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AymarData as a Tardis.dev alternative
Fair comparison of AymarData vs Tardis.dev-style tick data: shared goals, where they differ, and when to use which.
Who it's for
Quant researchers used to Tardis.dev-style granular crypto market data who also need prediction-market books or a lighter multi-venue API including Polymarket.
Overlap
- Historical L2 and trades for crypto research
- Replay-oriented workflows (snapshots and incremental updates)
- Programmatic download for local backtesting lakes
Differences
Venue mix
Tardis.dev is widely known for broad exchange tick coverage. AymarData’s published catalog prioritizes Polymarket, Binance spot/perps, Hyperliquid, and Kalshi — see /data and /docs/sources-markets for status.
Prediction markets
AymarData invests in outcome-token books and settlements for prediction markets, which many pure crypto tick vendors do not center.
Delivery surfaces
AymarData offers REST, bulk files, streams (per platform pages), and MCP for agents. Exact Tardis products (CSV/API collections) differ — consult their site for authoritative lists.
When to use which
Other option: Stay with Tardis.dev (or similar) when you need their specific exchange universe, normalized tick formats, or existing pipelines already validated on that data.
AymarData: Use AymarData when Polymarket/Kalshi history and crypto L2 in one vendor matter more than maximal CEX breadth, or when MCP/agent workflows are part of the stack.
No claim of supersets, identical symbols, or matching historical start dates. Run parallel samples on overlapping symbols (for example BTC-USDT) before switching.