In today’s fast-moving digital asset landscape, access to high-frequency, tick-level market data is no longer a luxury — it's a necessity for quants, algorithmic traders, hedge funds, and data scientists aiming to build robust trading models. Tardis.dev delivers exactly that: the most granular, comprehensive, and reliable historical cryptocurrency market data available, empowering users with precision insights across spot and derivatives exchanges.
Whether you're reconstructing limit order books, backtesting strategies, or analyzing microstructure patterns, Tardis provides unparalleled depth and accuracy — all without the burden of managing infrastructure in-house.
👉 Discover how high-resolution crypto data can transform your trading strategy
Reconstruct Market States with Tick-by-Tick Precision
At the core of Tardis’ offering is tick-by-tick market data replay, enabling users to reconstruct the exact state of the limit order book (LOB) at any moment in time. This level of fidelity allows for:
- Accurate simulation of historical trading conditions
- Realistic backtesting of execution algorithms
- Deep analysis of market microstructure dynamics
With support for both Level 2 (aggregated by price) and Level 3 (market-by-order) data where available, Tardis ensures you’re not just seeing what happened, but how it unfolded — down to individual order placements, cancellations, and trades.
This capability is critical for firms developing low-latency strategies or conducting forensic market analysis after volatility events.
Seamless Access via API and CSV Downloads
Tardis makes accessing vast datasets simple and developer-friendly. You can retrieve historical tick data through:
- Robust Python and Node.js client libraries
- Direct downloadable CSV files
- API access with no key required for the first day of each month’s data
These tools are designed for integration into existing data pipelines, supporting both normalized and exchange-native formats. Whether you're running batch analysis or streaming reconstructions in real time, Tardis’ architecture supports flexible workflows.
Developers appreciate the open-source nature of Tardis’ libraries, which eliminate vendor lock-in and ensure minimal latency by connecting directly to exchanges’ WebSocket feeds — not slower REST polling methods.
👉 See how easy it is to integrate granular crypto data into your models
Unmatched Data Coverage Across Global Exchanges
Tardis aggregates raw tick data from over 100,000 instruments across more than 60 leading cryptocurrency exchanges, including:
- Derivatives platforms: Deribit, BitMEX, Binance Futures, Bybit, OKX
- Spot markets: Binance, Coinbase, Bitfinex, Huobi Global, Gemini
This extensive coverage spans futures, perpetual swaps, options, and spot pairs — ensuring cross-market consistency for comparative analysis and arbitrage research.
Key Data Types Supported:
- Tick-level L2 & L3 order book updates
- Individual trades and liquidations
- Funding rates and open interest
- Options chains (calls/puts) with Greeks
- Borrow/lending rates
- Index and mark prices
All data is sourced directly from real-time WebSocket feeds, preserving temporal accuracy and avoiding distortions caused by periodic API polling.
Scale Without the Infrastructure Headache
Managing petabytes of high-frequency financial data in-house demands significant investment in storage, compute power, and engineering resources. Tardis eliminates this overhead by handling:
- Server hosting
- Data normalization
- Long-term archival
- Maintenance and updates
You focus on analysis; we handle the complexity.
By the Numbers: Tardis’ Data Scale
- >6 years of continuous high-frequency data history
- 2000+ terabytes of stored market data
- 12+ trillion tick-level order book updates available
- 500+ billion trade records
- 250,000+ WebSocket messages collected per second
- 10+ terabytes of new data ingested daily
- 60+ million API requests processed per day
- >99.9% average historical data completeness
This scale ensures reliability even during periods of extreme volatility or exchange outages.
Comprehensive Tick-Level Datasets for Advanced Analytics
Every dataset offered by Tardis is updated daily and includes:
- Historical L2 snapshots and incremental updates
- Full options chain data with implied volatility and Greeks
- Trade logs with timestamps and side indicators
- Funding rate history and open interest trends
- Liquidation events across major derivatives platforms
These datasets enable sophisticated use cases such as:
- Building volatility surfaces from options data
- Detecting spoofing or wash trading patterns
- Modeling funding rate arbitrage opportunities
- Simulating slippage under various market regimes
For example, reconstructing a BTC-PERPETUAL order book on Deribit reveals how bid-ask spreads evolve millisecond by millisecond — crucial for optimizing execution logic.
Frequently Asked Questions
Q: What is tick-level data?
A: Tick-level data captures every individual market event — such as an order update, trade, or quote change — as it occurs. This provides the highest resolution view of market activity.
Q: How does Tardis source its data?
A: We collect data directly from exchanges’ real-time WebSocket APIs, ensuring authenticity and minimizing latency. We do not rely on periodic REST endpoint polling.
Q: Can I use Tardis for backtesting trading algorithms?
A: Absolutely. Our tick-by-tick replay capability allows accurate simulation of historical market conditions, making it ideal for strategy validation.
Q: Is there a free tier or trial available?
A: Yes — historical market data from the first day of each month is freely accessible without an API key.
Q: Do you offer normalized data formats?
A: Yes. Our client libraries support both normalized (unified schema) and exchange-native formats, simplifying cross-exchange analysis.
Q: Which programming languages are supported?
A: Official libraries are available for Python and Node.js, with community contributions in other languages.
Developer-Centric Tools Built for Speed and Simplicity
Tardis is built by developers for developers. The platform offers:
- Open-source client libraries
- Time-machine-style replay via Tardis-machine (Docker/NPM installable)
- Real-time consolidated streaming (no API key required)
- Instruments Metadata API for contract specs, tick sizes, etc.
- Professional support with deep exchange API expertise
The result? Faster iteration cycles, reduced development time, and higher confidence in results.
👉 Start integrating ultra-granular crypto market data today
Transparent, Flexible Pricing Model
Tardis believes pricing should be fair and predictable. Their model is designed to accommodate solo researchers and institutional teams alike:
- Choose your access type (API or CSV)
- Select data plan and billing interval
- Get instant quote and complete payment
- Receive API key via email and begin access
No hidden fees. No long-term contracts. Just straightforward access to premium-grade financial data.
Trusted by over 400 customers globally, including quantitative trading firms, indie quants, and liquidity providers, Tardis has become a cornerstone in the modern crypto analytics stack.
"Tardis is a tremendous step up in terms of price as well as quality compared to everything else we've checked out."
— Cofounder & CTO, Quantitative Trading Firm"Thanks to Tardis my experiment iteration speed has gone 10x."
— Indie Quant Trader
Ready to elevate your research? Explore the documentation or place your first order to unlock the full power of granular cryptocurrency market intelligence.