FTX
FTX historical market data details - available instruments, data coverage and data collection specifics
Last updated
FTX historical market data details - available instruments, data coverage and data collection specifics
Last updated
FTX historical data for all it's instruments is available since 2019-08-01 until 2022-11-13.
data type
symbol
date
trades
BTC-PERP
2020-01-01
incremental_book_L2
BTC-PERP
2020-01-01
book_snapshot_25
BTC-PERP
2020-01-01
quotes
BTC-PERP
2020-01-01
derivative_ticker
BTC-PERP
2020-06-01
trades
FUTURES
2020-03-01
incremental_book_L2
FUTURES
2020-03-01
liquidations
PERPETUALS
2021-09-01
Historical CSV datasets for the first day of each month are available to download without API key. See .
Derivative ticker datasets are available since 2020-05-13 - date since we've started collecting that data via FTX REST API ().
See full with datasets format spec, data samples and more.
that shows all available download options (download path customization, filenames conventions and more).
that shows all available download options (download path customization, filenames conventions and more).
See which allows downloading single file at once.
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 or official that can perform data normalization client-side.
See .
See .
See .
is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to that provides data only in minute by minute slices.
See docs.
Click any channel below to see response with historical data recorded for it.
- available since 2020-05-22
- 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.
- 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 ( and ) 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.
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.