Crypto Market Data and Research by Tardis.dev

Share this post
Order book snapshots CSV datasets, new exchanges integrations
tardis.substack.com

Order book snapshots CSV datasets, new exchanges integrations

Oct 1, 2020
1
Share this post
Order book snapshots CSV datasets, new exchanges integrations
tardis.substack.com

Tick-level order book snapshots in CSV format

Tick-level order book snapshots reconstructed from exchanges' real-time WebSocket order book L2 data feeds. We're in the process of rolling out top 25 and top 5 levels order book snapshots datasets - currently available for BitMEX, Deribit, Binance Futures, Huobi Swap and Bitfinex Derivatives.

See Details

New exchanges integrations

  • Poloniex

  • Gate.io

  • Gate.io Futures

  • Coinflex 2.0

Existing integrations improvements

  • Huobi Futures & Swap: open interest, funding rates, index prices and liquidations data support

  • Huobi Global: market by price channel support (mbp.150)

  • FTX: order book grouped channel support

Monthly and quarterly subscriptions update

Both monthly and quarterly subscriptions plans now include access to more historical data to get started with - 4 months for monthly, 8 months for quarterly subscription - both for existing and new customers.

Learn more

Stats from September

  • received ~20 TB new market data with over 90 billions of messages from exchanges real-time feeds

  • served ~120 millions API requests with over 70 TB of compressed historical market data

Share this post
Order book snapshots CSV datasets, new exchanges integrations
tardis.substack.com
TopNew

No posts

Ready for more?

© 2022 Tardis.dev
Privacy ∙ Terms ∙ Collection notice
Publish on Substack Get the app
Substack is the home for great writing