FTX

FTX historical market data details - available instruments, data coverage and data collection specifics

FTX historical data for all its instruments is available since 2019-08-01 until 2022-11-13.

https://api.tardis.dev/v1/exchanges/ftxapi.tardis.dev

See FTX historical data coverage: available symbols, channels, date ranges and incidents

Downloadable CSV files

Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.

Derivative ticker datasets are available since 2020-05-13 - date since we've started collecting that data via FTX REST API (instrument channel).

data type	symbol	date
incremental_book_L2	BTC-PERP	2020-01-01	Download sample
trades	BTC-PERP	2020-01-01	Download sample
derivative_ticker	BTC-PERP	2020-06-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time FTX WebSocket API with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that can perform data normalization client-side.

Python

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")

async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="ftx",
    from_date="2022-01-01",
    to_date="2022-01-02",
    filters=[Channel(name="orderbook", symbols=["BTC-PERP"])]
  )

  # messages as provided by FTX real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

Node.js

cURL & HTTP API

cURL & tardis-machine

Captured real-time channels

FTXFTX

See FTX WebSocket API docs providing documentation for each captured channel's format

Click any channel below to see HTTP API response with historical data recorded for it.

• trades Trade executions stream

• orderbook Order book snapshots and updates stream (best 100 orders on each side)

• ticker Best bid/ask and last price stream

• instrument — generated channel, available since 2020-05-13 Data fetched from REST /futures and /futures/{market_name}/stats endpoints every 3-5 seconds per derivative instrument. Messages marked with "channel":"instrument" and "generated":true; data matches REST response format.

• markets — available since 2020-05-22 Market metadata and status updates stream

• orderbookGrouped — available since 2020-07-21 Grouped order book snapshots and updates stream with higher depth than orderbook channel. The orderbook channel provides only the best 100 orders on either side; this channel supplies grouped (collapsed) prices with grouping set to instrument priceIncrement multiplied by 10.

• lendingRate — generated channel Margin lending rate snapshots from authenticated REST endpoint polled about every minute

• borrowRate — generated channel Margin borrow rate snapshots from authenticated REST endpoint polled about every minute

• borrowSummary — generated channel Margin borrow summary snapshots from authenticated REST endpoint polled about every minute

• leveragedTokenInfo — generated channel Leveraged token NAV and basket snapshots from REST endpoint polled about every 10 seconds

• busy — generated channel Exchange busy status snapshots from REST endpoint polled at high frequency

Market data collection details

Market data collection infrastructure for FTX was located in GCP asia-northeast1 region (Tokyo, Japan).

Real-time market data was captured via multiple WebSocket connections to wss://ftx.com/ws.

FTX servers were located in AWS ap-northeast-1 region (Tokyo, Japan).