Bitfinex Derivatives

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

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

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

trades

BTCF0-USTF0

2019-12-01

Download sample

incremental_book_L2

BTCF0-USTF0

2019-12-01

Download sample

quotes

BTCF0-USTF0

2019-12-01

Download sample

book_snapshot_25

BTCF0-USTF0

2019-12-01

Download sample

derivative_ticker

BTCF0-USTF0

2019-12-01

Download sample

trades

ETHF0-USTF0

2020-03-01

Download sample

incremental_book_L2

ETHF0-USTF0

2020-03-01

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
Node.js
cURL & HTTP API
cURL & tardis-machine
Python
# 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-derivatives",
from_date="2020-06-01",
to_date="2020-06-02",
filters=[Channel(name="book", symbols=["BTCF0:USTF0"])]
)
# messages as provided by Bitfinex real-time stream
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())

See Python client docs.

Node.js
// npm install tardis-dev
const { replay } = require('tardis-dev');
async function run() {
try {
const messages = replay({
exchange: 'bitfinex-derivatives',
from: '2020-06-01',
to: '2020-06-02',
filters: [{ channel: 'book', symbols: ['BTCF0:USTF0'] }],
apiKey: 'YOUR_API_KEY'
});
// messages as provided by Bitfinex real-time stream
for await (const { localTimestamp, message } of messages) {
console.log(localTimestamp, message);
}
} catch (e) {
console.error(e);
}
}
run();

See Node.js client docs.

cURL & HTTP API
curl -g 'https://api.tardis.dev/v1/data-feeds/bitfinex-derivatives?from=2020-06-1&filters=[{"channel":"book","symbols":["BTCF0:USTF0"]}]&offset=3'

See HTTP API docs.

cURL & tardis-machine
curl -g 'localhost:8000/replay?options={"exchange":"bitfinex-derivatives","filters":[],"from":"2019-12-01","to":"2019-12-02"}'

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

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

  • trades

  • 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)

  • status

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.