Tick-level cryptocurrency market data replay API

High resolution raw historical data for cryptocurrency markets — full order book depth snapshots and incremental updates, tick-by-tick trades, open interest, funding, liquidations, quotes and more available via HTTP and WebSocket API.

const { replay } = require('tardis-dev')

async function replayBitmexMarketData() {
  const messages = replay({
    exchange: 'bitmex',
    from: '2019-05-01',
    to: '2019-05-02',
    filters: [
      { channel: 'liquidation', symbols: ['ETHUSD'] },
      { channel: 'orderBookL2', symbols: ['XBTUSD'] },
      { channel: 'trade', symbols: ['XBTUSD', 'ETHUSD'] }
    ]
  })

  for await (const message of messages) {
    console.log(message)
  }
}

replayBitmexMarketData()

High frequency market data

High resolution raw tick historical data enabling full order book reconstruction, backtesting and optimization of algorithmic trading strategies, designing quantitative models, market microstructure research and analytics.

On-demand market data replay

Locally installable tardis-machine server with built-in data caching providing on-demand tick-level historical market data replay via HTTP and WebSocket endpoints in exchange's message data format.

Battle-tested reliability

Fast and reliable geo-redundant infrastructure with 24x7 availability, low new historical market data delay and no API rate limits eliminates the need of impementation and maintenance of in-house solution.

API first

Get up and running with tardis API clients (Python, Node.js), locally installable tardis-machine data replay server or HTTP API in couple of minutes. API access for historical market data for the first day of each month is free — no API key required.

Select one of the samples and click to replay historical market data live.

Simple, affordable pricing. Always know what you’ll pay upfront.

Data is available since for majority of the supported exchanges.

Use order form to get an API key or see FAQ for more information.

BitMEX BitMEX historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, funding, open interest, liquidations, index, full order book depth snapshots & incremental delta updates (BitMEX Level 2 orderbook data) and more available via HTTP and WebSocket API. BitMEX exchange data set contains all intraday tick by tick information that enables historical full order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Deribit Deribit historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, funding, open interest, index, liquidations, full order book depth snapshots & incremental delta updates (Deribit Level 2 orderbook data) and more available via HTTP and WebSocket API. Deribit exchange data set contains all intraday tick by tick information that enables historical full order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Binance Binance historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, order book depth snapshots & incremental delta updates (Binance Level 2 orderbook data) and more available via HTTP and WebSocket API. Binance exchange data set contains all intraday tick by tick information enables historical order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Binance Futures Binance Futures historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, order book depth snapshots & incremental delta updates (Binance Futures Level 2 orderbook data), funding and more available via HTTP and WebSocket API. Binance Futures exchange data set contains all intraday tick by tick information enables historical order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
bitFlyer bitFlyer historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, order book depth snapshots & incremental delta updates (bitFlyer Level 2 orderbook data), funding and more available via HTTP and WebSocket API. bitFlyer exchange data set contains all intraday tick by tick information enables historical order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Bitstamp Bitstamp historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, full order book depth snapshots & incremental delta updates (Bitstamp Level 2 data - order book price level aggregated, Level 3 data - non-aggregated order book data) and more available via HTTP and WebSocket API. Bitstamp exchange data set contains all intraday tick by tick information that enables historical full order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Bitfinex high caps only Bitfinex (high caps only) historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, full order book depth snapshots & incremental delta updates (Bitfinex Level 2 orderbook data) and more available via HTTP and WebSocket API. Bitfinex exchange data set contains all intraday tick by tick information that enables historical full order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Bitfinex Derivativ Bitfinex Derivatives historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, full order book depth snapshots & incremental delta updates (Bitfinex Level 2 orderbook data), funding and more available via HTTP and WebSocket API. Bitfinex Derivatives exchange data set contains all intraday tick by tick information that enables historical full order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
FTX FTX historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, full order book depth snapshots & incremental delta updates (Bitfinex Level 2 orderbook data) and more available via HTTP and WebSocket API. FTX exchange data set contains all intraday tick by tick information that enables historical full order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
OKEx high and mid caps OKEx (spot high and mid caps, all swap & futures) historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, liquidations, full order book depth snapshots & incremental delta updates (OKEx Level 2 orderbook data) and more available via HTTP and WebSocket API. OKEx exchange data set contains all intraday tick by tick information that enables historical full order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Gemini Gemini historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, full order book depth snapshots & incremental delta updates (Bitfinex Level 2 orderbook data) and more available via HTTP and WebSocket API. Gemini exchange data set contains all intraday tick by tick information that enables historical full order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Binance DEX Binance DEX historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, order book depth snapshots & incremental delta updates (Binance DEX Level 2 orderbook data) and more available via HTTP and WebSocket API. Binance DEX exchange data set contains all intraday tick by tick information that enables historical order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Binance Jersey Binance Jersey historical cryptocurrency market data API access to all data recorded for single month (30 day basis) — tick-by-tick historical trade data, order book depth snapshots & incremental delta updates (Binance Jersey Level 2 orderbook data) and more available via HTTP and WebSocket API. Binance Jersey exchange data set contains all intraday tick by tick information that enables historical order book reconstruction at any given moment in time, backtesting and optimization of advanced quantitative trading strategies, order flow dynamics research, designing quantitative models, market microstructure research and analytics.
Price per data month
Single instrument Per-data-month (30 day basis) price for API access to all market data recorded for single instrument.
Full feed Per-data-month (30 day basis) price for API access to all market data recorded for all available instruments.
$18
$150
$18
$240
$12
$210
$12
$12
$18
$90
$18
$150
$180
$30
$12
$180
$15
$240
$12
$240
$12
$120
$7.5
$30
All prices exclude VAT if applicable.
1

Make an order

Add to cart data you need: choose exchanges, symbols and time periods 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

Download the data

Your API access to historical market data is immediately available - use an API key received via email.

Your order

Select exchanges, instruments symbols and date ranges that you're interested in, proceed to checkout and receive your via email, no sign up required.

 
 
 
 

Discounted API access for researchers

If you are doing academic cryptocurrency markets research and would like do get heavily discounted access to raw historical market data, please get in touch. We'd be happy to support you.

Raw historical market data in flat CSV files

If you'd like to get access to flat files in CSV format please contact us. We can also upload flat files to the customer-owned Amazon S3/GCS/Azure bucket. Explore details.

Ready to get started? Get in touch or start your order.