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

Huobi Futures

Huobi Futures historical market data details - instruments, data coverage and data collection specifics

PreviousOKX SpotNextHuobi COIN Swaps

Last updated 2 years ago

Huobi Futures historical data for all it's instruments is available since 2019-11-19.

Downloadable CSV files

Derivative ticker datasets are available since 2020-06-24.

data type

symbol

date

trades

BTC_CQ

2020-02-01

incremental_book_L2

BTC_CQ

2020-02-01

book_snapshot_25

BTC_CQ

2020-02-01

quotes

BTC_CQ

2020-02-01

derivative_ticker

BTC_CQ

2020-07-01

trades

FUTURES

2020-03-01

liquidations

FUTURES

2021-09-01

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="huobi-dm",
    from_date="2020-02-01",
    to_date="2020-02-02",
    filters=[Channel(name="depth", symbols=["BTC_CW"])]
  )

  # messages as provided by Huobi Futures 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: 'huobi-dm',
      from: '2020-02-01',
      to: '2020-02-02',
      filters: [{ channel: 'depth', symbols: ['BTC_CW'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Huobi Futures 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/huobi-dm?from=2020-02-01&filters=[{"channel":"depth","symbols":["BTC_CW"]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"huobi-dm","filters":[{"channel":"depth","symbols":["BTC_CW"]}],"from":"2020-02-01","to":"2020-02-02"}'

Captured real-time channels

Up until 2020-01-31 depth channel was collected with step0 aggregation level (no aggregation) which produces full order book snapshots for each book change which is very inefficient to store. To circumvent this issue we stored only initial book snapshots and then incremental updates instead - incremental updates were 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.ETC_CW.depth.step0",
  "ts": 1572652860024,
  "update": true,
  "tick": {
    "mrid": 24660973159,
    "id": 1572652860,
    "bids": [
      [
        4.869,
        1175
      ]
    ],
    "asks": [],
    "ts": 1572652860013,
    "version": 1572652860,
    "ch": "market.ETC_CW.depth.step0"
  }
}

On 2020-01-31 we've switched to depth.size_150.high_freq channel instead when collecting data and which natively provides incremental order book updates without workarounds described above.

Unfortunately it means that when requesting data for depth channel it may return slightly different format depending for which time period request was made. It's only slightly different and boils down to the way order book update messages are marked vs order book snapshots. In depth.size_150.high_freq order book message has event field always present with value update or snapshot, for example:

{
  "ch": "market.LTC_CW.depth.size_150.high_freq",
  "tick": {
   ...
    "event": "update",
   ...
  }
}

For messages before 2020-01-31 we've used depth.step0 channel for collecting order book data which means order book update message has flag update set to true, if it's a snapshot it doesn't have that flag at all, for example:

{
  "ch": "market.ETC_CW.depth.step0",
  "update": true,
  "tick": {
   ...
  }
}

All other fields are are the same (tick.bids and tick.asks etc).

Market data collection details

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

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

Historical data format is the same as provided by real-time Huobi Futures 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 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.

During data collection integrity of order book incremental updates is being validated using provided by Huobi Futures real-time feed (version field) - in case of detecting missed message WebSocket connection is being restarted. See also details below regarding depth channel data collection details.

- available since 2020-06-24

- generated channel, available since 2020-06-24 Since Huobi Futures does not offer currently real-time WebSocket open interest channel, we simulate it by fetching that info from REST API () every 4-6 seconds for each instrument. Such messages are marked with "ch":"market.<symbol>.open_interest" and "generated":true fields and data field has the same format as REST API response data.

(index price updates) - available since 2020-06-24

- available since 2020-06-24

- available since 2020-06-24

Please feel free to if it's confusing in any way.

We also provide normalization layer that handles those differences transparently via our.

for Huobi Futures 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.

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
depth
sequence numbers
trade
detail
bbo
open_interest
https://huobiapi.github.io/docs/dm/v1/en/#get-contract-open-interest-information
basis
liquidation_orders
contract_info
contact us
client libs
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
See Huobi Futures historical data coverage: available symbols, channels, date ranges and incidents
Example API response for Huobi Futures historical market data request
https://api.tardis.dev/v1/exchanges/huobi-dmapi.tardis.dev
https://api.tardis.dev/v1/data-feeds/huobi-dm?from=2020-02-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22BTC_CW%22]}]&offset=0api.tardis.dev
Huobi API Reference v1.0
See Huobi Futures WebSocket API docs providing documentation for each captured channel's format
Logo
Market data collection infrastructure
HTTP API