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Commitment and Contingencies - Narrative (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Dec. 31, 2020
Dec. 31, 2019
Other Commitments [Line Items]            
Rent expense $ 994 $ 1,053 $ 2,875 $ 3,218 $ 4,334 $ 3,718
Total required lease payments 13,322   13,322   8,978  
Property and equipment, net 8,391   8,391   2,968 $ 1,605
Data provider            
Other Commitments [Line Items]            
Committed spending amount for the remainder of the year 1,602   1,602   5,583  
Committed spending amount for year two 7,935   7,935   6,776  
Committed spending amount for year three $ 2,416   $ 2,416   1,874  
Data center equipment            
Other Commitments [Line Items]            
Lease arrangement term 36 months   36 months      
Total required lease payments $ 6,496   $ 6,496   $ 6,045  
Capital leases            
Other Commitments [Line Items]            
Property and equipment, net 4,837   $ 4,837      
Depreciation period     36 months      
Current Capital Lease Obligations            
Other Commitments [Line Items]            
Property and equipment, net 1,877   $ 1,877      
Non-Current Capital Lease Obligations            
Other Commitments [Line Items]            
Property and equipment, net $ 2,960   $ 2,960