# Bitget Futures Bitget Futures historical data is available since **2024-11-08**. {% embed url="" %} See Bitget Futures historical data coverage: available symbols, channels, date ranges and incidents {% endembed %} ### 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](https://docs.tardis.dev/downloadable-csv-files/overview). | data type | symbol | date | | | --------------------- | ------- | ---------- | -------------------------------------------------------------------------------------------------------------- | | incremental\_book\_L2 | BTCUSDT | 2024-12-01 | [Download sample](https://datasets.tardis.dev/v1/bitget-futures/incremental_book_L2/2024/12/01/BTCUSDT.csv.gz) | | trades | BTCUSDT | 2024-12-01 | [Download sample](https://datasets.tardis.dev/v1/bitget-futures/trades/2024/12/01/BTCUSDT.csv.gz) | | derivative\_ticker | BTCUSDT | 2024-12-01 | [Download sample](https://datasets.tardis.dev/v1/bitget-futures/derivative_ticker/2024/12/01/BTCUSDT.csv.gz) | ### 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](https://docs.tardis.dev/downloadable-csv-files/overview) or official [client libs](https://docs.tardis.dev/api/quickstart) that can perform data normalization client-side. {% tabs %} {% tab title="Python" %} ```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="2025-01-01", to_date="2025-01-02", filters=[Channel(name="books15", 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](https://docs.tardis.dev/python-client/quickstart). {% endtab %} {% tab title="Node.js" %} ```javascript // npm install tardis-dev import { replay } from 'tardis-dev'; const messages = replay({ exchange: 'bitget-futures', from: '2025-01-01', to: '2025-01-02', filters: [{ channel: 'books15', symbols: ['BTCUSDT'] }], apiKey: 'YOUR_API_KEY' }); // messages as provided by Bitget Futures real-time stream for await (const { localTimestamp, message } of messages) { console.log(localTimestamp, message); } ``` See [Node.js client docs](https://docs.tardis.dev/node-client/quickstart). {% endtab %} {% tab title="cURL & HTTP API" %} ```bash curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/bitget-futures?from=2025-01-01&filters=[{"channel":"books15","symbols":["BTCUSDT"]}]&offset=0' ``` {% embed url="" %} Example API response for Bitget Futures historical market data request {% endembed %} See [HTTP API docs](https://docs.tardis.dev/api/http-api-reference). {% endtab %} {% tab title="cURL & tardis-machine" %} ```bash curl -g 'localhost:8000/replay?options={"exchange":"bitget-futures","filters":[{"channel":"books15","symbols":["BTCUSDT"]}],"from":"2025-01-01","to":"2025-01-02"}' ``` [Tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](https://docs.tardis.dev/api/http-api-reference) that provides data only in minute by minute slices. See [tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) docs. {% endtab %} {% endtabs %} ### Captured real-time channels {% embed url="" %} See Bitget Futures WebSocket API docs providing documentation for each captured channel's format {% endembed %} {% hint style="info" %} Click any channel below to see [HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) response with historical data recorded for it. {% endhint %} * [trade](https://api.tardis.dev/v1/data-feeds/bitget-futures?from=2025-01-01\&filters=\[{%22channel%22:%22trade%22}]) Futures public trade executions stream * [books15](https://api.tardis.dev/v1/data-feeds/bitget-futures?from=2025-01-01\&filters=\[{%22channel%22:%22books15%22,%22symbols%22:\[%22BTCUSDT%22]}]) Futures order book snapshots at depth 15, pushed every 150ms * [books1](https://api.tardis.dev/v1/data-feeds/bitget-futures?from=2025-01-01\&filters=\[{%22channel%22:%22books1%22,%22symbols%22:\[%22BTCUSDT%22]}]) Futures top of book snapshots, pushed every 10ms * [ticker](https://api.tardis.dev/v1/data-feeds/bitget-futures?from=2025-01-01\&filters=\[{%22channel%22:%22ticker%22,%22symbols%22:\[%22BTCUSDT%22]}]) Futures ticker with funding rate, open interest, mark price and index price, pushed every 150ms ### Market data collection details [Market data collection infrastructure](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) 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/v2/ws/public`. {% hint style="info" %} Bitget Futures servers are located in AWS ap-northeast-1 region (Tokyo, Japan). {% endhint %} --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://docs.tardis.dev/historical-data-details/bitget-futures.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.