Huobi Global (high caps)

Huobi Global historical market data details - currency pairs, data coverage and data collection specifics

Huobi Global historical data for high caps currency pairs is available since 2019-11-19.

See Huobi Global 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

BTCUSDT

2019-12-01

Download sample

incremental_book_L2

BTCUSDT

2019-12-01

Download sample

quotes

BTCUSDT

2019-12-01

Download sample

trades

ETHUSDT

2020-03-01

Download sample

incremental_book_L2

ETHUSDT

2020-03-01

Download sample

API Access and data format

Historical data format is the same as provided by real-time Huobi Global 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 perform data normalization client-side.

Python
Node.js
cURL & HTTP API
cURL & tardis-machine
Python
# 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="huobi",
from_date="2019-12-01",
to_date="2019-12-02",
filters=[Channel(name="depth", symbols=["btcusdt"])]
)
# messages as provided by Huobi real-time stream
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())

See Python client docs.

Node.js
// npm install tardis-dev
const { replay } = require('tardis-dev');
async function run() {
try {
const messages = replay({
exchange: 'huobi',
from: '2019-12-01',
to: '2019-12-02',
filters: [{ channel: 'depth', symbols: ['btcusdt'] }],
apiKey: 'YOUR_API_KEY'
});
// messages as provided by Huobi real-time stream
for await (const { localTimestamp, message } of messages) {
console.log(localTimestamp, message);
}
} catch (e) {
console.error(e);
}
}
run();

See Node.js client docs.

cURL & HTTP API
curl -g 'https://api.tardis.dev/v1/data-feeds/huobi?from=2019-12-01&filters=[{"channel":"depth","symbols":["btcusdt"]}]&offset=0'

See HTTP API docs.

cURL & tardis-machine
curl -g 'localhost:8000/replay?options={"exchange":"huobi","filters":[{"channel":"depth","symbols":["btcusdt"]}],"from":"2019-12-01","to":"2019-12-02"}'

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

See Huobi Global 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.

depth channel was collected with step0 aggregation level and provides data in 1-second intervals.

Huobi Globaldepth real-time WebSocket channel always publishes full order book snapshots which are inefficient to store. To circumvent this issue we store only initial book snapshots and then incremental updates instead - incremental updates are calculated by diffing two subsequent book snapshots and provided in the same format as other depth messages, except having additional update: true flag set as in snippet below. Update with amount (second value in array) set to 0 means such level should be deleted, otherwise price level should be updated with new amount value.

{
"ch":"market.zileth.depth.step0",
"ts":1573527600013,
"update":true,
"tick":{
"bids":[ [3.056E-05, 0] ],
"asks":[],
"ts":1573527600005,
"version":100132779130
}
}

Market data collection details

Market data collection infrastructure for Huobi Global since 2020-06-19 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

Huobi Global servers are located in AWS ap-northeast-1 region (Tokyo, Japan).