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?
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?
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?
What is the order process?
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 "Unlimited" 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?
How I can update my credit card information?
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