General

What is Tardis.dev?

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

What is your unique value proposition?

What does professional support mean?

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.

Which exchanges, instruments and currency pairs are supported?

We collect and provide data for all instruments/currency pairs available on given exchange (with few exceptions). 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 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.

How can I download the data?

You can download historical market data via API or CSV files.

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 CSV Data Export page for more details.

How CSV export ordering process looks like?

Whole process can be described in few simple steps:

  1. Subscribe to plan that supports downloadable CSV files.

  2. 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).

  3. 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.

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 do provide open source libraries that offer consolidated real-time normalized market data streaming capabilities and which connect directly to exchanges' WebSocket APIs.

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.

Do you provide API uptime and data collection status monitoring?

Yes, we do provide public live market data collection status dashboard.

What is your infrastructure setup?

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.

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.

See Live Status Dashboard to take a peek about current state of market data collection.