Kraken Futures
Kraken Futures (Crypto Facilities) historical market data details - available instruments, data coverage and data collection specifics
Last updated
Kraken Futures (Crypto Facilities) historical market data details - available instruments, data coverage and data collection specifics
Last updated
Crypto Facilities (aka Kraken Futures) historical data for all it's instruments is available since 2019-03-30.
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
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 - .