HTX Options

HTX Options (formerly Huobi Options) historical market data details - available instruments, data coverage and data collection specifics

HTX Options historical data for all its instruments is available since 2021-02-01 until 2021-06-26.

https://api.tardis.dev/v1/exchanges/huobi-dm-optionsapi.tardis.dev

See HTX Options 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-USDT-210326-C-32000	2021-03-01	Download sample
trades	OPTIONS	2021-03-01	Download sample
options_chain	OPTIONS	2021-03-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time HTX Options 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="huobi-dm-options",
        from_date="2021-03-01",
        to_date="2021-03-02",
        filters=[Channel(name="depth", symbols=["BTC-USDT-210326-C-32000"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by HTX Options 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: 'huobi-dm-options',
  from: '2021-03-01',
  to: '2021-03-02',
  filters: [{ channel: 'depth', symbols: ['BTC-USDT-210326-C-32000'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by HTX Options 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/huobi-dm-options?from=2021-03-01&filters=[{"channel":"depth","symbols":["BTC-USDT-210326-C-32000"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/huobi-dm-options?from=2021-03-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22BTC-USDT-210326-C-32000%22]}]&offset=0api.tardis.dev

Example API response for HTX Options historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"huobi-dm-options","filters":[{"channel":"depth","symbols":["BTC-USDT-210326-C-32000"]}],"from":"2021-03-01","to":"2021-03-02"}'

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

Huobi Option API Referenceweb.archive.org

See HTX Options 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.

• trade Trade executions stream

• depth Order book snapshots and incremental updates stream (30ms frequency). Order book integrity is validated using sequence numbers (version field) -- on missed message the WebSocket connection is restarted. Uses depth.size_150.high_freq which natively provides incremental updates with "event":"update"|"snapshot" field.

• open_interest -- generated channel Generated open interest snapshots from REST endpoint every 4-6 seconds per instrument

• option_market_index -- generated channel Generated option market index snapshots from REST endpoint

• option_index -- generated channel Generated option underlying index snapshots from REST endpoint

• detail 24h option statistics stream (500ms frequency)

• bbo Best bid and ask quote updates stream

Market data collection details

Market data collection infrastructure for HTX Options was located in GCP asia-northeast1 region (Tokyo, Japan).

Real-time market data was captured via multiple WebSocket connections to wss://api.hbdm.com/option-ws (proxied via Cloudflare).

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