The most granular data for cryptocurrency markets

We provide access to high frequency historical crypto market data via downloadable CSV files and API — incremental order book updates, tick-by-tick trades, quotes, funding, open interest and options data.

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

Eliminate the need of in-house infrastructure, by taking advantage of our battle-tested market data collection, storage and distribution infrastructure.

180 billions

Limit Order Book delta updates from 24+ exchanges

100+ TB

of historical market data, 7 TB new data added each month

25 000

exchanges' data messages collected per second

Downloadable CSV datasets

Incremental order book L2 updates, tick-by-tick trades, quotes and derivative tickers datasets downloadable in daily intervals split by exchange, data type and symbol.

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 delta 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 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 timestamp local_timestamp funding_timestamp funding_rate predicted_funding_rate open_interest last_price index_price mark_price
2 bitmex ETHUSD 1585699199651000 1585699202577291 1585713600000000 0.0001 0.001654 45921455 133.25 133.14 133.15
3 bitmex ETHUSD 1585699200000000 1585699204834359 1585713600000000 0.0001 0.001654 45921455 133.25 133.12 133.13
4 bitmex ETHUSD 1585699202925000 1585699205076090 1585713600000000 0.0001 0.001654 45921455 133.3 133.12 133.13
5 bitmex ETHUSD 1585699202925000 1585699205090339 1585713600000000 0.0001 0.001654 45883853 133.3 133.12 133.13
6 bitmex ETHUSD 1585699203465000 1585699205274555 1585713600000000 0.0001 0.001654 45883853 133.25 133.12 133.13
7 bitmex ETHUSD 1585699204439000 1585699205951209 1585713600000000 0.0001 0.001654 45883853 133.15 133.12 133.13
8 bitmex ETHUSD 1585699205000000 1585699206389317 1585713600000000 0.0001 0.001654 45883853 133.15 133.09 133.1
9 bitmex ETHUSD 1585699207279000 1585699207490211 1585713600000000 0.0001 0.001654 45883853 133.2 133.09 133.1
10 bitmex ETHUSD 1585699207279000 1585699208084951 1585713600000000 0.0001 0.001654 45867677 133.2 133.09 133.1

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

$450 /month

Get started

Unlimited

Access to all exchanges' data as it becomes available

$600 /month

Get started
1

Fill the order form

Choose subscription or one-off purchase based access type and data 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

Your access to the data via API and CSV downloads is immediately available — use the API key received via email.

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.
$450 /month

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? Get in touch or start your order.