Huobi USDT Swaps
Huobi USDT Swaps historical market data details - instruments, data coverage and data collection specifics
Last updated
Huobi USDT Swaps historical market data details - instruments, data coverage and data collection specifics
Last updated
Huobi USDT Swaps historical data for all it's instruments is available since 2020-10-30.
Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.
Historical data format is the same as provided by real-time Huobi USDT Swaps 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.
See Python client docs.
Click any channel below to see HTTP API response with historical data recorded for it.
depth (depth.size_150.high_freq)
During data collection integrity of order book incremental updates is being validated using sequence numbers provided by Huobi Swap real-time feed (version
field) - in case of detecting missed message WebSocket connection is being restarted.
open_interest - generated channel
Since Huobi does not offer currently real-time WebSocket open interest channel, we simulate it by fetching that info from REST API (https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-swap-open-interest-information) 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.
Market data collection infrastructure for Huobi USDT Swap is located in GCP asia-northeast1 (Tokyo, Japan). Real-time market data is captured via multiple WebSocket connections.
Huobi servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
data type
symbol
date
trades
BTC-USDT
2023-03-01
incremental_book_L2
BTC-USDT
2023-03-01
book_snapshot_25
BTC-USDT
2023-03-01
quotes
BTC-USDT
2023-03-01
book_ticker
BTC-USDT
2023-03-01
derivative_ticker
BTC-USDT
2023-03-01
trades
FUTURES
2023-03-01
liquidations
PERPETUALS
2023-03-01