FTX US

FTX US historical data for all it's currency pairs is available since 2020-05-22.

​

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.

​

API Access and data format

Historical data format is the same as provided by real-time FTX US 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.

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")
​
async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="ftx-us",
    from_date="2020-06-01",
    to_date="2020-06-02",
    filters=[Channel(name="orderbook", symbols=["BTC/USD"])]
  )
​
  # messages as provided by FTX US real-time stream
  async for local_timestamp, message in messages:
    print(message)
​
​
asyncio.run(replay())

// npm install tardis-dev
const { replay } = require('tardis-dev');
​
async function run() {
  try {
    const messages = replay({
      exchange: 'ftx-us',
      from: '2020-06-01',
      to: '2020-06-02',
      filters: [{ channel: 'orderbook', symbols: ['BTC/USD'] }],
      apiKey: 'YOUR_API_KEY'
    });
​
    // messages as provided by FTX US real-time stream
    for await (const { localTimestamp, message } of messages) {
      console.log(localTimestamp, message);
    }
  } catch (e) {
    console.error(e);
  }
}
​
run();

curl -g 'https://api.tardis.dev/v1/data-feeds/ftx-us?from=2020-06-01&filters=[{"channel":"orderbook","symbols":["BTC/USD"]}]&offset=0'

curl -g 'localhost:8000/replay?options={"exchange":"ftx-us","filters":[{"channel":"orderbook","symbols":["BTC/USD"]}],"from":"2020-06-01","to":"2020-06-02"}'

​

Captured real-time channels

​

• ​orderbook​

• ​trades​

• ​markets​

• ​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 currency pairs' priceIncrement value multiplied by 10.

​

Market data collection details

​Market data collection infrastructure for FTX US is located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

​

​