CSV Data Export

Historical cryptocurrency market data in flat files via on-demand exports

CSV Export ordering process

On-demand CSV data export based on historical market data API — anything that is available via API can also be exported to downloadable CSV files.

Whole process can be described in few simple steps:

  1. Order Market Data API access for the data you're interested in via https://tardis.dev/#order page - this is basis for export, as before exporting the data you need to have API access to it.

  2. Contact us with the details what data types you'd like to have exported to CSV. As long as data types you'd like to have exported are standard, export service is free of charge.

  3. When exported data is ready (usually takes less than 24h) you'll receive download links with compressed CSV files that will be active for 7 days.

Data source transparency

Historical market data for CSV exports is sourced from tardis.dev HTTP API, which in turn provides the the data sourced from exchanges real-time WebSocket market data streams.

If you'd like to know in more detail how messages in exchange's native data format are mapped to normalized format used by CSV export service, please see our open source library implementation which includes mapping code that is being used by our CSV export service.

Standard CSV data types formats and sample data sets

  • columns delimiter: , (comma)

  • new line marker: \n (LF)

  • decimal mark: . (dot)

  • date time format: ISO 8601 (yyyy-MM-ddTHH:mm:ss.fffZ)

  • date time timezone: UTC

We can usually make small adjustments to output format if needed and provide exported data in single file per data type for whole time period (or split by month/day if needed). We can also export data for multiple instruments and exchanges to single CSV file.

● Top "X" levels order book snapshots taken at specified interval

Levels count (top bids/asks being snapshotted) and interval at which snapshots are taken, including tick by tick (snapshots created and written to CSV anytime order book state within specified levels has changed) can be defined and specific for each export.

Order book snapshots are sourced from exchanges order book L2 data real-time streams (market by price). If you're after L3 data (market by order) which some exchanges provide, contact us.

Data format

column name

description

symbol

instrument symbol

timestamp

book snapshot timestamp in ISO 8601 format (UTC)

asks[0-X].price

asks prices in ascending order

asks[0-X].amount

asks amounts in ascending order

bids[0-X].price

bids prices in descending order

bids[0-X].amount

bids amounts in descending order

Sample data rows preview

symbol,timestamp,asks[0].price,asks[0].amount,asks[1].price,asks[1].amount,asks[2].price,asks[2].amount,asks[3].price,asks[3].amount,asks[4].price,asks[4].amount,asks[5].price,asks[5].amount,asks[6].price,asks[6].amount,asks[7].price,asks[7].amount,asks[8].price,asks[8].amount,asks[9].price,asks[9].amount,bids[0].price,bids[0].amount,bids[1].price,bids[1].amount,bids[2].price,bids[2].amount,bids[3].price,bids[3].amount,bids[4].price,bids[4].amount,bids[5].price,bids[5].amount,bids[6].price,bids[6].amount,bids[7].price,bids[7].amount,bids[8].price,bids[8].amount,bids[9].price,bids[9].amount
XBTUSD,2019-11-01T00:00:02.661Z,9153.5,396364,9154,43014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2170,9158,36030,9153,1250894,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,344056,9149,120463,9148.5,31037
XBTUSD,2019-11-01T00:00:03.152Z,9153.5,396364,9154,43014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2170,9158,36030,9153,1250965,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,344056,9149,120463,9148.5,31037
XBTUSD,2019-11-01T00:00:03.160Z,9153.5,396364,9154,43014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2170,9158,36030,9153,1250965,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,344056,9149,145463,9148.5,31037
XBTUSD,2019-11-01T00:00:03.160Z,9153.5,395764,9154,43014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2170,9158,36030,9153,1250965,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,344056,9149,145463,9148.5,31037
XBTUSD,2019-11-01T00:00:03.163Z,9153.5,395764,9154,43014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2170,9158,36030,9153,1250965,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,343982,9149,145463,9148.5,30959
XBTUSD,2019-11-01T00:00:03.163Z,9153.5,395764,9154,43014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2170,9158,36030,9153,1250965,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,343982,9149,135463,9148.5,30959
XBTUSD,2019-11-01T00:00:03.167Z,9153.5,395753,9154,43014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2170,9158,36030,9153,1250965,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,343982,9149,135463,9148.5,30959
XBTUSD,2019-11-01T00:00:03.172Z,9153.5,395753,9154,48014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2170,9158,36030,9153,1250965,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,343982,9149,135463,9148.5,30959
XBTUSD,2019-11-01T00:00:03.202Z,9153.5,395753,9154,48014,9154.5,174,9155,25515,9155.5,2107,9156,5952,9156.5,16940,9157,3720,9157.5,2220,9158,36030,9153,1250965,9152.5,256818,9152,14083,9151.5,133,9151,233,9150.5,2151,9150,196245,9149.5,343982,9149,135463,9148.5,30959

