General

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

Tardis.dev provides the most comprehensive and granular cryptocurrency market data products in the industry and offers:

Data use cases

  • market microstructure and order book dynamics research

  • trading execution optimization

  • tick-level granularity market simulation

  • 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?

In total over 20 000 distinct instruments & currency pairs across leading derivatives and spot cryptocurrency exchanges is supported. We collect and provide data for all instruments & currency pairs available on given exchange with some exceptions for spot exchanges where we collect high caps currency pairs only (due to exchanges API limitations).

See historical data details for each supported exchange.

Do you provide discounts?

We do provide discounts in a transparent way in a form of indie subscriptions plans which are discounted 40% in comparison to analogous business subscriptions.

For students and academic researchers we offer up to 60% additional discounts for all 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, API performance etc.) we offer generous free trials. Simply reach out to us and we'll set up trial account for you.

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 the answers straight from people whose day to day job is overseeing and maintaining market data collection process and infrastructure.

For business subscriptions we provide dedicated communication channel (via Telegram Messenger) for your company where our team is on standby to answer any questions you may have. For indie subscriptions and one-off purchases we do provide email based support.

What would I use your services if I can collect data by myself?

Since cryptocurrency exchanges' market data APIs are public anyone can use those to collect the data, but it's a time consuming and resource intensive undertaking (exchanges we support publish ~500GB of new data every day), that requires investment in proper infrastructure, constant monitoring and oversight (exchanges API changes, rate-limiting monitoring, new exchanges integrations, unexpected connection issues, latency monitoring etc.), not to mention implementation costs of data collection, storage and distribution services. All in all we think our offering is comprehensive, transparent and fair, provides good value and saves you time and money in comparison to in-house solution allowing you to focus on your core objective not on data management intricacies.

How can I download the data?

You can access historical market data via API which provides raw data in exchange native format or download CSV datasets with tick-by-tick trades, incremental order book L2 updates, order book snapshots, options chains, quotes and derivative tickers (open interest, funding, mark price, index price). Our client libs provide data in normalized format as well, which can be more flexible than CSV datasets for some use cases but also slower to download due to on-demand, client-side data normalization overhead in comparison to ready to download CSV files.

How far back the historical data is available?

Data is available since 2019-03-30 for majority of the supported exchanges (that existed at that time).

exchange

available since

BitMEX

2019-03-30

Deribit

2019-03-30

Binance USDT Futures

2019-11-17

Binance COIN Futures

2020-06-16

Binance Spot

2019-03-30

FTX

2019-08-01

OKEx Futures

2019-03-30

OKEx Swap

2019-03-30

OKEx Options

2020-02-01

OKEx Spot

2019-03-30

Huobi Futures

2019-11-19

Huobi Swap

2020-03-28

Huobi Global

2019-11-19

Bitfinex Derivatives

2019-09-14

Bitfinex

2019-05-23

Coinbase Pro

2019-03-30

Kraken Futures

2019-03-30

Kraken

2019-06-04

Bitstamp

2019-03-30

Gemini

2019-08-30

Poloniex

2020-07-01

Bybit

2019-11-07

Phemex

2020-03-17

FTX US

2020-05-22

Binance US

2019-09-25

Gate.io Futures

2020-07-01

Gate.io

2020-07-01

OKCoin

2019-11-19

bitFlyer

2019-08-30

HitBTC

2019-11-19

Binance DEX

2019-06-04

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 do provide official Python and Node.js clients that offer fast and convenient access to tick-level historical market data.

Finally, our open source, 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 market data API as we think that given everyone can access exchanges' APIs directly for free without restrictions, relaying on 3rd party for such crucial piece of infrastructure does not make sense (additional latency and another SPOF). Instead we developed locally runnable (self hosted) server and open source libraries that offer consolidated real-time normalized market data streaming capabilities, connect directly to exchanges' WebSocket APIs and are completely free to use.

Are there any rate-limits for the API?

No, as long as one user behavior does not negatively impact other users API usage experience. If that's the case, we'll first contact the user via email and ask politely to change that behavior and if that does not help we may end up temporarily blocking the API address.

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 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 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.