Hi, if anyone here is in need of tick by tick historical trade, quote, liquidations & order book data for popular crypto exchanges, I've built an API for that -
https://tardis.dev.
I've built it to scratch my own itch as I couldn't find any alternative that would give me historical high resolution data for crypto markets with affordable pricing for individuals hence created my own - really hope some of you will find it as useful as I do.
Here's sample playground with BitMEX historical liquidations data
https://runkit.com/thad/tardis-client-example-bitmex-historical-liquidations - available as well on homepage.
Currently supported are exchanges are: BitMEX, Binance , Deribit, Bitfinex, Bitstamp, Coinbase Pro, Kraken, Crypto Facilities and OKEx.
I'd really appreciate any feedback you have.
Thanks! Thadeus