Bitget Futures

Bitget Futures historical market data details - currency pairs, data coverage and data collection specifics

Bitget Futures historical data is available since 2024-11-08.

https://api.tardis.dev/v1/exchanges/bitget-futuresapi.tardis.dev

See Bitget Futures 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	BTCUSDT	2024-12-01	Download sample
trades	BTCUSDT	2024-12-01	Download sample
derivative_ticker	BTCUSDT	2024-12-01	Download sample
book_ticker	BTCUSDT	2025-01-01	Download sample
liquidations	BTCUSDT	2026-05-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Bitget Futures 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.

Python

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

async def main():
    async for local_timestamp, message in replay(
        exchange="bitget-futures",
        from_date="2026-05-01",
        to_date="2026-05-02",
        filters=[Channel(name="books", symbols=["BTCUSDT"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Bitget Futures real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

cURL & HTTP API

cURL & tardis-machine

Captured real-time channels

Depth Channel | Bitget APIBitget

See Bitget Futures 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.

Current channels (API v3, since 2026-04-28):

• publicTrade Futures public trade executions stream

• books Full-depth futures order book snapshots and incremental updates stream, pushed every 50ms. During data collection, order book integrity is validated using Bitget seq and pseq fields.

• books1 Futures best bid and ask snapshots stream. Since 2026-04-28 collected through Bitget WebSocket API v3 at 1ms; before that, collected through API v2 at 10ms.

• ticker Futures ticker with funding rate, open interest, mark price and index price. Since 2026-04-28 collected through Bitget WebSocket API v3 at 300ms; before that, collected through API v2 at 150ms.

• liquidation — available since 2026-04-28 Futures liquidation events stream, pushed every 20s or when 10,000 liquidation records are accumulated.

Legacy channels (API v2, until 2026-04-28):

• trade Futures public trade executions stream

• books15 Futures order book snapshots at depth 15, pushed every 150ms

Market data collection details

Market data collection infrastructure for Bitget Futures is located in GCP asia-northeast1 (Tokyo, Japan).

Real-time market data is captured via multiple WebSocket connections to wss://ws.bitget.com/v3/ws/public from 2026-04-28. Before that date, data was captured from Bitget WebSocket API v2 at wss://ws.bitget.com/v2/ws/public.

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