The most granular data for cryptocurrency markets

Tick-level order book updates, tick-by-tick trades, open interest, funding rates, options chains and liquidations data for leading crypto exchanges. Comprehensive, fair and transparent.

from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="<YOUR_API_KEY>")

messages = tardis_client.replay(
  exchange="deribit",
  from_date="2019-03-30",
  to_date="2020-01-20",
  filters=[Channel(name="book", symbols=["BTC-PERPETUAL"])]
)

async for local_timestamp, message in messages:
  processMessage(message)

# pip install tardis-client
const { replay } = require('tardis-dev');

const messages = replay({
  exchange: 'bitmex',
  from: '2019-03-30',
  to: '2020-01-20',
  filters: [{ channel: 'orderBookL2', symbols: ['XBTUSD'] }],
  apiKey: '<YOUR_API_KEY>'
});

for await (const message of messages) {
  processMessage(message);
}
// npm install tardis-dev

Tick-by-tick market data replay

Reconstruct state of the limit order book at any given past moment in time across all supported cryptocurrency markets.

API access and CSV files

Get access to historical tick data quickly via our robust Python and Node.js client libraries and downloadable CSV files.

Comprehensive data coverage

Tap into hundreds of terabytes of raw tick historical data covering all leading spot and derivatives crypto exchanges.

Focus on data analysis,
leave data management to us

Save on server hosting, data storage and maintenance of an in-house solution.

12 Billions

tick-by-tick trades

180+ TB

of historical market data

35 000+

received data messages /S

320 Billions

order book L2 updates

500+ GB

of new data collected daily

4+ Millions

API requests per day

Comprehensive datasets

Download historical tick-level order book snapshots, incremental L2 updates, options chains, tick-by-tick trades, quotes, funding rates and more — updated daily.

1 exchange symbol timestamp local_timestamp is_snapshot side price amount
2 deribit BTC-PERPETUAL 1585699209920000 1585699209934201 false ask 6443.5 38640
3 deribit BTC-PERPETUAL 1585699209947000 1585699209957629 false bid 6311.5 0
4 deribit BTC-PERPETUAL 1585699209950000 1585699209963464 false ask 6428 13210
5 deribit BTC-PERPETUAL 1585699209967000 1585699209979152 false bid 6311.5 750
6 deribit BTC-PERPETUAL 1585699209970000 1585699209983585 false bid 6327 16010
7 deribit BTC-PERPETUAL 1585699209970000 1585699209983585 false bid 6325 210530
8 deribit BTC-PERPETUAL 1585699209972000 1585699209983691 false bid 6351 810
9 deribit BTC-PERPETUAL 1585699209972000 1585699209983691 false bid 6352.5 18830
10 deribit BTC-PERPETUAL 1585699209974000 1585699209983703 false ask 6492 100

