bitFlyer

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

BitFlyer historical data for all it's instruments is available since 2019-08-30.

Real-time market data provided by bitFlyer exchange isn't always the most reliable and clean, especially during market volatility periods (crossed order books, delayed trade data).

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

FX_BTC_JPY

2020-01-01

Download sample

incremental_book_L2

FX_BTC_JPY

2020-01-01

Download sample

quotes

FX_BTC_JPY

2020-01-01

Download sample

trades

FUTURES

2020-03-01

Download sample

API Access and data format

Historical data format is the same as provided by real-time bitFlyer lightning JSON-RPC 2.0 over WebSocket 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 can 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="bitflyer",
    from_date="2020-01-01",
    to_date="2020-02-02",
    filters=[Channel(name="lightning_executions", symbols=["FX_BTC_JPY"])]
  )

  # messages as provided by bitFlyer real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

// npm install tardis-dev
const { replay } = require('tardis-dev');

async function run() {
  try {
    const messages = replay({
      exchange: 'bitflyer',
      from: '2020-01-01',
      to: '2020-01-02',
      filters: [{ channel: 'lightning_executions', symbols: ['FX_BTC_JPY'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by bitFlyer 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 -g 'https://api.tardis.dev/v1/data-feeds/bitflyer?from=2020-01-01&filters=[{"channel":"lightning_executions","symbols":["FX_BTC_JPY"]}]&offset=0'

See HTTP API docs.

curl -g 'localhost:8000/replay?options={"exchange":"bitflyer","filters":[{"channel":"lightning_executions","symbols":["FX_BTC_JPY"]}],"from":"2020-01-01","to":"2020-01-02"}'

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.

lightning_executions
lightning_ticker
lightning_board
lightning_board_snapshot lightning_board_snapshot channel is subscribed only in order to get initial order book snapshot, after that it's automatically unsubscribed as all order book update are being provided via lightning_board channel.

Market data collection details

Market data collection infrastructure for bitFlyer since 2020-05-28 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via single WebSocket connection.

Bitflyer servers are located in AWS ap-northeast-1 region (Tokyo, Japan).

PreviousOKCoin NextHitBTC (high caps)

Last updated 1 year ago

# 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="bitflyer", from_date="2020-01-01", to_date="2020-02-02", filters=[Channel(name="lightning_executions", symbols=["FX_BTC_JPY"])] ) # messages as provided by bitFlyer real-time stream async for local_timestamp, message in messages: print(message) asyncio.run(replay())

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