# BitMEX BitMEX historical data for **all its instruments** is available since **2019-03-30**. {% embed url="" %} See BitMEX 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](/downloadable-csv-files/overview.md). | data type | symbol | date | | | --------------------- | ------ | ---------- | ----------------------------------------------------------------------------------------------------- | | incremental\_book\_L2 | XBTUSD | 2019-07-01 | [Download sample](https://datasets.tardis.dev/v1/bitmex/incremental_book_L2/2019/07/01/XBTUSD.csv.gz) | | trades | XBTUSD | 2019-07-01 | [Download sample](https://datasets.tardis.dev/v1/bitmex/trades/2019/07/01/XBTUSD.csv.gz) | | derivative\_ticker | XBTUSD | 2019-07-01 | [Download sample](https://datasets.tardis.dev/v1/bitmex/derivative_ticker/2019/07/01/XBTUSD.csv.gz) | ### API Access and data format Historical data format is the same as provided by real-time BitMEX 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](/downloadable-csv-files/overview.md) or official [client libs](/api/quickstart.md) 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="bitmex", from_date="2023-03-01", to_date="2023-03-02", filters=[Channel(name="orderBookL2_25", symbols=["XBTUSD"])], api_key="YOUR_API_KEY", ): # messages as provided by BitMEX real-time stream print(message) asyncio.run(main()) ``` See [Python client docs](/python-client/quickstart.md). {% endtab %} {% tab title="Node.js" %} ```javascript // npm install tardis-dev import { replay } from 'tardis-dev'; const messages = replay({ exchange: 'bitmex', from: '2023-03-01', to: '2023-03-02', filters: [{ channel: 'orderBookL2_25', symbols: ['XBTUSD'] }], apiKey: 'YOUR_API_KEY' }); // messages as provided by BitMEX real-time stream for await (const { localTimestamp, message } of messages) { console.log(localTimestamp, message); } ``` See [Node.js client docs](/node-client/quickstart.md). {% endtab %} {% tab title="cURL & HTTP API" %} ```bash curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/bitmex?from=2023-03-01&filters=[{"channel":"orderBookL2_25","symbols":["XBTUSD"]}]&offset=0' ``` {% embed url="" %} Example API response for BitMEX historical market data request {% endembed %} See [HTTP API docs](/api/http-api-reference.md). {% endtab %} {% tab title="cURL & tardis-machine" %} ```bash curl -g 'localhost:8000/replay?options={"exchange":"bitmex","filters":[{"channel":"orderBookL2_25","symbols":["XBTUSD"]}],"from":"2023-03-01","to":"2023-03-02"}' ``` [Tardis-machine](/tardis-machine/quickstart.md) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](/api/http-api-reference.md) that provides data only in minute by minute slices. See [tardis-machine](/tardis-machine/quickstart.md) docs. {% endtab %} {% endtabs %} ### Captured real-time channels {% embed url="" %} See BitMEX WebSocket API docs providing documentation for each captured channel's format {% endembed %} {% hint style="info" %} Click any channel below to see [HTTP API](/api/http-api-reference.md#data-feeds-exchange) response with historical data recorded for it. {% endhint %} * [trade](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22trade%22,%22symbols%22:\[%22XBTUSD%22]}]) Public trade executions stream * [orderBookL2](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22orderBookL2%22,%22symbols%22:\[%22XBTUSD%22]}]\&offset=1) Order book snapshots and deltas by price level * [quote](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22quote%22}]\&offset=0) Best bid and ask quote updates * [liquidation](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22liquidation%22}]\&offset=0) Liquidation events stream * [instrument](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22instrument%22}]) Instrument state snapshots and deltas with bidPrice/askPrice/midPrice on 5s timer. `partial` messages returned via HTTP API may contain data for all BitMEX instruments and require filtering client-side if only selected symbols were requested * [connected](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22connected%22}]) Connection heartbeat and system status events * [announcement](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22announcement%22}]) Exchange announcements stream * [chat](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22chat%22}]) Public chat messages stream * [publicNotifications](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22publicNotifications%22}]) Public notification messages stream * [settlement](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22settlement%22}]) Contract settlement events stream * [funding](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22funding%22}]\&offset=1200) Funding rate updates stream * [insurance](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22insurance%22}]) Daily insurance fund balance updates * [orderBookL2\_25](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22orderBookL2_25%22}]) Order book snapshots and deltas with up to 25 levels * [orderBook10](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22orderBook10%22}]) — available since **2021-02-20** Top 10 level order book snapshots, throttled to 50ms since 2023-09-19 * [quoteBin1m](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22quoteBin1m%22}]\&offset=0) Quote bins at 1 minute interval * [quoteBin5m](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22quoteBin5m%22}]) Quote bins at 5 minute interval * [quoteBin1h](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22quoteBin1h%22}]) Quote bins at 1 hour interval * [quoteBin1d](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22quoteBin1d%22}]) Quote bins at 1 day interval * [tradeBin1m](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22tradeBin1m%22}]) Trade bins at 1 minute interval * [tradeBin5m](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22tradeBin5m%22}]) Trade bins at 5 minute interval * [tradeBin1h](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22tradeBin1h%22}]) Trade bins at 1 hour interval * [tradeBin1d](https://api.tardis.dev/v1/data-feeds/bitmex?from=2024-01-01\&filters=\[{%22channel%22:%22tradeBin1d%22}]) Trade bins at 1 day interval ### Market data collection details [Market data collection infrastructure](/faq/general.md#what-is-your-infrastructure-setup) for BitMEX is located in GCP asia-northeast1 region (Tokyo, Japan). Before **2025-08-23** it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via **single WebSocket connection** to `wss://direct.bitmex.com:443/realtimePublic`. {% hint style="info" %} BitMEX 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/bitmex.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.