Aster Futures

Aster Futures historical market data details - instruments, data coverage and data collection specifics

Aster Futures historical data for all its perpetual instruments is available since 2026-08-23.

https://api.tardis.dev/v1/exchanges/aster-futuresapi.tardis.dev

See Aster Futures 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.

data type	symbol	date
incremental_book_L2	BTCUSDT	2026-09-01	Download sample
trades	BTCUSDT	2026-09-01	Download sample
derivative_ticker	BTCUSDT	2026-09-01	Download sample
liquidations	BTCUSDT	2026-09-01	Download sample
book_ticker	BTCUSDT	2026-09-01	Download sample

API Access and data format

Historical data format is the same as provided by Aster Futures 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-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="aster-futures",
        from_date="2026-09-01",
        to_date="2026-09-02",
        filters=[Channel(name="depth", symbols=["btcusdt"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Aster Futures real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'aster-futures',
  from: '2026-09-01',
  to: '2026-09-02',
  filters: [{ channel: 'depth', symbols: ['btcusdt'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Aster Futures real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}

See Node.js client docs.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/aster-futures?from=2026-09-01&filters=[{"channel":"depth","symbols":["btcusdt"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/aster-futures?from=2026-09-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22btcusdt%22]}]&offset=0api.tardis.dev

Example API response for Aster Futures historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"aster-futures","filters":[{"channel":"depth","symbols":["btcusdt"]}],"from":"2026-09-01","to":"2026-09-02"}'

Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.

See tardis-machine docs.

Captured real-time channels

WebSocket Market Data - Aster API Docsasterdex.github.io

See Aster Futures 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.

• trade Public futures trade executions stream

• aggTrade Aggregated futures trade executions stream

• depth Incremental futures order book updates stream. Subscribed as depth@0ms (real-time dynamically adjusted update speed).

• depthSnapshot — generated channel Generated initial order book snapshots containing up to 1000 levels per side from the REST API, used to bootstrap depth updates. Snapshot messages are marked with "stream":"<symbol>@depthSnapshot" and "generated":true.

  During collection, depth sequence continuity and initial snapshot overlap are validated. The connection is restarted if a sequence gap is detected.

• bookTicker Best bid and best ask futures updates stream

• ticker 24h futures ticker updates stream

• markPrice Mark price and funding metrics stream. Subscribed as @markPrice@1s.

• forceOrder Liquidation order stream publishing only the latest liquidation per symbol in each 1000ms window

• assetIndex Asset index updates stream

• openInterest — generated channel Generated open interest snapshots from REST API. Snapshots are fetched from /fapi/v3/openInterest about every 30 seconds per instrument and are marked with "stream":"<symbol>@openInterest" and "generated":true.

Market data collection details

Market data collection infrastructure for Aster Futures is located in GCP asia-northeast1 (Tokyo, Japan).

Real-time market data is captured via multiple WebSocket connections to wss://fstream.asterdex.com/stream.

Aster Futures servers are located in AWS ap-northeast-1 region (Tokyo, Japan).