Tardis.dev
Tardis.dev is a provider of historical crypto market data at tick level, built for quantitative traders and researchers who test strategies on past markets. It records order book updates, trades, funding rates, open interest, options chains and liquidations from more than 50 spot and derivatives exchanges. The archive covers more than 1.6 million instruments and over seven years of history.
Tardis.dev reports more than 500 customers and partners and a data completeness above 99.9 percent. Subscriptions for academic users, single traders, professional teams and businesses start at 350 dollars per month, and single datasets can be ordered from 300 dollars.
Tardis.dev API and replay
The replay API sends recorded market data in the message format that each exchange used in real time, so a backtest sees the market the way a live trading system saw it. Tardis Machine is a server that clients run on their own machines to replay and normalize the data. Libraries for Node.js and Python handle the requests and the local caching.
Historical data in CSV files
Daily CSV datasets cover trades, incremental order book updates, book snapshots, quotes, derivative tickers, options chains and liquidations. Researchers load these files into Python, R or a database and avoid long API sessions for large time ranges.
Who uses crypto tick data
Market makers test how their quotes would have filled, quant funds check the cost of a strategy before they trade it and academic researchers study price formation across exchanges. Both crypto market making and the bitcoin basis trade depend on this kind of order book history.
Upcoming crypto and data events in Germany
What does Tardis.dev cost?
Subscriptions start at 350 dollars per month, with plans for academic users, solo traders, professional teams and businesses, and single datasets start at 300 dollars.
Which exchanges are covered?
The archive covers more than 50 spot and derivatives exchanges, among them Binance, Bybit, Coinbase, Deribit, OKX and Hyperliquid.
Is there a Python library?
Yes, an official Python library and a Node.js library download and replay the data, and Tardis Machine runs as a local server.
Tardis.dev and Finance Loop
Historical order book data is the test bench for trading strategies, a topic of the Finance Loop track Investment & Digital Assets. Tardis.dev is one of the crypto price feed providers that quant teams in Frankfurt and Zurich use for research and backtesting.
Finance Loop is a professional network and has the goal of driving the adoption of emerging technologies in finance, such as AI, tokenization, stablecoins, and DeFi. Finance Loop helps its members build skills and personal networks in these fields: Investment & Digital Assets, Payments & Digital Money, Digital Infrastructure & Sovereignty, and Risk & Compliance.