Tick-level order book L2 updates collected from exchanges' WebSocket feeds

Download sample See CSV schema
1 exchange symbol timestamp local_timestamp asks[0].price asks[0].amount bids[0].price bids[0].amount asks[1].price asks[1].amount bids[1].price bids[1].amount asks[2].price asks[2].amount bids[2].price bids[2].amount asks[3].price asks[3].amount bids[3].price bids[3].amount asks[4].price asks[4].amount bids[4].price bids[4].amount asks[5].price asks[5].amount bids[5].price bids[5].amount asks[6].price asks[6].amount bids[6].price bids[6].amount asks[7].price asks[7].amount bids[7].price bids[7].amount asks[8].price asks[8].amount bids[8].price bids[8].amount asks[9].price asks[9].amount bids[9].price bids[9].amount asks[10].price asks[10].amount bids[10].price bids[10].amount asks[11].price asks[11].amount bids[11].price bids[11].amount asks[12].price asks[12].amount bids[12].price bids[12].amount asks[13].price asks[13].amount bids[13].price bids[13].amount asks[14].price asks[14].amount bids[14].price bids[14].amount asks[15].price asks[15].amount bids[15].price bids[15].amount asks[16].price asks[16].amount bids[16].price bids[16].amount asks[17].price asks[17].amount bids[17].price bids[17].amount asks[18].price asks[18].amount bids[18].price bids[18].amount asks[19].price asks[19].amount bids[19].price bids[19].amount asks[20].price asks[20].amount bids[20].price bids[20].amount asks[21].price asks[21].amount bids[21].price bids[21].amount asks[22].price asks[22].amount bids[22].price bids[22].amount asks[23].price asks[23].amount bids[23].price bids[23].amount asks[24].price asks[24].amount bids[24].price bids[24].amount
2 deribit BTC-PERPETUAL 1599868800206000 1599868800253274 10396 48050 10395.5 18220 10396.5 22220 10395 16570 10397 100 10394.5 22630 10397.5 8360 10394 16670 10398 1500 10393.5 16570 10398.5 13210 10393 5600 10399.5 60070 10392.5 20500 10400 5100 10392 30 10400.5 5140 10391.5 75780 10401 13040 10391 12110 10401.5 2250 10390.5 280 10402 9150 10390 52680 10402.5 119390 10389.5 18240 10403 23070 10389 73010 10403.5 53930 10388.5 67500 10404 43590 10388 313140 10404.5 271050 10387.5 280 10405 73710 10387 9840 10405.5 32480 10386.5 104570 10406 41220 10386 269050 10406.5 20400 10385.5 21840 10407 45460 10385 79000 10407.5 69630 10384.5 220 10408 22230 10384 71440 10408.5 30840 10383.5 44740
3 deribit BTC-PERPETUAL 1599868800280000 1599868800310441 10396 48050 10395.5 18220 10396.5 22220 10395 16570 10397 100 10394.5 22630 10397.5 8360 10394 16670 10398 1500 10393.5 16570 10398.5 13210 10393 5600 10399.5 60070 10392.5 20500 10400 5100 10392 30 10400.5 5140 10391.5 75780 10401 13040 10391 12110 10401.5 2250 10390.5 280 10402 9150 10390 52680 10402.5 119390 10389.5 18240 10403 23070 10389 73010 10403.5 53930 10388.5 67500 10404 43590 10388 313140 10404.5 271050 10387.5 280 10405 73710 10387 9850 10405.5 32480 10386.5 104570 10406 41220 10386 269050 10406.5 20400 10385.5 21840 10407 45460 10385 79000 10407.5 69630 10384.5 220 10408 22230 10384 71440 10408.5 30840 10383.5 44740
4 deribit BTC-PERPETUAL 1599868814801000 1599868814817631 10398.5 20 10398 7400 10399 4890 10397.5 17680 10399.5 520 10396.5 17680 10400 1700 10396 30280 10400.5 3010 10395.5 44110 10401 40 10395 20080 10401.5 2570 10394.5 91410 10402 400 10394 97570 10402.5 50530 10393.5 27510 10403 9960 10393 3330 10403.5 54250 10392.5 200 10404 40 10392 20400 10404.5 10 10391.5 75650 10405 93470 10391 9580 10405.5 32540 10390.5 260040 10406 26130 10390 310 10406.5 9670 10389.5 21210 10407 1180 10389 87320 10407.5 89030 10388.5 61140 10408 54860 10388 283120 10408.5 42430 10387.5 10680 10409 260680 10387 11400 10409.5 19220 10386.5 92470 10410 94970 10386 49640 10410.5 50 10385.5 6420
