Frequently Asked Questions

Got questions? We're happy to help!
General
​What is Tardis.dev and what is your unique value proposition?

​Which exchanges, instruments and currency pairs are supported?

​Do you provide discounts?

​Do you offer free trials?

​What does professional support mean? 

​What would I use your services if I can collect data by myself?

​How can I download the data?

​How far back the historical data is available?

​Do you provide historical market data in CSV flat files? 

​What programming languages are supported?

​What API protocols can be used to access market data?

​How time-machine market replay works?

​Do you support consolidated real-time market data streaming? 

​Are there any rate-limits for the API? 

​How do I obtain my API key? 

​What if my API key was compromised?

​What is your infrastructure setup?

​Do you provide SLA?​
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Data
​What data types do you support?

​What does high frequency historical data mean?

​How historical raw market data is being sourced?

​Why data source matters and why we use from real-time WebSocket feeds as data source vs periodically calling REST endpoints?

​What L2 order book data can be used for?

​What L3 order book data can be used for?

​What is the maximum order book depth available for each supported exchange?

​Which exchanges support liquidations data type?

​Do you provide historical options data?

​Do you provide historical futures data?

​What is the difference between futures and perpetual swaps contracts?

​Do you provide time based aggregated data as well?

​Can you record market data for exchange that's not currently supported?

​Do you provide market data in normalized format?

​Do you provide normalized contract amounts for derivatives exchanges in your historical data feeds?

​What is a difference between exchange-native and normalized data format?

​What is the channel field used in the HTTP API and client libs replay functions?

​What time zone is used in the data?

​Is provided raw market data complete?

​How frequently exchanges drop WebSocket connections?

​Can historical order books reconstructed from L2 updates be crossed (bid/ask overlap) occasionally?

​Can exchange publish data with non monotonically increasing timestamps for single data channel?

​Are exchanges publishing duplicated trades data messages?

​How order book data snapshots are provided?

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

​How incremental_book_l2 CSV dataset is built from real-time data?

​How can I reconstruct full order book state from  incremental_book_L2 CSV dataset?

​How CSV datasets are split into the files?

​How market data messages are being timestamped?

​What is the new historical market data delay in relation to real-time?​
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Billing and Subscriptions
​What is the order process?

​Do you provide discounts?

​How one-off purchase based access works?

​How subscription based access works? 

​What are the differences between subscriptions types?

​Do subscriptions include access to historical data as well?

​What is included in "Individual" data plan?

​What is included in "Perpetuals" data plan? 

​What is included in "Derivatives" data plan?

​What is included in "All Exchanges" data plan?

​How can I change my subscription plan? 

​Can I pay through invoicing?

​Can I get quotation document before making an order?

​How can I get an invoice and VAT refund? 

​What are your VAT details?

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

​What is the refund policy? 

​How can I cancel my subscription?

​Do you accept payments in cryptocurrency?​
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​How I can update my credit card information?​
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Got other Questions? We're happy to help!
Simply contact us via email.
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Welcome
General
Last modified 1yr ago