Historical tick-level data for cryptocurrency markets

We provide access to high frequency historical data including limit order book snapshots & incremental updates, tick-by-tick trades, funding, 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 moment in time across all supported cryptocurrency markets.

Accessible via API and CSV files

Get access to the data quickly thanks to our robust Python and Node.js API clients and downloadable CSV files.

Comprehensive data coverage

Increase probability of finding successful trading strategy by tapping into 60+ terabytes of raw tick historical data.

Focus on your research, not on data management

Take advantage of our battle-tested market data collection, storage and distribution infrastructure providing high availability and no API rate limits.

18 000

exchanges' data messages collected per second

billions

of Limit Order Book updates available from 20+ exchanges

3 millions

API calls per day with 78ms avg response time

7 TB

new market data collected each month (1.3 TB compressed)

2019-03-30

market data coverage starting point

‭29 200

vCPU hours utilized on GCP GKE data collection cluster per month

Integrate quickly with robust API

API access of each month's first day historical market data is free — no API key required.

Tap to try code below live.

Node.js: replay BitMEX data in it's native format

Save on infrastructure and maintenance of in-house solution

We offer free trials as well as custom pricing packages for your business if standard plans don't fit. Interested? Contact us.

Individual

API access to selected exchanges' and instruments' data as it becomes available

  • Full available back history if billed yearly (3 months if monthly)
  • All data types — trades, order books, open interest, and more
  • no API rate limits
  • Professional support

$60 / month per instrument

or $250 per month per exchange

Get started ➔

Perpetuals

API access to all supported perpetual swaps' data as it becomes available

  • Full available back history if billed yearly (3 months if monthly)
  • All data types — trades, order books, open interest, and more
  • no API rate limits
  • Professional support
  • 50+ perpetual swaps instruments across 8 exchanges

$400 /month

Get started ➔

Derivatives

API access to derivatives exchanges' data as it becomes available

  • Full available back history if billed yearly (3 months if monthly)
  • All data types — trades, order books, open interest, and more
  • no API rate limits
  • Professional priority support
  • BitMEX, Deribit, Binance Futures, FTX, Huobi DM and 5 more
  • Downloadable CSV files

$600 /month

Get started ➔

Unlimited

API access to all supported exchanges' data as it becomes available

  • Full available back history if billed yearly (3 months if monthly)
  • All data types — trades, order books, open interest, and more
  • no API rate limits
  • Professional priority support
  • 24+ leading exchanges and growing
  • Downloadable CSV files
  • Integration assistance, custom features and exchanges APIs peculiarities consulting

from $1500 /month

Contact Us ➔
All prices exclude VAT if applicable.

Your order

Ongoing subscription based API access
All supported perpetual swaps data as it becomes available
$400 /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.