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On this page
  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
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  1. Historical Data Details

FTX US

FTX US historical market data details - available currency pairs, data coverage and data collection specifics

PreviousAscendEX (BitMax)NextBinance US

Last updated 2 years ago

Delisted exchange.

FTX US historical data for all it's currency pairs is available since 2020-05-22 until 2022-11-13.

Downloadable CSV files

data type

symbol

date

trades

BTC-USD

2020-06-01

incremental_book_L2

BTC-USD

2020-06-01

quotes

BTC-USD

2020-06-01

trades

SPOT

2020-06-01

How to download all FTX US datasets for all instruments

# requires Python >=3.6
# pip install tardis-dev

from tardis_dev import datasets, get_exchange_details
import logging

# optionally enable debug logs
# logging.basicConfig(level=logging.DEBUG)

exchange = 'ftx-us'
exchange_details = get_exchange_details(exchange)   

# iterate over and download all data for every symbol
for symbol in exchange_details["datasets"]["symbols"]:
    # alternatively specify datatypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    # see available options https://docs.tardis.dev/downloadable-csv-files#data-types
    data_types = symbol["dataTypes"]  
    symbol_id = symbol["id"]
    from_date =  symbol["availableSince"]
    to_date = symbol["availableTo"]

    # skip groupped symbols
    if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
        continue

    print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")

    # each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
    # see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
    datasets.download(
        exchange = exchange,
        data_types = data_types,
        from_date =  from_date,
        to_date = to_date,
        symbols = [symbol_id],
        # TODO set your API key here
        api_key = "YOUR_API_KEY",
        # path where CSV data will be downloaded into
        download_dir = "./datasets",
    )
// npm install tardis-dev
// requires node version >=12
const { downloadDatasets, getExchangeDetails } = require('tardis-dev')

;(async () => {
  const exchange = 'ftx-us'
  const exchangeDetails = await getExchangeDetails(exchange)

  // iterate over and download all data for every symbol
  for (const symbol of exchangeDetails.datasets.symbols) {
    // alternatively specify dataTypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    // see available options https://docs.tardis.dev/downloadable-csv-files#data-types
    const dataTypes = symbol.dataTypes
    const symbolId = symbol.id

    const from = symbol.availableSince
    const to = symbol.availableTo

    // skip groupped symbols
    if (['PERPETUALS', 'SPOT', 'FUTURES'].includes(symbolId)) {
      continue
    }

    console.log(`Downloading ${exchange} ${dataTypes} for ${symbolId} from ${from} to ${to}`)

    // each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
    // see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
    await downloadDatasets({
      exchange,
      dataTypes,
      from,
      to,
      symbols: [symbolId],
      // TODO: set your API key here
      apiKey: 'YOUR_API_KEY',
      //  path where CSV data will be downloaded into
      downloadDir: './datasets'
    })
  }
})()
curl -o ftx_us_trades_2021-11-01_BTC-USD.csv.gz https://datasets.tardis.dev/v1/ftx-us/trades/2021/11/01/BTC-USD.csv.gz

API Access and data format

# 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

Market data collection details

Historical CSV datasets for the first day of each month are available to download without API key. See .

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 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 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 2020-07-21 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.

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

downloadable CSV files documentation
downloadable CSV files documentation
downloadable CSV files
client libs
Python client docs
Node.js client docs
HTTP API docs
Tardis-machine
HTTP API
tardis-machine
orderbook
trades
markets
orderbookGrouped
https://api.tardis.dev/v1/exchanges/ftx-usapi.tardis.dev
See FTX US historical data coverage: available symbols, channels, date ranges and incidents
https://api.tardis.dev/v1/data-feeds/ftx-us?from=2020-06-01&filters=[{%22channel%22:%22orderbook%22,%22symbols%22:[%22BTC/USD%22]}]&offset=0api.tardis.dev
Example API response for FTX US historical market data request
Download sample
Download sample
Download sample
Download sample
Market data collection infrastructure
HTTP API
API Documentation
See FTX US WebSocket API docs providing documentation for each captured channel's format
See docs
See docs
datasets API reference
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