5 deribit BTC-PERPETUAL 1599868814809000 1599868814817632 10398.5 20 10398 7400 10399 4890 10397.5 17680 10399.5 520 10396.5 17680 10400 1700 10396 30280 10400.5 3010 10395.5 44110 10401 40 10395 20080 10401.5 2570 10394.5 91410 10402 400 10394 97570 10402.5 50530 10393.5 27510 10403 9960 10393 3330 10403.5 54900 10392.5 200 10404 40 10392 20400 10404.5 10 10391.5 75650 10405 93470 10391 9580 10405.5 32540 10390.5 260040 10406 26130 10390 310 10406.5 9670 10389.5 21210 10407 1180 10389 87320 10407.5 89030 10388.5 61140 10408 54860 10388 283120 10408.5 42430 10387.5 10680 10409 260680 10387 11400 10409.5 19220 10386.5 92470 10410 94970 10386 49640 10410.5 50 10385.5 6420
6 deribit BTC-PERPETUAL 1599868815411000 1599868815414125 10399 4910 10398 25080 10399.5 20 10397.5 17680 10400 2200 10396.5 17680 10400.5 2910 10396 31780 10401 40 10395.5 44110 10401.5 570 10395 20050 10402 500 10394.5 91440 10402.5 52990 10394 98510 10403 3500 10393.5 26570 10403.5 45100 10393 3330 10404 9190 10392.5 470 10404.5 10 10392 18300 10405 70030 10391.5 85130 10405.5 60800 10391 8640 10406 26130 10390.5 260040 10406.5 9270 10390 22530 10407 240 10389.5 14030 10407.5 89970 10389 65120 10408 23640 10388.5 72380 10408.5 62090 10388 283120 10409 260680 10387.5 10280 10409.5 18150 10387 11400 10410 94970 10386.5 123630 10410.5 50 10386 8470 10411 28210 10385.5 6420
7 deribit BTC-PERPETUAL 1599868815411000 1599868815419035 10399 4910 10398 25080 10399.5 20 10397.5 17680 10400 2200 10396.5 17680 10400.5 2910 10396 31780 10401 40 10395.5 44110 10401.5 570 10395 20050 10402 500 10394.5 91440 10402.5 52990 10394 98510 10403 3500 10393.5 26570 10403.5 45100 10393 3330 10404 9190 10392.5 470 10404.5 10 10392 18300 10405 70030 10391.5 85130 10405.5 60800 10391 8640 10406 26130 10390.5 260040 10406.5 17270 10390 22530 10407 240 10389.5 14030 10407.5 89970 10389 65120 10408 23640 10388.5 72380 10408.5 62090 10388 283120 10409 260680 10387.5 10280 10409.5 18150 10387 11400 10410 94970 10386.5 123630 10410.5 50 10386 8470 10411 28210 10385.5 6420
8 deribit BTC-PERPETUAL 1599868907943000 1599868907946933 10398 4600 10397.5 73090 10399.5 10 10397 24630 10400 3300 10396.5 22770 10400.5 10270 10396 3130 10401 25390 10395.5 5000 10401.5 119790 10395 9060 10402 8510 10394.5 17910 10402.5 8180 10394 138990 10403 10000 10393.5 33080 10404 7960 10393 3020 10404.5 15130 10392.5 8130 10405 128930 10392 100920 10405.5 109560 10391.5 83330 10406 8610 10391 32220 10406.5 34890 10390.5 278270 10407 44440 10390 47980 10407.5 102620 10389.5 292240 10408 20660 10389 65100 10408.5 175160 10388.5 790 10409 7660 10388 55720 10409.5 308550 10387.5 31440 10410 138130 10387 3830 10410.5 15940 10386.5 109470 10411 2610 10386 31560 10411.5 3780 10385.5 3450
9 deribit BTC-PERPETUAL 1599868907944000 1599868907953129 10398 4600 10397.5 73090 10399.5 10 10397 24630 10400 3300 10396.5 22770 10400.5 10270 10396 3130 10401 25390 10395.5 5000 10401.5 119790 10395 1060 10402 8510 10394.5 17910 10402.5 8180 10394 146990 10403 10000 10393.5 33080 10404 7960 10393 3020 10404.5 15130 10392.5 8130 10405 128930 10392 100920 10405.5 109560 10391.5 83330 10406 8610 10391 32220 10406.5 34890 10390.5 278270 10407 44440 10390 47980 10407.5 102620 10389.5 292240 10408 20660 10389 65100 10408.5 175160 10388.5 790 10409 7660 10388 55720 10409.5 308550 10387.5 31440 10410 138130 10387 3830 10410.5 15940 10386.5 109470 10411 2610 10386 31560 10411.5 3780 10385.5 3450
10 deribit BTC-PERPETUAL 1599868907993000 1599868907997022 10398 4600 10397.5 73090 10399.5 2010 10397 24630 10400 3300 10396.5 22770 10400.5 8270 10396 3130 10401 25390 10395.5 5000 10401.5 119790 10395 1060 10402 8510 10394.5 17910 10402.5 8180 10394 146990 10403 10000 10393.5 33080 10404 7960 10393 3020 10404.5 15130 10392.5 8130 10405 128930 10392 100920 10405.5 109560 10391.5 83330 10406 8610 10391 32220 10406.5 34890 10390.5 278270 10407 44440 10390 47980 10407.5 102620 10389.5 292240 10408 20660 10389 65100 10408.5 175160 10388.5 790 10409 7660 10388 55720 10409.5 308550 10387.5 31440 10410 138130 10387 3830 10410.5 15940 10386.5 109470 10411 2610 10386 31560 10411.5 3780 10385.5 3450

