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.
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
trades
BTC-USD
2021-09-01
incremental_book_L2
BTC-USD
2021-09-01
quotes
SOL-USD
2021-09-01
book_snapshot 25
SOL-USD
2021-09-01
trades
PERPETUALS
2021-09-01
derivative_ticker
BTC-USD
2021-09-01
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.
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.