BitMEX

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BitMEX
BitMEX historical market data details - available 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
​
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​
book_ticker
XBTUSD
2022-01-01
​Download sample​
​
How to download all Bitmex datasets for all instruments
See full downloadable CSV files documentation with datasets format spec, data samples and more.
Python
Node.js
cURL
# requires Python >=3.6
# pip install tardis-dev
​
from tardis_dev import datasets, get_exchange_details
import logging
​
# optionally enable debug logs
# logging.basicConfig(level=logging.DEBUG)
​
exchange = 'bitmex'
exchange_details = get_exchange_details(exchange)   
​
# iterate over and download all data for every symbol
for symbol in exchange_details["datasets"]["symbols"]:
    # alternatively specify datatypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    # see available options https://docs.tardis.dev/downloadable-csv-files#data-types
    data_types = symbol["dataTypes"]  
    symbol_id = symbol["id"]
    from_date =  symbol["availableSince"]
    to_date = symbol["availableTo"]
​
    # skip groupped symbols
    if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
        continue
​
    print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")
​
    # each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
    # see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
    datasets.download(
        exchange = exchange,
        data_types = data_types,
        from_date =  from_date,
        to_date = to_date,
        symbols = [symbol_id],
        # TODO set your API key here
        api_key = "YOUR_API_KEY",
        # path where CSV data will be downloaded into
        download_dir = "./datasets",
    )

See docs that shows all available download options (download path customization, filenames conventions and more).
// npm install tardis-dev
// requires node version >=12
const { downloadDatasets, getExchangeDetails } = require('tardis-dev')
​
;(async () => {
  const exchange = 'bitmex'
  const exchangeDetails = await getExchangeDetails(exchange)
​
  // iterate over and download all data for every symbol
  for (const symbol of exchangeDetails.datasets.symbols) {
    // alternatively specify dataTypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    // see available options https://docs.tardis.dev/downloadable-csv-files#data-types
    const dataTypes = symbol.dataTypes
    const symbolId = symbol.id
​
    const from = symbol.availableSince
    const to = symbol.availableTo
​
    // skip groupped symbols
    if (['PERPETUALS', 'SPOT', 'FUTURES'].includes(symbolId)) {
      continue
    }
​
    console.log(`Downloading ${exchange} ${dataTypes} for ${symbolId} from ${from} to ${to}`)
​
    // each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
    // see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
    await downloadDatasets({
      exchange,
      dataTypes,
      from,
      to,
      symbols: [symbolId],
      // TODO: set your API key here
      apiKey: 'YOUR_API_KEY',
      //  path where CSV data will be downloaded into
      downloadDir: './datasets'
    })
  }
})()

See docs that shows all available download options (download path customization, filenames conventions and more).
curl -o bitmex_trades_2019-11-01_XBTUSD.csv.gz https://datasets.tardis.dev/v1/bitmex/trades/2019/11/01/XBTUSD.csv.gz
See datasets API reference which allows downloading single file at once.
​
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
# 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="bitmex",
    from_date="2019-07-01",
    to_date="2019-07-02",
    filters=[Channel(name="orderBookL2", symbols=["XBTUSD"])]
  )
​
  # messages as provided by BitMEX 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: 'bitmex',
      from: '2019-07-01',
      to: '2019-07-02',
      filters: [{ channel: 'orderBookL2', 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);
    }
  } catch (e) {
    console.error(e);
  }
}
​
run();
​
See Node.js client docs.
curl -g 'https://api.tardis.dev/v1/data-feeds/bitmex?from=2019-07-01&filters=[{"channel":"orderBookL2","symbols":["ETHUSD"]}]&offset=2'
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.
curl -g 'localhost:8000/replay?options={"exchange":"bitmex","filters":[{"channel":"orderBookL2","symbols":["XBTUSD"]}],"from":"2019-07-01","to":"2019-07-02"}'
​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 
WebSocket API - BitMEX
BitMEX
See BitMEX 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.
​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​
​orderBook10 - available since 2021-02-21
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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 4mo ago
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Outline
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details