The most granular data for cryptocurrency markets

We provide access to high frequency historical crypto market data — tick-level L2 & L3 order book updates, tick-by-tick trades, quotes, open interest, funding rates, liquidations, options chains and more.

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

Increase probability of finding successful trading strategy by tapping into 100+ terabytes of raw tick historical data.

Focus on data — not on data management

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

200 billions

Incremental Limit Order Book updates from 30+ exchanges

100+ TB

of historical market data, over 300 GB new data per day

25 000

exchanges' data messages collected per second

Downloadable CSV files

Incremental order book L2 updates, options chains, tick-by-tick trades, quotes and derivative tickers datasets in CSV format.

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

Incremental Order book L2 updates collected from exchanges' WebSocket 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

API access of each month's first day historical market data doesn't require API key.

Tap to try code below live.

Node.js: replay BitMEX XBTUSD and ETHUSD markets tick-by-tick

Fair, transparent pricing

Interested in a free trial or non-standard pricing plan? Contact us.

Subscriptions plans designed for indie quants, startups and small prop shops that are just getting started

Individual instruments

Access to selected instrument(s) data as it becomes available

$50 /month per instrument

Get started

Derivatives

Access to derivatives exchanges' data as it becomes available

$500 /month

Get started

Unlimited

Access to all exchanges' data as it becomes available

$700 /month

Get started
1

Fill the order form

Choose subscription or one-off purchase based access type and data plan that you're interested in.

2

Get an instant quote

Get an instant quote for your order and if everything is fine proceed to checkout and make a payment.

3

Access the data

Use the API key received via email to immediately access data via API and CSV downloads.

Your order

Indie subscription — access to market data as it becomes available
All supported derivatives exchanges' data as it becomes available
Access to all supported derivatives exchanges' data as it becomes available including back history since ____-__-__, billed monthly.
$500 /month

Our trusted partners You're in good company

Real-time consolidated and normalized market data streaming is available via our open source libraries that connect directly to exchanges' WebSocket APIs — it's free, no vendor lock-in, no increased latency due to streaming data through 3rd party API.

Ready to get started? Request free trial or start your order.