Bitfinex

Bitfinex historical market data details - currency pairs, data coverage and data collection specifics

Bitfinex exchange historical data for: BTCUSD, BTCUST, ETHUSD, ETHUST, LTCUSD, TRXUSD, EOSUSD, XRPUSD, LEOUSD, BABUSD currency pairs is available since 2019-05-23, data for other high caps is available since 2020-05-28, data for all currency pairs is available since 2021-10-29.

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

trades

BTCUSD

2019-08-01

incremental_book_L2

BTCUSD

2019-08-01

quotes

BTCUSD

2019-08-01

trades

ETHUSD

2020-03-01

incremental_book_L2

ETHUSD

2020-03-01

API Access and data format

Historical data format is the same as provided by real-time Bitfinex WebSocket v2 API with addition of local timestamps and since 2020-05-27 also with addition of channel and symbol at the end of each message which allows us providing filtering for the data server-side. 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 perform data normalization client-side.

# 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="bitfinex",
    from_date="2020-06-01",
    to_date="2020-06-02",
    filters=[Channel(name="book", symbols=["BTCUSD"])]
  )

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


asyncio.run(replay())

See Python client docs.

Captured real-time channels

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

  • book (prec=P0, freq=F0, len=100) During data collection integrity of order book incremental updates is being validated using sequence numbers (SEQ_ALL option) provided by real-time feed - in case of detecting missed message WebSocket connection is being restarted.

  • raw_book (prec=R0, freq=F0, len=100)

All data collection is performed with TIMESTAMP and SEQ_ALL config flags set.

Since 2020-05-27 each collected Bitfinex real-time data message has appended channel and symbol at the end of array - this allows us providing data filtering via API. Before that date if filters are provided with API request, always all recorded, unfiltered data feed is being returned.

Market data collection details

Market data collection infrastructure for Bitfinex is located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

Bitfinex servers are located in Market Synergy DC (Switzerland). All it's public APIs are proxied through Cloudflare.

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