Bybit Derivatives

Bybit historical market data details - available instruments, data coverage and data collection specifics

Bybit historical data for all it's inverse contracts is available since 2019-11-07 (for linear contracts since 2020-05-28).

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.

Liquidations datasets are available since 2020-12-18.

data type

symbol

date

trades

BTCUSD

2020-01-01

incremental_book_L2

BTCUSD

2020-01-01

quotes

BTCUSD

2019-01-01

derivative_ticker

BTCUSD

2019-01-01

trades

ETHUSD

2020-03-01

incremental_book_L2

ETHUSD

2020-03-01

liquidations

PERPETUALS

2021-09-01

API Access and data format

Historical data format is the same as provided by real-time Bybit 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.

# 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="bybit",
    from_date="2020-01-01",
    to_date="2020-01-02",
    filters=[Channel(name="orderBook_200", symbols=["BTCUSD"])]
  )

  # messages as provided by Bybit real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

Captured real-time channels

Click any channel below to see HTTP API response with historical data recorded for it.

Market data collection details

Market data collection infrastructure for Bybit since 2020-05-28 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

Bybit servers are located in AWS ap-southeast-1 region (Singapore, Asia Pacific).

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