Bitfinex Derivatives

Bitfinex Derivatives historical market data details - instruments and data coverage

Historical market data API does not offer filtering by symbol or channel for Bitfinex Derivatives.

Bitfinex exchange historical data for derivative instruments (BTCF0:USTF0, ETHF0:USTF0, XAUTF0:USTF0) is available since 2019-09-14.

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

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.

Captured real-time channels

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

book channel has been recorded both as book { prec=R0, freq=F0, len=100 } and book { prec=P0,freq=F0,len=100 }.

status channel provides feed about derivatives pair status, liquidations etc.

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. 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="2019-12-01",
to_date="2019-12-02",
filters=[]
)
# 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: '2019-12-01',
to: '2019-12-02',
filters: [],
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=2019-12-01&filters=[]'
Example API response for Bitfinex Derivatives historical market data request

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.

Downloadable CSV files

See downloadable CSV files documentation if you'd like to access historical trades, order book L2 delta updates, quotes and derivative tickers datasets in daily intervals split by exchange, data type and symbol. Historical CSV datasets for the first day of each month are available to download without API key.

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

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

Official Bitfinex API docs

Bitfinex exchange servers are located in Market Synergy data center (Switzerland). All it's APIs are proxied through Cloudflare.