BitMEX

Downloadable CSV files API Docs Historical Data Details
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BitMEX
BitMEX historical market data details - available instruments, data coverage and data collection specifics
BitMEX historical data for all it's instruments is available since 2019-03-30.
https://api.tardis.dev/v1/exchanges/bitmex
api.tardis.dev
See BitMEX 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
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trades
XBTUSD
2019-07-01
​Download sample​
incremental_book_L2
XBTUSD
2019-07-01
​Download sample​
book_snapshot_25
XBTUSD
2019-07-01
​Download sample​
quotes
XBTUSD
2019-07-01
​Download sample​
derivative_ticker
XBTUSD
2019-07-01
​Download sample​
trades
FUTURES
2020-03-01
​Download sample​
incremental_book_L2
FUTURES
2020-03-01
​Download sample​
liquidations
PERPETUALS
2021-09-01
​Download sample​
​
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 or official client libs that can perform data normalization client-side.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
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# pip install tardis-client
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import asyncio
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from tardis_client import TardisClient, Channel
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tardis_client = TardisClient(api_key="YOUR_API_KEY")
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​
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async def replay():
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  # replay method returns Async Generator
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  messages = tardis_client.replay(
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    exchange="bitmex",
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    from_date="2019-07-01",
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    to_date="2019-07-02",
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    filters=[Channel(name="orderBookL2", symbols=["XBTUSD"])]
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  )
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​
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  # messages as provided by BitMEX real-time stream
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  async for local_timestamp, message in messages:
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    print(message)
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​
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​
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asyncio.run(replay())
Copied!
See Python client docs.
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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​
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async function run() {
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  try {
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    const messages = replay({
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      exchange: 'bitmex',
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      from: '2019-07-01',
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      to: '2019-07-02',
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      filters: [{ channel: 'orderBookL2', symbols: ['XBTUSD'] }],
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      apiKey: 'YOUR_API_KEY'
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    });
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​
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    // messages as provided by BitMEX real-time stream
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    for await (const { localTimestamp, message } of messages) {
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      console.log(localTimestamp, message);
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    }
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  } catch (e) {
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    console.error(e);
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  }
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}
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​
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run();
Copied!
See Node.js client docs.
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curl -g 'https://api.tardis.dev/v1/data-feeds/bitmex?from=2019-07-01&filters=[{"channel":"orderBookL2","symbols":["ETHUSD"]}]&offset=2'
Copied!
https://api.tardis.dev/v1/data-feeds/bitmex?from=2019-07-01&filters=[{%22channel%22:%22orderBookL2%22,%22symbols%22:[%22ETHUSD%22]}]&offset=2
api.tardis.dev
Example API response for BitMEX historical market data request
See HTTP API docs.
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curl -g 'localhost:8000/replay?options={"exchange":"bitmex","filters":[{"channel":"orderBookL2","symbols":["XBTUSD"]}],"from":"2019-07-01","to":"2019-07-02"}'
Copied!
​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.
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Captured real-time channels 
WebSocket API - BitMEX
BitMEX
See BitMEX WebSocket API docs providing documentation for each captured channel's format
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Click any channel below to see HTTP API response with historical data recorded for it.
​trade​
​orderBookL2​
​liquidation​
​connected​
​announcement​
​chat​
​publicNotifications​
​instrument
partial messages returned via HTTP API may contain data for all BitMEX instruments and require filtering client-side if only selected symbols were requested

​settlement​
​funding​
​insurance​
​orderBookL2_25​
​quote​
​quoteBin1m​
​quoteBin5m​
​quoteBin1h​
​quoteBin1d​
​tradeBin1m​
​tradeBin5m​
​tradeBin1h​
​tradeBin1d​
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Market data collection details
​Market data collection infrastructure for BitMEX is located in GCP europe-west2 region (London, UK). 

Real-time market data is captured via single WebSocket connection.
​
BitMEX servers are located in AWS eu-west-1 region (Dublin, Ireland).
​
​
Historical Data Details
Deribit
Last modified 25d ago
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Contents
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details