Huobi COIN Swaps
Huobi COIN Swaps historical market data details - instruments, data coverage and data collection specifics
Huobi COIN Swaps historical data for all it's instruments is available since 2020-03-28.
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.
Derivative ticker datasets are available since 2020-06-24.
API Access and data format
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 downloadable CSV files or official client libs that perform data normalization client-side.
See Python client docs.
Captured real-time channels
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.bbo - available since 2020-09-18
open_interest - 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 (https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#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 anddata
field has the same format as REST API response data.basis (index price updates) - available since 2020-06-24
liquidation_orders - available since 2020-06-24
contract_info - available since 2020-06-24
funding_rate - available since 2020-06-24
Market data collection details
Market data collection infrastructure 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.
Huobi servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
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