General

What is Tardis.dev and what is your value proposition?

We are cryptocurrency markets data provider that offers:

Use cases

  • 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

Which exchanges, instruments and currency pairs are supported?

We collect and provide data for all instruments/currency pairs available on given exchange with some exceptions caused mainly by exchanges API limitations. See historical data details.

Do you provide discounts?

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 offer up to 70% discounts for all indie subscriptions. Contact us from your university email and we'll get back to you with discount code.

Do you offer free trials?

Yes, if you'd like to test the service (data quality, coverage, speed etc) we offer generous free trials. Simply reach out to us and we'll set up test account for you in no time.

What does professional support mean?

Our support team has in-depth knowledge of market data and exchanges' APIs peculiarities, programming and data analysis expertise. You get answer straight from the people that day to day job is overseeing and maintaining market data collection process and infrastructure.

For business subscriptions we provide dedicated communication channel for your company where our team is on standby to answer any questions you may have (shared Slack channel or dedicated Telegram group).

For indie subscriptions and one-off purchases we do provide email based support.

How can I download the data?

You can access historical market data via API which provides raw data in exchange native format or download it as flat CSV files containing tick-by-tick trades, order book L2 delta updates, quotes and derivative tickers datasets.

How far back the historical data is available?

Data is available since 2019-03-30 for majority of the supported exchanges. See details.

Do you provide historical market data in CSV flat files?

Yes, see downloadable CSV files documentation for more details.

What programming languages are supported?

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.

What API protocols can be used to access market data?

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.

How time-machine market replay works?

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.

Do you support consolidated real-time market data streaming?

We do not provide hosted real-time API which would incur additional latency and another SPOF, but instead we developed open source libraries that offer consolidated real-time normalized market data streaming capabilities and which connect directly to exchanges' WebSocket APIs, do not require API key and are completely free to use.

Are there any rate-limits for the API?

No.

How do I obtain my API key?

API key can be obtained on Tardis.dev website via order form. You'll receive it via email after successful order.

What if my API key was compromised?

Contact us immediately and we will generate new API key for you.

What is your infrastructure setup?

Market data collection

Highly available Google Cloud Platform Kubernetes Clusters located in in London, UK (europe-west2 region) and Tokyo, Japan (asia-northeast1 region)

Market data storage

Two independent, geo-redundant, highly durable data storage services

Market data distribution

High performance API servers deployed across network of data centers around the globe

Do you offer enterprise deployment option?

Yes, see enterprise deployment page for more details.

Do you provide SLA?

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.