Kraken Futures

Kraken Futures (Crypto Facilities) historical market data details - available instruments, data coverage and data collection specifics

Exchange status: not available for individual order

Crypto Facilities (aka Kraken Futures) historical data for all it's 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

trades

PI_XBTUSD

2019-07-01

Download sample

incremental_book_L2

PI_XBTUSD

2019-07-01

Download sample

quotes

PI_XBTUSD

2019-07-01

Download sample

derivative_ticker

PI_XBTUSD

2019-07-01

Download sample

trades

FUTURES

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 Crypto Facilities WebSocket v1 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-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="cryptofacilities",
    from_date="2019-07-01",
    to_date="2019-07-02",
    filters=[Channel(name="book", symbols=["PI_XBTUSD"])]
  )

  # messages as provided by Kraken Futures 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: 'cryptofacilities',
      from: '2019-07-01',
      to: '2019-07-02',
      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);
    }
  } catch (e) {
    console.error(e);
  }
}

run();

See Node.js client docs.

curl -g 'https://api.tardis.dev/v1/data-feeds/cryptofacilities?from=2019-07-01&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":"2019-07-01","to":"2019-07-02"}'

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_snapshot
book During recording, data integrity of order book incremental updates messages is being validated using sequence numbers provided by Kraken Futures real-time message feed - in case of detecting missed message WebSocket connection is being restarted.
book_snapshot
ticker

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. Recording of data is being done via direct API access - without Cloudflare in between - https://www.cryptofacilities.com/resources/hc/en-us/articles/360022531713-IP-whitelisting-for-direct-access.

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

PreviousCoinbase Pro NextKraken

Last updated 1 year ago

# 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="cryptofacilities", from_date="2019-07-01", to_date="2019-07-02", filters=[Channel(name="book", symbols=["PI_XBTUSD"])] ) # messages as provided by Kraken Futures 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: 'cryptofacilities', from: '2019-07-01', to: '2019-07-02', 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); } } catch (e) { console.error(e); } } run();