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.

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.

// npm install tardis-dev
const { replay } = require('tardis-dev');

async function run() {
  try {
    const messages = replay({
      exchange: 'bybit',
      from: '2020-01-01',
      to: '2020-01-02',
      filters: [{ channel: 'orderBook_200', symbols: ['BTCUSD'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Bybit 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/bybit?from=2020-01-01&filters=[{"channel":"orderBook_200","symbols":["BTCUSD"]}]&offset=0'

See HTTP API docs.

curl -g 'localhost:8000/replay?options={"exchange":"bybit","filters":[{"channel":"orderBook_200","symbols":["BTCUSD"]}],"from":"2020-01-01","to":"2020-01-02"}'

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

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

trade
instrument_info
orderBookL2_25
insurance
orderBook_200 - available since 2019-12-24

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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# 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())

// npm install tardis-dev const { replay } = require('tardis-dev'); async function run() { try { const messages = replay({ exchange: 'bybit', from: '2020-01-01', to: '2020-01-02', filters: [{ channel: 'orderBook_200', symbols: ['BTCUSD'] }], apiKey: 'YOUR_API_KEY' }); // messages as provided by Bybit real-time stream for await (const { localTimestamp, message } of messages) { console.log(localTimestamp, message); } } catch (e) { console.error(e); } } run();