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