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.
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.
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).