BitMEX

BitMEX historical market data details - available data, coverage and data collection specifics

BitMEX historical data for all its instruments is available since 2019-03-30.

https://api.tardis.dev/v1/exchanges/bitmexapi.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
incremental_book_L2	XBTUSD	2019-07-01	Download sample
trades	XBTUSD	2019-07-01	Download sample
derivative_ticker	XBTUSD	2019-07-01	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

# 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.

Node.js

// 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.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/bitmex?from=2023-03-01&filters=[{"channel":"orderBookL2_25","symbols":["XBTUSD"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/bitmex?from=2023-03-01&filters=[{%22channel%22:%22orderBookL2_25%22,%22symbols%22:[%22XBTUSD%22]}]&offset=0api.tardis.dev

Example API response for BitMEX historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"bitmex","filters":[{"channel":"orderBookL2_25","symbols":["XBTUSD"]}],"from":"2023-03-01","to":"2023-03-02"}'

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

BitMEX | Bitcoin Mercantile ExchangeBitMEX

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 Public trade executions stream

• orderBookL2 Order book snapshots and deltas by price level

• quote Best bid and ask quote updates

• liquidation Liquidation events stream

• instrument 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 Connection heartbeat and system status events

• announcement Exchange announcements stream

• chat Public chat messages stream

• publicNotifications Public notification messages stream

• settlement Contract settlement events stream

• funding Funding rate updates stream

• insurance Daily insurance fund balance updates

• orderBookL2_25 Order book snapshots and deltas with up to 25 levels

• orderBook10 — available since 2021-02-20 Top 10 level order book snapshots, throttled to 50ms since 2023-09-19

• quoteBin1m Quote bins at 1 minute interval

• quoteBin5m Quote bins at 5 minute interval

• quoteBin1h Quote bins at 1 hour interval

• quoteBin1d Quote bins at 1 day interval

• tradeBin1m Trade bins at 1 minute interval

• tradeBin5m Trade bins at 5 minute interval

• tradeBin1h Trade bins at 1 hour interval

• tradeBin1d Trade bins at 1 day interval

Market data collection details

Market data collection infrastructure 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.

BitMEX servers are located in AWS ap-northeast-1 region (Tokyo, Japan).