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
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
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.
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.
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