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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
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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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How to download all Bitmex datasets for all instruments
Python
Node.js
cURL
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# requires Python >=3.6
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# pip install tardis-dev
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​
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from tardis_dev import datasets, get_exchange_details
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import logging
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​
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# optionally enable debug logs
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# logging.basicConfig(level=logging.DEBUG)
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​
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exchange = 'bitmex'
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exchange_details = get_exchange_details(exchange)
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​
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# iterate over and download all data for every symbol
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for symbol in exchange_details["datasets"]["symbols"]:
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# alternatively specify datatypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
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# see available options https://docs.tardis.dev/downloadable-csv-files#data-types
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data_types = symbol["dataTypes"]
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symbol_id = symbol["id"]
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from_date = symbol["availableSince"]
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to_date = symbol["availableTo"]
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​
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# skip groupped symbols
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if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
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continue
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​
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print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")
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​
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# each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
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# see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
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datasets.download(
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exchange = exchange,
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data_types = data_types,
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from_date = from_date,
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to_date = to_date,
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symbols = [symbol_id],
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# TODO set your API key here
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api_key = "YOUR_API_KEY",
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# path where CSV data will be downloaded into
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download_dir = "./datasets",
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)
Copied!
See docs that shows all available download options (download path customization, filenames conventions and more).
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// npm install tardis-dev
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// requires node version >=12
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const { downloadDatasets, getExchangeDetails } = require('tardis-dev')
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​
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;(async () => {
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const exchange = 'bitmex'
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const exchangeDetails = await getExchangeDetails(exchange)
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​
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// iterate over and download all data for every symbol
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for (const symbol of exchangeDetails.datasets.symbols) {
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// alternatively specify dataTypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
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// see available options https://docs.tardis.dev/downloadable-csv-files#data-types
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const dataTypes = symbol.dataTypes
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const symbolId = symbol.id
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​
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const from = symbol.availableSince
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const to = symbol.availableTo
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​
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// skip groupped symbols
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if (['PERPETUALS', 'SPOT', 'FUTURES'].includes(symbolId)) {
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continue
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}
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​
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console.log(`Downloading ${exchange} ${dataTypes} for ${symbolId} from ${from} to ${to}`)
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​
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// each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
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// see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
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await downloadDatasets({
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exchange,
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dataTypes,
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from,
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to,
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symbols: [symbolId],
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// TODO: set your API key here
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apiKey: 'YOUR_API_KEY',
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// path where CSV data will be downloaded into
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downloadDir: './datasets'
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})
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}
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})()
Copied!
See docs that shows all available download options (download path customization, filenames conventions and more).
1
curl -o bitmex_trades_2019-11-01_XBTUSD.csv.gz https://datasets.tardis.dev/v1/bitmex/trades/2019/11/01/XBTUSD.csv.gz
Copied!
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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!
​
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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!
​
1
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
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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"}'
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​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.
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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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- ​instrument
partialmessages returned via HTTP API may contain data for all BitMEX instruments and require filtering client-side if only selected symbols were requested
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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.
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BitMEX servers are located in AWS eu-west-1 region (Dublin, Ireland).
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Last modified 1mo ago