FTX US

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

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

https://api.tardis.dev/v1/exchanges/ftx-usapi.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
incremental_book_L2	BTC-USD	2020-06-01	Download sample
trades	BTC-USD	2020-06-01	Download sample
quotes	BTC-USD	2020-06-01	Download sample

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

# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="ftx-us",
        from_date="2022-01-01",
        to_date="2022-01-02",
        filters=[Channel(name="orderbook", symbols=["BTC/USD"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by FTX US real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'ftx-us',
  from: '2022-01-01',
  to: '2022-01-02',
  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);
}

See Node.js client docs.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/ftx-us?from=2022-01-01&filters=[{"channel":"orderbook","symbols":["BTC/USD"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/ftx-us?from=2022-01-01&filters=[{%22channel%22:%22orderbook%22,%22symbols%22:[%22BTC/USD%22]}]&offset=0api.tardis.dev

Example API response for FTX US historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"ftx-us","filters":[{"channel":"orderbook","symbols":["BTC/USD"]}],"from":"2022-01-01","to":"2022-01-02"}'

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 Documentationweb.archive.org

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.

• trades Trade executions stream

• orderbook Order book snapshots and updates stream (best 100 orders on each side)

• ticker Best bid/ask and last price stream

• markets — available since 2020-06-17 Market metadata and status updates stream. Sends full snapshot on subscription and once per minute, plus update messages on market listings/delistings/changes

• orderbookGrouped — available since 2020-07-20 Grouped order book snapshots and updates stream with higher depth than orderbook channel

Market data collection details

Market data collection infrastructure for FTX US was located in GCP europe-west2 region (London, UK).

Real-time market data was captured via multiple WebSocket connections to wss://ftx.us/ws.

FTX US servers were located in AWS ap-northeast-1 region (Tokyo, Japan).