Bitfinex Derivatives

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

Bitfinex exchange historical data for all its derivative instruments is available since 2019-09-14.

https://api.tardis.dev/v1/exchanges/bitfinex-derivativesapi.tardis.dev

See Bitfinex Derivatives 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	BTCF0-USTF0	2019-12-01	Download sample
trades	BTCF0-USTF0	2019-12-01	Download sample
derivative_ticker	BTCF0-USTF0	2019-12-01	Download sample

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.

Python

# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="bitfinex-derivatives",
        from_date="2023-03-01",
        to_date="2023-03-02",
        filters=[Channel(name="book", symbols=["BTCF0:USTF0"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Bitfinex real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

cURL & HTTP API

cURL & tardis-machine

Captured real-time channels

GeneralBitfinex

See Bitfinex 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 Public trade executions stream

• book Order book snapshots and deltas (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.

• ticker Derivative ticker updates with mark and funding related fields

• liquidations Forced liquidation events stream

• status Instrument status and derivative market state updates

• raw_book Raw order book snapshots and deltas (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 Derivatives is located in GCP europe-west2 region (London, UK).

Real-time market data is captured via multiple WebSocket connections to wss://api-pub.bitfinex.com/ws/2.

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