Gate.io Futures

Gate.io Futures historical market data details - available instruments, data coverage and data collection specifics

Gate.io Futures historical data for all it's instruments is available since 2020-07-01.

See Gate.io Futures 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_USDT

2020-07-01

incremental_book_L2

BTC_USDT

2020-07-01

quotes

BTC_USDT

2020-07-01

derivative_ticker

BTC_USDT

2020-07-01

trades

PERPETUALS

2020-07-01

API Access and data format

Historical data format is the same as provided by real-time Gate.io Futures WebSocket v4 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="gate-io-futures",
    from_date="2020-07-01",
    to_date="2020-07-02",
    filters=[Channel(name="order_book", symbols=["BTC_USDT"])]
  )

  # messages as provided by Gate.io Futures real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

Captured real-time channels

Click any channel below to see HTTP API response with historical data recorded for it.

Market data collection details

Market data collection infrastructure for Gate.io Futures is located in GCP asia-northeast1 (Tokyo, Japan). Real-time market data is captured via multiple WebSocket connections.

Gate.io Futures servers are located in AWS ap-northeast-1 region (Tokyo, Japan).

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