Quickstart

Get started with downloading CSV datasets via Python, Node.js or cURL

CSV datasets are available via dedicated datasets API that allows downloading tick level incremental order book L2 updates, order book snapshots (top 25 and top 5), trades, options chains, quotes, book tickers, derivative tickers and liquidations data.

• For ongoing data, CSV datasets for a given day are available on the next day around 06:00 UTC. Historical datasets for the first day of each month are available to download without API key.

• CSV datasets are exported from exchanges' real-time WebSocket feeds data we collected and also provide via our API as historical data in exchange-native format.

• Row order in CSV files reflects the original capture order. When multiple events share the same millisecond exchange timestamp, use row position as the tie-breaker — see event ordering FAQ.

Download via client libraries

Python

# pip install tardis-dev
# requires Python >=3.6
from tardis_dev import datasets

datasets.download(
    exchange="deribit",
    data_types=[
        "incremental_book_L2",
        "trades",
        "quotes",
        "derivative_ticker",
        "book_snapshot_25",
        "liquidations"
    ],
    from_date="2019-11-01",
    to_date="2019-11-02",
    symbols=["BTC-PERPETUAL", "ETH-PERPETUAL"],
    api_key="YOUR API KEY (optionally)",
)

Node.js

cURL

Data TypesAPI Reference

How to download all exchange CSV datasets

The examples above download data for specific symbols. To download all available datasets for every instrument of a given exchange, use the exchange metadata API to iterate over all symbols automatically.

Python

# requires Python >=3.6
# pip install tardis-dev

from tardis_dev import datasets, get_exchange_details
import logging

# optionally enable debug logs
# logging.basicConfig(level=logging.DEBUG)

# change to any exchange id from https://api.tardis.dev/v1/exchanges with supportsDatasets:true
exchange = "deribit"
exchange_details = get_exchange_details(exchange)

# iterate over and download all data for every symbol
for symbol in exchange_details["datasets"]["symbols"]:
    # alternatively specify data types explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    # see available options https://docs.tardis.dev/downloadable-csv-files/data-types#data-types
    data_types = symbol["dataTypes"]
    symbol_id = symbol["id"]
    from_date = symbol["availableSince"]
    to_date = symbol["availableTo"]

    # skip grouped symbols like PERPETUALS, SPOT, FUTURES, OPTIONS
    if symbol_id in ["PERPETUALS", "SPOT", "FUTURES", "OPTIONS"]:
        continue

    print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")

    # each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files/data-types#data-types
    datasets.download(
        exchange=exchange,
        data_types=data_types,
        from_date=from_date,
        to_date=to_date,
        symbols=[symbol_id],
        # TODO set your API key here
        api_key="YOUR_API_KEY",
        # path where CSV data will be downloaded into
        download_dir="./datasets",
    )

Node.js

cURL

Grouped symbols

In addition to standard currency pairs & instrument symbols that can be requested when via CSV datasets API, each exchange has additional special grouped symbols available depending if it supports given market type: SPOT, FUTURES, OPTIONS and PERPETUALS. When such symbol is requested then downloaded file for it has all the data for all instruments belonging for given market type. This is especially useful for options instruments that as specifying each option symbol one by one can be mundane process, using 'OPTIONS' as a symbol gives data for all options available at given time.

See what is the difference between futures and perpetual swaps contracts.

• incremental_book_L2 - available for FUTURES

  • Examples:

    • https://datasets.tardis.dev/v1/ftx/incremental_book_L2/2020/09/01/FUTURES.csv.gz

• trades - available for SPOT, FUTURES, OPTIONS, PERPETUALS

  • Examples:

    • https://datasets.tardis.dev/v1/binance/trades/2020/09/01/SPOT.csv.gz

    • https://datasets.tardis.dev/v1/deribit/trades/2020/09/01/FUTURES.csv.gz

    • https://datasets.tardis.dev/v1/okex-options/trades/2020/09/01/OPTIONS.csv.gz

    • https://datasets.tardis.dev/v1/ftx/trades/2020/09/01/PERPETUALS.csv.gz

• derivative_ticker - available for FUTURES, PERPETUALS

  • Examples:

    • https://datasets.tardis.dev/v1/ftx/derivative_ticker/2020/09/01/FUTURES.csv.gz

    • https://datasets.tardis.dev/v1/bitmex/derivative_ticker/2020/09/01/PERPETUALS.csv.gz

• options_chain - available for OPTIONS

  • Examples:

    • https://datasets.tardis.dev/v1/deribit/options_chain/2020/09/01/OPTIONS.csv.gz

    • https://datasets.tardis.dev/v1/okex-options/options_chain/2020/09/01/OPTIONS.csv.gz

• quotes - available for OPTIONS

  • Examples:

    • https://datasets.tardis.dev/v1/deribit/quotes/2020/09/01/OPTIONS.csv.gz

    • https://datasets.tardis.dev/v1/okex-options/quotes/2020/09/01/OPTIONS.csv.gz

• liquidations - available for FUTURES, PERPETUALS, OPTIONS

  • Examples:

    • https://datasets.tardis.dev/v1/deribit/liquidations/2021/09/01/PERPETUALS.csv.gz

    • https://datasets.tardis.dev/v1/ftx/liquidations/2021/09/01/FUTURES.csv.gz

    • https://datasets.tardis.dev/v1/deribit/liquidations/2021/09/01/OPTIONS.csv.gz

Those special symbols are also listed in response to /exchanges/:exchange API call.