Tick-level order book snapshots reconstructed from WebSocket order book data feeds

Download sample See CSV schema
1 exchange symbol timestamp local_timestamp id side price amount
2 bitmex XBTUSD 1585699202957000 1585699203089980 d202810a-ec78-... buy 6425.5 12
3 bitmex XBTUSD 1585699202980000 1585699203095276 619e1c6f-9828-... sell 6425 150
4 bitmex XBTUSD 1585699203002000 1585699203099299 75185680-f0e1-... sell 6425 25
5 bitmex XBTUSD 1585699203092000 1585699203122233 3c12b236-f234-... buy 6425.5 1
6 bitmex XBTUSD 1585699203092000 1585699203122233 b9b208d8-17b6-... buy 6425.5 1
7 bitmex XBTUSD 1585699203092000 1585699203122233 4377f2e3-ccd0-... buy 6425.5 1
8 bitmex XBTUSD 1585699203092000 1585699203122233 d16938ac-1b3b-... buy 6425.5 1
9 bitmex XBTUSD 1585699203092000 1585699203122233 402f687f-0649-... buy 6425.5 1
10 bitmex XBTUSD 1585699203092000 1585699203122233 2f85515a-44a2-... buy 6425.5 1

Tick-by-tick trades data collected from exchanges' WebSocket feeds

Download sample See CSV schema
1 exchange symbol type strike_price OI last_price bid_price bid_amount bid_iv ask_price ask_amount ask_iv mark_price mark_iv underlying_index underlying_price delta gamma vega theta rho timestamp local_timestamp
2 deribit BTC-5JUL19-14000-C call 14000 389.0 0.0005 0.0005 6.3 105.28 0.0020 10.5 129.72 0.00134828 121.47 SYN.BTC-5JUL19 10772.13 0.02781 0.00004 0.74977 -10.50887 0.03384 1561939198307000 1561939200413877
3 deribit BTC-5JUL19-13500-P put 13500 28.4 0.2200 0.0700 2.0 0 0.2900 0.1 256.84 0.25570690 122.21 SYN.BTC-5JUL19 10774.64 -0.94812 0.00007 1.24688 -17.58181 -1.53991 1561939200292000 1561939200413888
4 deribit BTC-5JUL19-13500-C call 13500 322.5 0.0020 0.0015 0.2 109.43 0.0030 40.5 124.29 0.00240270 119.05 SYN.BTC-5JUL19 10772.23 0.04694 0.00007 1.15090 -15.80887 0.05696 1561939197292000 1561939200413897
5 deribit BTC-5JUL19-13000-P put 13000 36.5 0.1880 0.1785 3.0 0 0.2240 3.0 173.45 0.21010638 111.85 SYN.BTC-5JUL19 10774.64 -0.93052 0.00010 1.56735 -20.22799 -1.45906 1561939200294000 1561939200413902
6 deribit BTC-5JUL19-13000-C call 13000 301.9 0.0080 0.0020 2.0 99.45 0.0040 6.0 114.80 0.00323175 109.39 SYN.BTC-5JUL19 10772.90 0.06464 0.00010 1.48195 -18.70574 0.07857 1561939195737000 1561939200413908
7 deribit BTC-5JUL19-12500-P put 12500 95.2 0.1700 0.1620 6.0 78.46 0.1700 9.0 122.34 0.16549853 101.31 SYN.BTC-5JUL19 10771.43 -0.90200 0.00015 2.02948 -23.72438 -1.36494 1561939196911000 1561939200413915
8 deribit BTC-5JUL19-12500-C call 12500 183.6 0.0075 0.0030 34.6 90.14 0.0065 10.5 109.29 0.00500409 101.92 SYN.BTC-5JUL19 10772.90 0.09966 0.00015 2.05488 -24.16447 0.12106 1561939195368000 1561939200413922
9 deribit BTC-5JUL19-12000-P put 12000 83.3 0.1280 0.1205 6.0 87.41 0.1280 3.0 114.13 0.12409339 100.62 SYN.BTC-5JUL19 10771.43 -0.82391 0.00022 3.03735 -35.26373 -1.21214 1561939197016000 1561939200413934
10 deribit BTC-5JUL19-12000-C call 12000 195.6 0.0100 0.0080 0.5 93.44 0.0115 10.5 105.95 0.01003121 100.88 SYN.BTC-5JUL19 10774.64 0.17750 0.00022 3.05358 -35.54484 0.21422 1561939200351000 1561939200413941

