Kraken Futures

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

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

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

PI_XBTUSD

2019-07-01

Download sample

trades

PI_XBTUSD

2019-07-01

Download sample

derivative_ticker

PI_XBTUSD

2019-07-01

Download sample

API Access and data format

Historical data format is the same as provided by real-time Kraken Futures 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 perform data normalization client-side.

# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="cryptofacilities",
        from_date="2024-01-01",
        to_date="2024-01-02",
        filters=[Channel(name="book", symbols=["PI_XBTUSD"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Kraken Futures real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'cryptofacilities',
  from: '2024-01-01',
  to: '2024-01-02',
  filters: [{ channel: 'book', symbols: ['PI_XBTUSD'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Kraken Futures real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}

See Node.js client docs.

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/cryptofacilities?from=2024-01-01&filters=[{"channel":"book","symbols":["PI_XBTUSD"]}]&offset=0'

See HTTP API docs.

curl -g 'localhost:8000/replay?options={"exchange":"cryptofacilities","filters":[{"channel":"book","symbols":["PI_XBTUSD"]}],"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

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

trade Trade executions stream
book Order book incremental updates stream validated with sequence numbers
book_snapshot Order book snapshot stream
ticker Derivative ticker updates stream
trade_snapshot Trade snapshot on subscription
heartbeat Heartbeat keepalive events stream

Market data collection details

Market data collection infrastructure for Kraken Futures is located in GCP europe-west2 region (London, UK).

Real-time market data is captured via multiple WebSocket connections to wss://futures.kraken.com/ws/v1.

Kraken Futures servers are located in AWS eu-west-1 region (Dublin, Ireland).

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Last updated 3 days ago

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