Historical market data feeds, exchange metadata and more
Base API Endpoint: https://api.tardis.dev/v1
/data-feeds/:exchange
GEThttps://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.
Requests must include Accept-Encoding: gzip header. 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 id)
Query Parameters
Name
Type
Description
from*
string
requested UTC start date of historical market data feed (e.g.: 2019-04-05 or 2019-04-05T01:02:00.000Z)
offset
number
minute offset that together with from date specifies exact minute slice of historical data that will be returned (e.g.: from date: 2019-04-05 with offset: 2 will provide historical data between 2019-04-05T00:02:00.000Z and 2019-04-05T00:03:00.000Z). Minute boundaries are based on localTimestamp (the time we received the message), not on exchange event timestamps. An empty response for a given offset is normal and means no data was recorded during that minute.
filters
string
URL encoded JSON string with{channel:string, symbols?: string[]}[] format with optional historical market data filters, e.g.: [{"channel":"trade", "symbols":["XBTUSD"]}]
When symbols array is empty or omitted, data for all active symbols is returned.
Symbols are case-sensitive and must match the format returned by the /exchanges/:exchange API. For example, Binance uses lowercase symbols (btcusdt), not uppercase.
In order to get the list of allowed channels and symbols for each exchange usehttps://api.tardis.dev/v1/exchanges/:exchange API (documented below).
Subscriptions with limited scope (e.g., perpetuals data plan) must provide explicit symbols in filters. Omitting symbols on a limited-scope plan will return an entitlement error.
Headers
Name
Type
Description
Authorization
string
For authenticated requests provide Authorization header with value: 'Bearer YOUR_API_KEY'. Without API key historical data feeds for the first day of each month are available.
Lines in the response are ordered by capture time. When multiple events share the same millisecond exchange timestamp, use line order as the tie-breaker — see event ordering FAQ.
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 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.
See also Node.js 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.
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: 'Bearer YOUR_API_KEY'
