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On this page
  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
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  1. Historical Data Details

Kraken Futures

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

PreviousCoinbase ProNextKraken

Last updated 2 years ago

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

data type

symbol

date

trades

PI_XBTUSD

2019-07-01

incremental_book_L2

PI_XBTUSD

2019-07-01

quotes

PI_XBTUSD

2019-07-01

derivative_ticker

PI_XBTUSD

2019-07-01

trades

FUTURES

2020-03-01

liquidations

PERPETUALS

2021-09-01

API Access and data format

# 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();
curl -g 'https://api.tardis.dev/v1/data-feeds/cryptofacilities?from=2019-07-01&filters=[{"channel":"book","symbols":["PI_XBTUSD"]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"cryptofacilities","filters":[{"channel":"book","symbols":["PI_XBTUSD"]}],"from":"2019-07-01","to":"2019-07-02"}'

Captured real-time channels

Market data collection details

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

Historical CSV datasets for the first day of each month are available to download without API key. See .

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 or official that perform data normalization client-side.

See .

See .

See .

is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to that provides data only in minute by minute slices.

See docs.

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

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

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 - .

downloadable CSV files documentation
downloadable CSV files
client libs
Python client docs
Node.js client docs
HTTP API docs
Tardis-machine
HTTP API
tardis-machine
trade
trade_snapshot
book
sequence numbers
book_snapshot
ticker
Download sample
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https://www.cryptofacilities.com/resources/hc/en-us/articles/360022531713-IP-whitelisting-for-direct-access
https://api.tardis.dev/v1/exchanges/cryptofacilitiesapi.tardis.dev
See Kraken Futures historical data coverage: available symbols, channels, date ranges and incidents
https://api.tardis.dev/v1/data-feeds/cryptofacilities?from=2019-07-01&filters=[{%22channel%22:%22book%22,%22symbols%22:[%22PI_XBTUSD%22]}]&offset=0api.tardis.dev
Example API response for Kraken Futures historical market data request
Websocket API - Public – Cryptocurrency Guide - Crypto Facilities
See Kraken Futures WebSocket API docs providing documentation for each captured channel's format
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Market data collection infrastructure
HTTP API