FTX US
FTX US historical market data details - available currency pairs, data coverage and data collection specifics
FTX US historical data for all it's currency pairs is available since 2020-05-22.
https://api.tardis.dev/v1/exchanges/ftx-us
api.tardis.dev
See FTX US 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.
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

See full downloadable CSV files documentation with datasets format spec, data samples and more.
Python
Node.js
cURL
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# requires Python >=3.6
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# pip install tardis-dev
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from tardis_dev import datasets, get_exchange_details
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import logging
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# optionally enable debug logs
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# logging.basicConfig(level=logging.DEBUG)
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exchange = 'ftx-us'
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exchange_details = get_exchange_details(exchange)
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# iterate over and download all data for every symbol
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for symbol in exchange_details["datasets"]["symbols"]:
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# alternatively specify datatypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
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# see available options https://docs.tardis.dev/downloadable-csv-files#data-types
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data_types = symbol["dataTypes"]
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symbol_id = symbol["id"]
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from_date = symbol["availableSince"]
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to_date = symbol["availableTo"]
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# skip groupped symbols
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if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
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continue
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print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")
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# each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
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# see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
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datasets.download(
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exchange = exchange,
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data_types = data_types,
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from_date = from_date,
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to_date = to_date,
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symbols = [symbol_id],
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# TODO set your API key here
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api_key = "YOUR_API_KEY",
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# path where CSV data will be downloaded into
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download_dir = "./datasets",
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)
Copied!
See docs that shows all available download options (download path customization, filenames conventions and more).
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// npm install tardis-dev
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// requires node version >=12
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const { downloadDatasets, getExchangeDetails } = require('tardis-dev')
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;(async () => {
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const exchange = 'ftx-us'
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const exchangeDetails = await getExchangeDetails(exchange)
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// iterate over and download all data for every symbol
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for (const symbol of exchangeDetails.datasets.symbols) {
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// alternatively specify dataTypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
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// see available options https://docs.tardis.dev/downloadable-csv-files#data-types
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const dataTypes = symbol.dataTypes
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const symbolId = symbol.id
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const from = symbol.availableSince
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const to = symbol.availableTo
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// skip groupped symbols
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if (['PERPETUALS', 'SPOT', 'FUTURES'].includes(symbolId)) {
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continue
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}
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console.log(`Downloading ${exchange} ${dataTypes} for ${symbolId} from ${from} to ${to}`)
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// each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
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// see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
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await downloadDatasets({
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exchange,
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dataTypes,
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from,
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to,
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symbols: [symbolId],
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// TODO: set your API key here
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apiKey: 'YOUR_API_KEY',
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// path where CSV data will be downloaded into
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downloadDir: './datasets'
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})
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}
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})()
Copied!
See docs that shows all available download options (download path customization, filenames conventions and more).
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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
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See datasets API reference which allows downloading single file at once.

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.
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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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-us",
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from_date="2020-06-01",
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to_date="2020-06-02",
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filters=[Channel(name="orderbook", symbols=["BTC/USD"])]
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)
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# messages as provided by FTX US real-time stream
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async for local_timestamp, message in messages:
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print(message)
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asyncio.run(replay())
Copied!
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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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-us',
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from: '2020-06-01',
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to: '2020-06-02',
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filters: [{ channel: 'orderbook', symbols: ['BTC/USD'] }],
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apiKey: 'YOUR_API_KEY'
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});
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// messages as provided by FTX US 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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run();
Copied!
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curl -g 'https://api.tardis.dev/v1/data-feeds/ftx-us?from=2020-06-01&filters=[{"channel":"orderbook","symbols":["BTC/USD"]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/ftx-us?from=2020-06-01&filters=[{%22channel%22:%22orderbook%22,%22symbols%22:[%22BTC/USD%22]}]&offset=0
api.tardis.dev
Example API response for FTX US historical market data request
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curl -g 'localhost:8000/replay?options={"exchange":"ftx-us","filters":[{"channel":"orderbook","symbols":["BTC/USD"]}],"from":"2020-06-01","to":"2020-06-02"}'
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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 US 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
  • 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.
Last modified 3mo ago