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?

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?

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?

• How I can update my credit card information?

Got other Questions? We're happy to help!

Simply contact us via email.