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.
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 | |
incremental_book_L2 | XBTUSD | 2019-07-01 | |
book_snapshot_25 | XBTUSD | 2019-07-01 | |
quotes | XBTUSD | 2019-07-01 | |
derivative_ticker | XBTUSD | 2019-07-01 | |
trades | FUTURES | 2020-03-01 | |
incremental_book_L2 | FUTURES | 2020-03-01 | |
liquidations | PERPETUALS | 2021-09-01 | |
book_ticker | XBTUSD | 2022-01-01 |
How to download all Bitmex datasets for all instruments
See full downloadable CSV files documentation with datasets format spec, data samples and more.
See docs that shows all available download options (download path customization, filenames conventions and more).
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.
See Python client docs.
Captured real-time channels
Click any channel below to see HTTP API response with historical data recorded for it.
instrument
partial
messages returned via HTTP API may contain data for all BitMEX instruments and require filtering client-side if only selected symbols were requestedorderBook10 - available since 2021-02-21
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).
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