Tick-level options chain data collected from exchanges' WebSocket feeds

Download sample See CSV schema
1 exchange symbol timestamp local_timestamp ask_amount ask_price bid_price bid_amount
2 huobi-dm-swap BTC-USD 1585699201147000 1585699201270777 86 6423 6422.9 112
3 huobi-dm-swap BTC-USD 1585699201175000 1585699201292111 86 6423 6422.9 114
4 huobi-dm-swap BTC-USD 1585699201257000 1585699201373479 84 6423 6422.9 219
5 huobi-dm-swap BTC-USD 1585699201279000 1585699201495667 64 6423 6422.9 219
6 huobi-dm-swap BTC-USD 1585699201295000 1585699201495715 64 6423 6422.9 229
7 huobi-dm-swap BTC-USD 1585699201447000 1585699201564788 2 6423 6422.9 229
8 huobi-dm-swap BTC-USD 1585699201556000 1585699201677770 64 6423 6422.9 229
9 huobi-dm-swap BTC-USD 1585699201668000 1585699201784213 64 6423 6422.9 235
10 huobi-dm-swap BTC-USD 1585699201747000 1585699201865051 2 6423 6422.9 235

Top of the book data sourced from reconstructed L2 order book state

Download sample See CSV schema
1 exchange symbol funding_rate predicted_funding_rate open_interest last_price index_price mark_price funding_timestamp timestamp local_timestamp
2 bitmex ETHUSD 0.0001 0.001654 45921455 133.25 133.14 133.15 1585713600000000 1585699199651000 1585699202577291
3 bitmex ETHUSD 0.0001 0.001654 45921455 133.25 133.12 133.13 1585699200000000 1585699204834359 1585699202579291
4 bitmex ETHUSD 0.0001 0.001654 45921455 133.30 133.12 133.13 1585713600000000 1585699202925000 1585699205076090
5 bitmex ETHUSD 0.0001 0.001654 45883853 133.30 133.12 133.13 1585713600000000 1585699202925000 1585699205090339
6 bitmex ETHUSD 0.0001 0.001654 45883853 133.25 133.12 133.13 1585713600000000 1585699203465000 1585699205274555
7 bitmex ETHUSD 0.0001 0.001654 45883853 133.15 133.12 133.13 1585713600000000 1585699204439000 1585699205951209
8 bitmex ETHUSD 0.0001 0.001654 45883853 133.15 133.09 133.10 1585713600000000 1585699205000000 1585699206389317
9 bitmex ETHUSD 0.0001 0.001654 45883853 133.20 133.09 133.10 1585713600000000 1585699207279000 1585699207490211
10 bitmex ETHUSD 0.0001 0.001654 45867677 133.20 133.09 133.10 1585713600000000 1585699207279000 1585699208084951

Historical open interest, funding, mark and index prices

Download sample See CSV schema

Developer centric API

Replay historical market data tick-by-tick and stream consolidated real-time data feeds in no time thanks to our robust client libs.

Tap to try code below live. API access of each month's first day historical market data doesn't require API key.
Node.js: replay BitMEX XBTUSD and ETHUSD markets tick-by-tick

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