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.