Sample CSV data sets with tick by tick order book snapshots for top 10 bids and asks

exchange

symbols

time period

BitMEX

XBTUSD

from 2019-11-01 to 2019-11-02

Download

Deribit

BTC-PERPETUAL

from 2019-09-01 to 2019-09-02

Download

Binance

BTCUSDT

from 2019-11-01 to 2019-11-02

Download

Binance Futures

BTCUSDT

from 2019-12-01 to 2019-12-02

Download

FTX

BTC-PERP

from 2019-11-01 to 2019-11-02

Download

Sample CSV data sets with 100ms (as long as there was a change within 100ms for specified levels) order book snapshots for top 20 bids and asks

exchange

symbols

time period

BitMEX

XBTUSD

from 2019-11-01 to 2019-11-02

Download

Deribit

BTC-PERPETUAL

from 2019-09-01 to 2019-09-02

Download

Binance

BTCUSDT

from 2019-11-01 to 2019-11-02

Download

Binance Futures

BTCUSDT

from 2019-12-01 to 2019-12-02

Download

FTX

BTC-PERP

from 2019-11-01 to 2019-11-02

Download

● Full limit order book data - every book update recorded

Initial snapshot and every update to limit order book recorded and each stored as separate row in output CSV allowing reconstructing full limit order book at any past point in time.

Full limit order book data is sourced from exchanges order book L2 data real-time streams (market by price). If you're after L3 data (market by order) which some exchanges provide, contact us.

Data format

column name

description

isSnapshot

if true means update was part of initial book snapshot provided by exchange

type

ask if update belongs to ask book levels, bid for bids

price

price level being updated

amount

level amount that has changed (0 if level should be removed)

timestamp

exchange timestamp in ISO 8601 format (UTC) with local timestamp fallback

Sample data rows preview

isSnapshot,type,price,amount,timestamp
true,ask,1000000,150000,2019-11-01T00:00:02.661Z
true,ask,999998,7,2019-11-01T00:00:02.661Z
true,ask,963909,14448,2019-11-01T00:00:02.661Z
true,ask,933475,570,2019-11-01T00:00:02.661Z
true,ask,915031,23,2019-11-01T00:00:02.661Z
false,bid,9234,70613,2019-11-01T23:59:59.860Z
false,ask,9267.5,33766,2019-11-01T23:59:59.927Z
false,bid,5050,6950,2019-11-01T23:59:59.938Z
false,bid,5922,200,2019-11-01T23:59:59.938Z

Sample CSV data sets with full limit order book data (every update)

exchange

symbols

time period

BitMEX

XBTUSD

from 2019-11-01 to 2019-11-02

Download

Deribit

BTC-PERPETUAL

from 2019-09-01 to 2019-09-02

Download

Binance

BTCUSDT

from 2019-11-01 to 2019-11-02

Download

Binance Futures

BTCUSDT

from 2019-12-01 to 2019-12-02

Download

FTX

BTC-PERP

from 2019-11-01 to 2019-11-02

Download

● Quotes

Top of the book (best bid/ask) tick by tick.

Quotes data is sourced from exchanges order book L2 data real-time streams (market by price) not quote channels which tend to be throttled.

Data format

column name

description

symbol

instrument symbol

timestamp

quote snapshot timestamp in ISO 8601 format (UTC)

asks[0].price

best ask price

asks[0].amount

best ask amount

bids[0].price

best bid price

bids[0].amount

best bid amount

Sample data rows preview

symbol,timestamp,asks[0].price,asks[0].amount,bids[0].price,bids[0].amount
XBTUSD,2019-11-01T00:00:02.661Z,9153.5,396364,9153,1250894
XBTUSD,2019-11-01T00:00:03.152Z,9153.5,396364,9153,1250965
XBTUSD,2019-11-01T00:00:03.160Z,9153.5,395764,9153,1250965
XBTUSD,2019-11-01T00:00:03.167Z,9153.5,395753,9153,1250965
XBTUSD,2019-11-01T00:00:03.221Z,9153.5,395477,9153,1250965
XBTUSD,2019-11-01T00:00:03.226Z,9153.5,404721,9153,1250965
XBTUSD,2019-11-01T00:00:03.237Z,9153.5,404721,9153,1241961
XBTUSD,2019-11-01T00:00:03.310Z,9153.5,404711,9153,1241961
XBTUSD,2019-11-01T00:00:03.312Z,9153.5,404701,9153,1241961

