dYdX historical market data details - currency pairs, data coverage and data collection specifics
dYdX exchange historical data for all it's instruments is available since 2021-04-06.
See dYdX historical data coverage: available symbols, channels, date ranges and incidents
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 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.
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.