General
We are the most comprehensive digital assets data platform, providing access to high frequency data for a wide range of use cases such as:
market microstructure and order book dynamics research
trading execution optimization
liquidity and lead-lag analysis
backtesting and optimization of trading strategies
full historical order book reconstruction at any given point in time
training machine learning models
alpha generation
designing quantitative models
academics research
data visualizations
​
​
access to high frequency historical cryptocurrency market data including the most granular order book tick updates & snapshots (tick-by tick L2 market-by-price and L3 market-by-order data)
​time-machine market replay allowing reconstructing the state of the limit order book at any given moment in time across all supported cryptocurrency markets
fast and convenient data access via API and CSV downloads
​
​always available data market backup letting you focus on your research and not on data management
​fair, transparent pricing allowing you to save on infrastructure and maintenance of in-house solution
​exchange-native and normalized data formats support
​consolidated real-time market data streaming support via our open source libraries that connect directly to exchanges' public WebSocket APIs
​professional support​
​
​
Our support team has in-depth knowledge of historical market data and exchanges' APIs peculiarities, programming and data analysis expertise. You get answer straight from the people that day to day job is monitoring and maintaining market data collection process.
​
​
​BitMEX​
​Deribit​
​Binance Futures​
​Binance​
​FTX​
​OKEx (Futures, Swap, Options, Spot)
​Huobi DM​
​Huobi Global​
​Bitfinex​
​bitFlyer​
​Kraken Futures (Crypto Facilities)
​Kraken​
​Bitstamp​
​Coinbase Pro​
​Gemini​
​CoinFLEX​
​Bybit​
​OKCoin​
​HitBTC​
​Binance Jersey​
​Binance US​
​Binance DEX​
We collect and provide data for all instruments/currency pairs available on given exchange (with few exceptions). See historical data details.
​
​
We do provide discounts in a form of indie subscriptions that are specifically designed for indie quants, startups and small prop shops that are just getting started. Those plans are discounted up to 50% in comparison to analogous business subscriptions.
For students and academic researchers we can offer additional 20% discount for all indie subscriptions (70% in total). Contact us from your university email and we'll get back to you with discount code.
​
​
You can download historical market data via API or CSV files.
​
​
Data is available since 2019-03-30 for majority of the supported exchanges. See details.
​
​
Yes, see CSV Data Export page for more details.
​
​
Whole process can be described in few simple steps:
​ Subscribe to plan that supports downloadable CSV files.
​Contact us providing details what data types you'd like to have exported to CSV (for example tick by tick trades or order book snapshots).
When exported data is ready (usually takes 24h-48h) you'll receive download links with compressed CSV files that will be active for 14 days.
​
​
Any programming language that can communicate using HTTPS can communicate with our HTTP API.
We provide official Python and Node.js clients that offer fast and convenient access to tick-level historical market data.
Finally, locally runnable tardis-machine server with built-in local data caching, provides market data normalization, custom order book snapshots capabilities and real-time market data streaming support that connects directly to exchanges' WebSocket APIs. It provides both streaming HTTP and WebSocket endpoints returning market data for whole time periods (in contrast to Tardis.dev HTTP API where single call returns data for single minute time period) and is available via npm and as a Docker Image.
​
​
Historical market data provided by HTTP API can be accessed via HTTPS.
Locally runnable tardis-machine server provides both HTTP and WebSocket based APIs for accessing both historical and real-time market data.
​
​
Exchanges' market data WebSocket APIs are designed to publish real-time feeds and not historical ones. Locally runnable tardis-machine server's WebSocket API bridges that gap and allows "replaying" historical market data from any given past point in time with the same data format and 'subscribe' logic as real-time exchanges' APIs. In many cases existing exchanges' WebSocket clients can be used to connect to this endpoint just by changing URL, and receive market data in exchange-native format for date ranges specified in URL query string params.
​
​
We do not provide hosted real-time API which would incur additional latency and another SPOF, but instead we do provide open source libraries that offer consolidated real-time normalized market data streaming capabilities and which connect directly to exchanges' WebSocket APIs.
​
​
No.
​
​
API key can be obtained on Tardis.dev website via order form. You'll receive it via email after successful order.
​
​
​Contact us immediately and we will generate new API key for you.
​
​
Yes, we do provide public live market data collection status dashboard.
​
​
For market data collection purposes we use highly available Google Cloud Platform Kubernetes Cluster in London region (europe-west2) - see details. For storage and market data distribution we utilize infrastructure that relies on multiple geo-redundant cloud storage providers and multi-layered CDN based caching.
​
​
Yes, see enterprise deployment page for more details.
​
​
We do not have a formal SLA in place yet, but all infrastructure is set up to provide highest availability possible on both data collection and distribution side with geo-redundant setup. Both data collection services 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 API 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 contact us.
See Live Status Dashboard to take a peek about current state of market data collection.
​
​
