FTX - Tardis.dev Documentation

Downloadable CSV files API Docs Historical Data Details
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FTX
FTX historical market data details - available instruments, data coverage and data collection specifics
FTX historical data for all it's instruments is available since 2019-08-01. 
https://api.tardis.dev/v1/exchanges/ftx
api.tardis.dev
See FTX historical data coverage: available symbols, channels, date ranges and incidents
​
Downloadable CSV files
Historical CSV datasets for the first day of each month are available to download without API key. 
See downloadable CSV files documentation.
Derivative ticker datasets are available since 2020-05-13 - date since we've started collecting that data via FTX REST API (instrument channel).
data type
symbol
date
​
trades
BTC-PERP
2020-01-01
​Download sample​
incremental_book_L2
BTC-PERP
2020-01-01
​Download sample​
book_snapshot_25
BTC-PERP
2020-01-01
​Download sample​
quotes
BTC-PERP
2020-01-01
​Download sample​
derivative_ticker
BTC-PERP
2020-06-01
​Download sample​
trades
FUTURES
2020-03-01
​Download sample​
incremental_book_L2
FUTURES
2020-03-01
​Download sample​
liquidations
PERPETUALS
2021-09-01
​Download sample​
​
API Access and data format
Historical data format is the same as provided by real-time FTX WebSocket API 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.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
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# pip install tardis-client
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import asyncio
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from tardis_client import TardisClient, Channel
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tardis_client = TardisClient(api_key="YOUR_API_KEY")
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​
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async def replay():
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  # replay method returns Async Generator
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  messages = tardis_client.replay(
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    exchange="ftx",
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    from_date="2020-01-01",
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    to_date="2020-01-02",
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    filters=[Channel(name="orderbook", symbols=["BTC-PERP"])]
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  )
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​
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  # messages as provided by FTX real-time stream
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  async for local_timestamp, message in messages:
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    print(message)
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​
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​
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asyncio.run(replay())
Copied!
See Python client docs.
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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​
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async function run() {
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  try {
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    const messages = replay({
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      exchange: 'ftx',
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      from: '2020-01-01',
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      to: '2020-01-02',
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      filters: [{ channel: 'orderbook', symbols: ['BTC-PERP'] }],
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      apiKey: 'YOUR_API_KEY'
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    });
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​
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    // messages as provided by FTX real-time stream
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    for await (const { localTimestamp, message } of messages) {
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      console.log(localTimestamp, message);
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    }
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  } catch (e) {
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    console.error(e);
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  }
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}
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​
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run();
Copied!
See Node.js client docs.
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curl -g 'https://api.tardis.dev/v1/data-feeds/ftx?from=2020-01-01&filters=[{"channel":"orderbook","symbols":["BTC-PERP"]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/ftx?from=2020-01-01&filters=[{%22channel%22:%22orderbook%22,%22symbols%22:[%22BTC-PERP%22]}]&offset=0
api.tardis.dev
Example API response for FTX historical market data request
See HTTP API docs.
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curl -g 'localhost:8000/replay?options={"exchange":"ftx","filters":[{"channel":"orderbook","symbols":["BTC-PERP"]}],"from":"2020-01-01","to":"2020-01-02"}'
Copied!
​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.
See tardis-machine docs.
​
Captured real-time channels 
API Documentation
See FTX WebSocket API docs providing documentation for each captured channel's format
​
Click any channel below to see HTTP API response with historical data recorded for it.
​orderbook​
​trades​
​markets - available since 2020-05-22
​orderbookGrouped - available since 2020-07-21
Asorderbook channel provides data only about the orderbook's best 100 orders on either side, grouped orderbooks channel supplies orderbook data with grouped (collapsed) prices allowing retrieving lower-granularity, higher-depth information about the orderbook. 
We set grouping param to instruments' priceIncrement value multiplied by 10.

​instrument - generated channel, available since 2020-05-13
Since FTX does not offer currently real-time WebSocket instrument info channel with next funding rate, open interest or mark price data, we simulate it by fetching that info from FTX REST API (https://docs.ftx.com/#get-future and https://docs.ftx.com/#get-future-stats) every 3-5 seconds for each derivative instrument. Such messages are marked with "channel":"instrument" and "generated":true  fields and data field has the same format as REST API responses. 
​
Market data collection details
​Market data collection infrastructure for FTX since 2020-05-14 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK).

Real-time market data is captured via multiple WebSocket connections. 
​
FTX servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
​
​
Binance Spot (high caps)
OKEx Futures
Last modified 25d ago
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Contents
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details