanges details and more
Base API Endpoint: https://api.tardis.dev/v1
/data-feeds/:exchange
GET
https://api.tardis.dev/v1/data-feeds/:exchange
Provides historical cryptocurrency market data feed for requested exchange in minute by minute slices in new line delimited JSON format (NDJSON) with addition of local timestamp at the beginning of each line - in ISO 8601 format. JSON message in each line is a data message in exchange-native format.
Empty lines in response are being used as markers for disconnect events that occurred when collecting the data.
Responses are gzip compressed (content-encoding: gzip
) and each one contains one minute of historical market data starting from requested date which is from
date plus minute offset
param.
Parallel request to this endpoint are supported and can speed up overall data fetching process substantially, but using more than ~60 parallel requests doesn't bring speed benefits.
In order to achieve best performance HTTP 1.1 protocol is recommended, in our testing HTTP 2 was noticeable slower.
As this is relatively low level API you may also want to try official client libraries that are built on top of it and provide more convenient way of consuming historical market data like requesting whole date ranges of data at once instead of minute by minute pagination or providing normalized data format.
Path Parameters
Name | Type | Description |
---|---|---|
exchange* | string | one of https://api.tardis.dev/v1/exchanges (field |
Query Parameters
Name | Type | Description |
---|---|---|
from* | string | requested UTC start date of historical market data feed (e.g.: |
offset | number | minute offset that together with |
filters | string | URL encoded JSON string with |
Headers
Name | Type | Description |
---|---|---|
Authorization | string | For authenticated requests provide Authorization header with value: ' |
Not sure what is the channel field?
See downloadable CSV files documentation and related datasets API if you'd like to access historical tick-level trades, order book snapshots, incremental order book L2 updates, options chains, quotes, derivative tickers and liquidations datasets in daily intervals split by exchange, data type and symbol. It may be faster and more native to your toolkit to access the historical data this way.
See also Python client library with built-in data caching that provides more convenient access to tick-level historical market data — it returns data for the whole time periods in contrast to HTTP API where single call returns data for single minute time period.
Sample requests
/exchanges
GET
https://api.tardis.dev/v1/exchanges
Gets the list of all supported exchanges that historical market data is available for.
Sample request
/exchanges/:exchange
GET
https://api.tardis.dev/v1/exchanges/:exchange
Gets the exchanges details: available symbols, availability dates, available channels, CSV datasets info, incidents etc.
Path Parameters
Name | Type | Description |
---|---|---|
exchange* | string | one of https://api.tardis.dev/v1/exchanges (field |
Sample request
/api-key-info
GET
https://api.tardis.dev/v1/api-key-info
Given API_KEY
provided in request header provides information about what historical data (exchanges, date ranges, symbols) is available for given API_KEY
.
Headers
Name | Type | Description |
---|---|---|
Authorization* | string | Authorization header with value: |
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