Huobi COIN Swaps
Huobi COIN Swaps historical market data details - instruments, data coverage and data collection specifics
Last updated
Huobi COIN Swaps historical market data details - instruments, data coverage and data collection specifics
Last updated
Huobi COIN Swaps historical data for all it's instruments is available since 2020-03-28.
data type
symbol
date
trades
BTC-USD
2020-04-01
incremental_book_L2
BTC-USD
2020-04-01
book_snapshot_25
BTC-USD
2020-04-01
quotes
BTC-USD
2020-04-01
book_snapshot_25
BTC-USD
2020-04-01
derivative_ticker
BTC-USD
2020-07-01
trades
PERPETUALS
2020-05-01
liquidations
PERPETUALS
2021-09-01
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 COIN 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 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.
(depth.size_150.high_freq)
During data collection integrity of order book incremental updates is being validated using provided by Huobi Swap real-time feed (version
field) - in case of detecting missed message WebSocket connection is being restarted.
- available since 2020-09-18
- generated channel, available since 2020-06-24
Since Huobi 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
- available since 2020-06-24
for Huobi COIN Swaps 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.