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.
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
full historical order book reconstruction at any given moment in time
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.
Currently supported exchanges:
Binance.com, Binance.je, Binance.org (DEX)
/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.
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.
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.
Yes, we can export historical data to downloadable CSV files on-demand, please see CSV Data Export page for more details.
Raw market data is sourced from public WebSocket real-time APIs provided by the exchanges.
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.
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.
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.
Order books are collected in streaming mode - snapshot at the beginning of each day and then incremental delta updates.
Each message received via exchange WebSocket API is timestamped with 100ns precision and stored in ISO 8601 format.
New market data delay is only 4 minutes in relation to real-time (T - 4min).
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.
API access to single instrument's data as it becomes available (e.g. BitMEX XBTUSD) - $60/month per instrument.
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.
API access to single exchanges' data as it becomes available - $250/month per exchange.
Perpetuals access includes access to following exchanges' instruments:
BitMEX: XBTUSD, ETHUSD, XRPUSD
Deribit: BTC-PERPETUAL, ETH-PERPETUAL
Binance Futures: all instruments
FTX: BTC-PERP, ETH-PERP, LTC-PERP, XRP-PERP
OKEx Swap: all instruments (see issue)
Bitfinex Derivatives: all instruments
Bybit: all instruments
API access to all supported perpetual swaps' data across supported exchanges as it becomes available - $400/month.
Derivatives exchanges access includes API access to following exchanges' data:
OKEx Futures (see issue)
OKEx Swap (see issue)
API access to derivatives exchanges' data as it becomes available - $600/month.
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.
API access to all supported exchanges' data as it becomes available - $1500/month.
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.
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/.
Successfully complete your payment and receive API key via email (plus invoice in separate email).
Enjoy! In case of any questions, just contact us, we will get back to you as soon as possible.
Yes, please get in touch for more details as it's not fully automated yet.
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.
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.
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.
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.
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.