dYdX
dYdX historical market data details - currency pairs, data coverage and data collection specifics
Last updated
dYdX historical market data details - currency pairs, data coverage and data collection specifics
Last updated
dYdX exchange historical data for all it's instruments is available since 2021-04-06.
Currently there's a problem with occasional order book crossed state (best bid>=best ask) when reconstructing the book from dYdX WS updates, it's something dYdX team is aware of and working on a fix.
nextFundingRate
published via v3_markets
channel does not exactly matching up with the funding rates that dydx end up paying for open positions, it's also something dYdX team is aware of and working on a fix.
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
Historical data format is the same as provided by real-time dYdX WebSocket Market Data API v3 (wss://api.dydx.exchange/v3/ws) 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 can perform data normalization client-side.
See Python client docs.
Click any channel below to see HTTP API response with historical data recorded for it.
Market data collection infrastructure for dYdX is located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.
dYdX servers are located in AWS ap-northeast-1 region (Tokyo, Japan).