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.

Options (OF_ symbols) are available since 2026-09-29. Kraken Futures options trade only through RFQ, so their data consists of option tickers (mark price, implied volatility and greeks) and RFQ trades, with no public order book or best bid and ask.

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

See Kraken Futures 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.

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
options_chain	OPTIONS	2026-10-01	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.

Python

# 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.

Node.js

// 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 & HTTP API

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

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

Example API response for Kraken Futures historical market data request

See HTTP API docs.

cURL & tardis-machine

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

https://docs.kraken.com/api/docs/futures-api/websocket/overview/docs.kraken.com

See Kraken Futures 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.

• trade Trade executions stream, including RFQ option trades

• book Order book incremental updates stream validated with sequence numbers (futures only)

• book_snapshot Order book snapshot stream (futures only)

• ticker Derivative and option ticker updates stream, including option mark price, implied volatility and greeks

• 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 Equinix data center (London, UK) since 2025-11-01. Before that they were located in AWS eu-west-1 region (Dublin, Ireland).