Sample CSV data sets with tick by tick quotes/spread data

exchange

symbols

time period

BitMEX

XBTUSD

from 2019-11-01 to 2019-11-02

Download

Deribit

BTC-PERPETUAL

from 2019-09-01 to 2019-09-02

Download

Binance

BTCUSDT

from 2019-11-01 to 2019-11-02

Download

Binance Futures

BTCUSDT

from 2019-12-01 to 2019-12-02

Download

FTX

BTC-PERP

from 2019-11-01 to 2019-11-02

Download

● Tick by tick trades

Data format

column name

description

id

trade id as provided by exchange (or empty if exchange does not provide it)

symbol

instrument symbol

price

trade price

amount

trade amount

side

liquidity taker side (aggressor)

timestamp

exchange provided timestamp of trade in ISO 8601 format (UTC)

localTimestamp

local timestamp when trade message has been received

Sample data rows preview

id,symbol,price,amount,side,timestamp,localTimestamp
ef18420-2a2a-6209-74eb-8a0bd457e560,XBTUSD,9255.5,212,buy,2019-11-01T23:59:47.512Z,2019-11-01T23:59:47.569Z
65965ed2-bcac-3390-0e8c-964bd1c7deb1,XBTUSD,9255.5,28,buy,2019-11-01T23:59:50.048Z,2019-11-01T23:59:50.090Z
3767e46c-096a-0f05-29b5-94c0efef8e3f,XBTUSD,9255.5,13638,buy,2019-11-01T23:59:52.431Z,2019-11-01T23:59:52.443Z
7186e05d-362b-baa4-cd69-3e65ee295ac3,XBTUSD,9255.5,2862,buy,2019-11-01T23:59:52.431Z,2019-11-01T23:59:52.443Z
e4236037-cbb6-03e9-4bab-7761a43b406d,XBTUSD,9255.5,223,buy,2019-11-01T23:59:53.720Z,2019-11-01T23:59:53.732Z
3cebc5d1-8cfe-b051-5b14-85f75a84a183,XBTUSD,9255,1,sell,2019-11-01T23:59:53.877Z,2019-11-01T23:59:53.893Z
8f825738-f210-5a29-7c9b-b2b5678355bd,XBTUSD,9255.5,360,buy,2019-11-01T23:59:54.024Z,2019-11-01T23:59:54.038Z
aa5cab14-4e76-3907-d365-0a126ea42d0a,XBTUSD,9255,10,sell,2019-11-01T23:59:54.918Z,2019-11-01T23:59:54.931Z
41551046-96ac-03ce-4a0a-c05687a2f608,XBTUSD,9255,2500,sell,2019-11-01T23:59:55.075Z,2019-11-01T23:59:55.086Z
c3f12b5f-9423-4464-a7d8-9395f567da41,XBTUSD,9255,1839,sell,2019-11-01T23:59:56.154Z,2019-11-01T23:59:56.808Z
a061abcb-4f4c-db29-808d-b7cdf54cab67,XBTUSD,9255.5,200,buy,2019-11-01T23:59:57.584Z,2019-11-01T23:59:57.595Z
1f98a88a-ad1e-62c2-d80d-6928ed6bb810,XBTUSD,9255.5,1000,buy,2019-11-01T23:59:58.316Z,2019-11-01T23:59:58.326Z

Sample CSV data sets with tick by tick trade data

exchange

symbols

time period

BitMEX

XBTUSD

from 2019-11-01 to 2019-11-02

Download

Deribit

BTC-PERPETUAL

from 2019-09-01 to 2019-09-02

Download

Binance

BTCUSDT

from 2019-11-01 to 2019-11-02

Download

Binance Futures

BTCUSDT

from 2019-12-01 to 2019-12-02

Download

FTX

BTC-PERP

from 2019-11-01 to 2019-11-02

Download

● Trade bars (volume, tick or time based)

Aggregation type (volume based, time based or ticks count based) as well as interval (volume size, ticks count or time interval in millisecond) can be customized for each CSV export.

