Frequently Asked Questions

General

What is tardis.dev?

Tardis.dev is a cryptocurrency market data provider providing both raw historical and real-time tick-level market data — full order book depth snapshots and incremental updates, tick-by-tick trades, open interest, funding, liquidations, quotes and more available via HTTP and WebSocket APIs or on-demand CSV data export.

What can it be used for?

High resolution historical market data API provided by tardis.dev can be used for a wide range of use cases such as:

  • backtesting and optimization of advanced quantitative trading strategies

  • training machine learning models

  • market microstructure and order book dynamics research

  • designing quantitative models

  • academics research

  • data visualizations

  • analytics

  • full historical order book reconstruction at any given moment in time

What programming languages are supported?

Any programming language that can communicate using HTTPS can consume HTTP API, additionally there are two official client libs that provide more high level and developer friendly data access:

There is also locally installable tardis-machine server providing on-demand tick-level historical market data replay via HTTP and WebSocket endpoints in exchange's message data format. In many cases existing exchanges WebSocket clients can be used to consume historical messages stream as if it was real-time one.

Which exchanges and currents pairs are supported?

Currently supported exchanges:

  • BitMEX

  • Binance.com, Binance.je, Binance.org (DEX)

  • Binance Futures

  • Deribit

  • Bitfinex

  • Bitfinex Derivatives

  • Bitstamp

  • OKEx

  • FTX

  • bitFlyer

  • Gemini

  • Huobi

  • Huobi DM

  • HitBTC

  • bitFlyer

  • OKCoin

Use /exchanges API endpoint to get most up to date list of exchanges together with /exchanges/:exchange API that provides useful exchange details like available currency pairs (symbols), pricing info, availability dates and more.

How far back the historical data is available?

Data is available since 2019-03-30 for majority of the supported exchanges. In order to get exact availability data for particular exchange please use /exchanges/:exchange API to get that info, or use order form that will display such info after exchange is selected. Please also see historical data details for each exchange.

What protocols can be used to access historical market data?

Historical market data provided by main RESTful API can be accessed via HTTPS.

Locally installable tardis-machine server provides both streaming HTTP and WebSocket based APIs for accessing historical market data.

Do you provide raw historical market data in flat files?

Yes, we can export historical data to downloadable CSV files on-demand, please see CSV Data Export page for more details.

Historical market data details

How historical raw market data is sourced?

Raw market data is sourced from public WebSocket real-time APIs provided by the exchanges.

Is provided raw market data complete?

We're doing our best to provide the most complete and reliable historical raw data API on the market. To do so amongst many other things, we utilize highly available Kubernetes cluster on Google Cloud Platform that offers best in the class availability, networking and monitoring. However due to exchanges' API downtimes (maintenance, deployments etc.) we can experience market data gaps and cannot guarantee 100% data completeness. In rare circumstances, when exchange's API changes without notice or we hit new unexpected rate limits we also may fail to record data during such period, it happens very rarely and is specific for each exchange, please use /exchanges/:exchange API endpoint and check for incidents field in order to get most detailed and up to date information on that.

Please see historical data details for more info.

What kind of protocols are used for data collection from exchanges?

We use WebSocket protocol for all exchanges, plus HTTP REST APIs in case of fetching initial full order book snapshots for exchanges that do not provide them via WebSocket.

How order book data snapshots are provided?

Historical market data available via API provides order book snapshots at the beginning of each day (00:00:000 UTC) along with locally timestamped order book messages for each update, check out API docs for more details.

Do you collect order books as snapshots or in streaming mode?

Order books are collected in streaming mode - snapshot at the beginning of each day and then incremental delta updates.

Please see historical data details for more info.

How order book data is timestamped?

Each message received via exchange WebSocket API is timestamped with 100ns precision and stored in ISO 8601 format.

Sample BitMEX data API response showing messages with timestamps

What is the new market data delay?

New market data delay is only 4 minutes in relation to real-time (T - 4min).

Pricing

We're in the process of introducing new pricing structure including subscription based access, some of the info below might not be up to date, please contact us if you have questions.

Per instrument access

One-off purchase

Per instrument API access price is per data content day price for API access to all market data(trades, order book, etc.) recorded for single instrument for selected exchange.

For example it costs $60 to get continuous API access to historical market data for BitMEX XBTUSD instrument for 2019-04-01—2019-05-01 date range precisely from2019-04-01T00:00:00.000Z UTC to 2019-05-01T00:00:00.000Z UTC, but not including ending timestamp (which is 2019-05-01T00:00:00.000Z).

