Bybit Derivatives

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

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

https://api.tardis.dev/v1/exchanges/bybitapi.tardis.dev

See Bybit Derivatives 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.

Liquidations datasets are available since 2020-12-18.

data type	symbol	date
incremental_book_L2	BTCUSD	2020-01-01	Download sample
trades	BTCUSD	2020-01-01	Download sample
quotes	BTCUSD	2020-01-01	Download sample
derivative_ticker	BTCUSD	2020-01-01	Download sample
trades	ETHUSD	2020-03-01	Download sample
incremental_book_L2	ETHUSD	2020-03-01	Download sample
liquidations	PERPETUALS	2021-09-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Bybit Derivatives 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="bybit",
        from_date="2024-01-01",
        to_date="2024-01-02",
        filters=[Channel(name="orderbook.50", symbols=["BTCUSD"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Bybit Derivatives 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: 'bybit',
  from: '2024-01-01',
  to: '2024-01-02',
  filters: [{ channel: 'orderbook.50', symbols: ['BTCUSD'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Bybit Derivatives 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/bybit?from=2024-01-01&filters=[{"channel":"orderbook.50","symbols":["BTCUSD"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/bybit?from=2024-01-01&filters=[{%22channel%22:%22orderbook.50%22,%22symbols%22:[%22BTCUSD%22]}]&offset=0api.tardis.dev

Example API response for Bybit Derivatives historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"bybit","filters":[{"channel":"orderbook.50","symbols":["BTCUSD"]}],"from":"2024-01-01","to":"2024-01-02"}'

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

Introduction | Bybit API Documentationbybit-exchange.github.io

See Bybit Derivatives 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.

• publicTrade — available since 2023-04-05 Real-time public trade executions stream

• orderbook.50 — available since 2023-04-05 Order book snapshots and deltas at depth 50

• orderbook.rpi — available since 2026-08-19 Order book snapshots and deltas at depth 50. Each level contains price, non-RPI quantity, and RPI quantity.

• orderbook.full — available since 2026-08-19 Full-depth incremental order book updates with generated initial snapshots. The WebSocket feed is delta-only and excludes RPI orders. Tardis fetches initial snapshots with up to 10,000 levels per side from Bybit's full order book REST endpoint. Generated snapshots are marked with "generated":true and synchronized with buffered WebSocket updates using u and seq.

• orderbook.500 — available since 2023-04-05 — available until 2025-09-05 Order book snapshots and deltas at depth 500

• orderbook.1000 — available since 2025-09-04 — available until 2026-08-19 Order book snapshots and deltas at depth 1000

• orderbook.1 — available since 2023-04-05 Order book snapshots and deltas at depth 1

• allLiquidation — available since 2025-02-25 All liquidation events stream with 500ms push frequency

• tickers — available since 2023-04-05 Ticker snapshots and deltas with 24h stats and reference prices

• trade — available until 2023-04-05 Public trade executions stream

• orderBookL2_25 — available until 2023-04-05 Order book snapshots and deltas at depth 25

• orderBook_200 — available since 2019-12-23 — available until 2023-04-05 Order book snapshots and deltas at depth 200

• liquidation — available since 2020-11-03 — available until 2023-04-05 Liquidation stream for each symbol, up to one message per second

• instrument_info — available until 2023-04-05 Instrument ticker and contract state updates

• insurance — available until 2023-04-05 Insurance fund balance updates

• long_short_ratio — available since 2022-03-20 — available until 2023-04-05 — generated channel Generated global long/short account ratio snapshots from REST account-ratio endpoint using 5min period buckets

Market data collection details

Market data collection infrastructure for Bybit Derivatives 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 to wss://stream.bybit.com/v5/public.

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