Sample data rows preview

open,high,low,close,volume,buyVolume,sellVolume,trades,vwap,openTimestamp,closeTimestamp,timestamp,localTimestamp
9153.5,9153.5,9153,9153.5,1005007,466461,538546,1001,9153.232068532856,2019-11-01T00:00:03.143Z,2019-11-01T00:00:18.318Z,2019-11-01T00:00:18.318Z,2019-11-01T00:00:18.343Z
9153,9153.5,9148,9148,1001698,22426,979272,978,9151.188789934684,2019-11-01T00:00:18.359Z,2019-11-01T00:00:54.448Z,2019-11-01T00:00:54.448Z,2019-11-01T00:00:54.469Z
9148,9154,9148,9148,1005756,460521,545235,498,9149.923986036369,2019-11-01T00:00:54.448Z,2019-11-01T00:02:11.824Z,2019-11-01T00:02:11.824Z,2019-11-01T00:02:11.857Z
9148,9148,9143.5,9143.5,1003983,223640,780343,210,9146.733563217713,2019-11-01T00:02:11.824Z,2019-11-01T00:02:35.524Z,2019-11-01T00:02:35.524Z,2019-11-01T00:02:35.838Z
9143.5,9143.5,9140.5,9140.5,1011081,7447,1003634,249,9140.9960967519,2019-11-01T00:02:35.524Z,2019-11-01T00:03:02.347Z,2019-11-01T00:03:02.347Z,2019-11-01T00:03:02.376Z
9140.5,9141,9139,9139,1023807,122988,900819,308,9139.4522619986,2019-11-01T00:03:02.666Z,2019-11-01T00:04:19.059Z,2019-11-01T00:04:19.059Z,2019-11-01T00:04:19.094Z
9139,9139.5,9132,9132.5,1035066,359917,675149,450,9134.386024659294,2019-11-01T00:04:19.059Z,2019-11-01T00:04:50.839Z,2019-11-01T00:04:50.839Z,2019-11-01T00:04:51.754Z
9132.5,9143,9132,9142.5,1004719,518654,486065,288,9138.597887568565,2019-11-01T00:04:50.839Z,2019-11-01T00:05:00.359Z,2019-11-01T00:05:00.359Z,2019-11-01T00:05:00.388Z
9142.5,9143,9142,9142,1025609,48379,977230,78,9142.466920142075,2019-11-01T00:05:00.359Z,2019-11-01T00:05:03.887Z,2019-11-01T00:05:03.887Z,2019-11-01T00:05:03.909Z

Sample CSV data sets with volume based trade bars - bars recorded for each 1000 000 volume

exchange

symbols

time period

BitMEX

XBTUSD

from 2019-11-01 to 2019-11-02

Download

Deribit

BTC-PERPETUAL

from 2019-09-01 to 2019-09-02

Download

● Derivative ticker info (open interest, funding rate, mark price, index price)

Derivative instruments ticker info: last price, open interest, funding rate, mark price & index price sourced from real-time ticker/instrument channels.

Sample data rows preview

symbol,lastPrice,openInterest,fundingRate,indexPrice,markPrice,timestamp,localTimestamp
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.74,9601.74,2019-09-01T00:00:00.183Z,2019-09-01T00:00:00.253Z
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.76,9601.7,2019-09-01T00:00:01.211Z,2019-09-01T00:00:01.221Z
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.63,9601.57,2019-09-01T00:00:01.912Z,2019-09-01T00:00:01.927Z
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.63,9601.51,2019-09-01T00:00:02.169Z,2019-09-01T00:00:02.180Z
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.58,9601.46,2019-09-01T00:00:02.752Z,2019-09-01T00:00:02.773Z
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.58,9601.42,2019-09-01T00:00:03.169Z,2019-09-01T00:00:03.179Z
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.55,9601.39,2019-09-01T00:00:03.754Z,2019-09-01T00:00:03.764Z
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.56,9601.36,2019-09-01T00:00:04.742Z,2019-09-01T00:00:04.751Z
BTC-PERPETUAL,9601,82164131,-0.00001479,9601.56,9601.32,2019-09-01T00:00:05.250Z,2019-09-01T00:00:05.258Z

Sample CSV data sets with derivative ticker info (open interest, funding rate, mark price, index price)

exchange

symbols

time period

BitMEX

XBTUSD

from 2019-11-01 to 2019-11-02

Download

Deribit

BTC-PERPETUAL

from 2019-09-01 to 2019-09-02

Download

Binance Futures

BTCUSDT

from 2019-12-01 to 2019-12-02

Download