Historical market data includes all recorded data for XBTUSD instrument - trade, order book, liquidations, quote & funding and more as described in historical data details.

Ongoing subscription

API access to single instrument's data as it becomes available (e.g. BitMEX XBTUSD) - $60/month per instrument.

Per exchange access

One-off purchase

Per exchange API access price is per data content day price for API access to all market data recorded for all available instruments for given exchange.

For example it costs $150 to get continuous API access to historical market data for BitMEX all available instruments (use /exchanges/:exchange API to get the up to date list of available instruments) for 2019-04-01—2019-05-01 date range precisely from 2019-04-01T00:00:00.000Z UTC to 2019-05-01T00:00:00.000Z UTC, but not including ending timestamp (which is 2019-05-01T00:00:00.000Z).

Historical market data includes all recorded data for all BitMEX instruments - trade, order book, liquidations, quote & funding and more as described in historical data details.

Ongoing subscription

API access to single exchanges' data as it becomes available - $220/month per exchange.

BTC Perpetuals access

BTC Perpetuals access includes access to following exchanges' instruments:

  • BitMEX XBTUSD

  • Deribit BTC-PERPETUAL

  • Binance Futures btcusdt

  • FTX BTC-PERP

  • OKEx Swap BTC-USD-SWAP, BTC-USDT-SWAP

  • bitFlyer FX_BTC_JPY

  • Bitfinex Derivatives

  • Bybit BTCUSD

Ongoing subscription

API access to all BTC perpetual instruments' data across supported exchanges as it becomes available - $300/month.

Derivatives access

Derivatives exchanges access includes API access to following exchanges' data:

  • BitMEX

  • Deribit

  • Binance Futures

  • FTX

  • OKEx Futures

  • OKEx Swap

  • Huobi DM

  • bitFlyer

  • Bitfinex Derivatives

  • Bybit

Ongoing subscription

API access to derivatives exchanges' data as it becomes available - $600/month.

Unlimited Access

One-off purchase

Unlimited access API access price is per data content day price for API access to all market data recorded for all available instruments for all supported exchanges. Please use /exchanges API endpoint to get full list of supported exchanges.

For example it costs $600 to get continuous API access to historical market data for all available instruments across all supported exchanges for 2019-11-01—2019-12-01 date range precisely from 2019-11-01T00:00:00.000Z UTC to 2019-12-01T00:00:00.000Z UTC, but not including ending timestamp (which is 2019-12-01T00:00:00.000Z).

Please see historical data details for more info regarding supported exchanges and available symbols.

On-going subscription

API access to all supported exchanges' data as it becomes available - $900/month.

How order process looks like?

  1. On order form select subscription or one-off purchase based API access and data that you're interested in and get the exact price you'd pay.

  2. Proceed to checkout where you provide email address on which you'll get your API key and select payment method - credit cards, PayPal, wire transfers and Apple Pay supported - full list available at https://paddle.com/support/which-payment-methods-do-you-support/.

  3. Successfully complete your payment and receive API key via email (plus invoice in separate email).

  4. Enjoy! In case of any questions, just contact us, we will get back to you as soon as possible.

Do you accept payments in cryptocurrency?

Yes, please get in touch for more details as it's not fully automated yet.

Invoices and VAT

How do I get a VAT refund?

Before the checkout process is complete, you should be given the option of entering a VAT ID which will exempt your purchase from a sales tax charge. If you think you’ve been incorrectly charged for VAT, please contact [email protected] and they will be able to issue a VAT refund to you. Paddle handle all our transactions and will be able to help you.

How can I add my VAT ID and address to the subscription invoice?

When you’re charged, you will receive an invoice for your subscription by email. There should be a link in the email that says “view your invoice, where you can add/edit your invoice address”. Click this link to add your VAT ID and address to the invoice.

What are your VAT details?

When you’re charged, you will receive an invoice for your subscription by email. There should be a link in the email that says “view your invoice”. Click this link to get the address and VAT ID of Paddle who process our payments. Paddle acts as a reseller and Merchant of Record so they handle VAT on our behalf.

I’ve lost my invoice. How do I get a new one?

You need to contact [email protected] to request a new invoice. Please provide the email address you bought the subscription with and any extra details that might help.

What about SLA?

We do not have a formal SLA in place yet, but all infrastructure is set up to provide highest availability possible on both recording and providing market data side with multiple geo-redundant fallbacks. Both recording and public APIs are constantly monitored from multiple locations and our engineering team is immediately notified in case of any issue. We don't practice maintenance that would affect availability, but in very rare circumstance if that would happen we'll communicate that in advance. If a formal SLA is something that your business require please contact us.