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
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).
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, email or Zoom calls) for your company where our team is on standby every business day (7AM - 3PM UTC) to answer any questions you may have. For pro subscriptions and one-off purchases we do provide email based support with 24-48 business hours initial response time.
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 ~1000GB 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.
You can access historical market data via API which provides raw data in exchange native format or download CSV datasets with trades, incremental order book L2 updates, order book snapshots, options chains, quotes, derivative tickers (open interest, funding, mark price, index price) and liquidations. 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.
Data is available since 2019-03-30 for majority of the supported exchanges (that existed at that time).
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.
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 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.
No, as long as your behavior does not negatively impact other customers API usage experience. If that's the case, we'll contact your via email and do our best to help how to sort it out - in most cases it's download client bug that over and over downloads the same data in a loop.
Two independent, geo-redundant, highly durable storage services
High performance API servers deployed across network of data centers around the globe
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.