Instruments info API preview, data delivery infrastructure perf improvements
Instruments Info API
Just released instruments info API provides useful metadata with derivatives contracts specifications (tick sizes, inverse/linear, contract multipliers/sizes, expiration dates etc.), fees, normalized base and quote currency across exchanges and more for all instruments supported by Tardis API including delisted and expired ones.
In preview period API is open for everyone, in long term it will require an active subscription to access.
Data Delivery API Infrastructure Performance
Increased API load in December was causing long response times for some customers. To circumvent that issue we’ve increased our backend infrastructure size by factor of 5, added additional caching layers and improved the API requests processing pipeline performance by profiling and removing any hotspots we’ve found. CSV datasets downloads were unaffected and are still the fastest option to download the data.
CSV Book Snapshots Datasets Availability
Tick-level order book snapshots with top 5 and top 25 levels, reconstructed from exchanges' real-time WebSocket order book L2 data feeds are now enabled for all supported exchanges.
Grouped Symbols For CSV Datasets
In addition to standard currency pairs & instrument symbols that can be requested when via CSV datasets API, each exchange has additional special grouped symbols available depending if it supports given market type: SPOT, FUTURES, OPTIONS and PERPETUALS. When such symbol is requested then downloaded file for it has all the data for all instruments belonging for given market type. This is especially useful for options instruments that as specifying each option symbol one by one can be mundane process, using 'OPTIONS' as a symbol gives data for all options instruments available at given time.