# OKX Spot OKX historical data for **spot high caps currency pairs** is available since **2019-03-30**, data for all spot currency pairs is available since **2021-03-11**. {% embed url="" %} See OKX Spot historical data coverage: available symbols, channels, date ranges and incidents {% endembed %} ### 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](https://docs.tardis.dev/downloadable-csv-files/overview). | data type | symbol | date | | | --------------------- | -------- | ---------- | ----------------------------------------------------------------------------------------------------- | | incremental\_book\_L2 | BTC-USDT | 2020-01-01 | [Download sample](https://datasets.tardis.dev/v1/okex/incremental_book_L2/2020/01/01/BTC-USDT.csv.gz) | | trades | BTC-USDT | 2020-01-01 | [Download sample](https://datasets.tardis.dev/v1/okex/trades/2020/01/01/BTC-USDT.csv.gz) | | quotes | BTC-USDT | 2020-01-01 | [Download sample](https://datasets.tardis.dev/v1/okex/quotes/2020/01/01/BTC-USDT.csv.gz) | ### API Access and data format Historical data format is the same as provided by real-time OKX WebSocket **v5** API with addition of local timestamps (before 2021-12-23 it was **v3** API version). If you'd like to work with **normalized data format** instead (same format for each exchange) see [downloadable CSV files](https://docs.tardis.dev/downloadable-csv-files/overview) or official [client libs](https://docs.tardis.dev/api/quickstart) that can perform data normalization client-side. {% tabs %} {% tab title="Python" %} ```python # pip install tardis-dev import asyncio from tardis_dev import Channel, replay async def main(): async for local_timestamp, message in replay( exchange="okex", from_date="2024-01-01", to_date="2024-01-02", filters=[Channel(name="books-l2-tbt", symbols=["BTC-USDT"])], api_key="YOUR_API_KEY", ): # messages as provided by OKX real-time stream print(message) asyncio.run(main()) ``` See [Python client docs](https://docs.tardis.dev/python-client/quickstart). {% endtab %} {% tab title="Node.js" %} ```javascript // npm install tardis-dev import { replay } from 'tardis-dev'; const messages = replay({ exchange: 'okex', from: '2024-01-01', to: '2024-01-02', filters: [{ channel: 'books-l2-tbt', symbols: ['BTC-USDT'] }], apiKey: 'YOUR_API_KEY' }); // messages as provided by OKX real-time stream for await (const { localTimestamp, message } of messages) { console.log(localTimestamp, message); } ``` See [Node.js client docs](https://docs.tardis.dev/node-client/quickstart). {% endtab %} {% tab title="cURL & HTTP API" %} ```bash curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01&filters=[{"channel":"books-l2-tbt","symbols":["BTC-USDT"]}]&offset=0' ``` {% embed url="" %} Example API response for OKX Spot historical market data request {% endembed %} See [HTTP API docs](https://docs.tardis.dev/api/http-api-reference). {% endtab %} {% tab title="cURL & tardis-machine" %} ```bash curl -g 'localhost:8000/replay?options={"exchange":"okex","filters":[{"channel":"books-l2-tbt","symbols":["BTC-USDT"]}],"from":"2024-01-01","to":"2024-01-02"}' ``` [Tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](https://docs.tardis.dev/api/http-api-reference) that provides data only in minute by minute slices. See [tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) docs. {% endtab %} {% endtabs %} ### Captured real-time channels {% embed url="" %} See OKX Spot WebSocket API docs providing documentation for each captured channel's format {% endembed %} {% hint style="info" %} Click any channel below to see [HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) response with historical data recorded for it. {% endhint %} **Current channels (API v5, since 2021-12-23):** * [trades](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22trades%22}]) Public spot trade executions stream * [trades-all](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22trades-all%22}]) — available since **2023-10-19** All trades stream including non-aggregated trade messages * [books-l2-tbt](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22books-l2-tbt%22}]) Tick-by-tick L2 spot order book updates * [books](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22books%22}]) — available since **2023-02-24**, until **2024-07-19** Incremental spot order book depth updates * [bbo-tbt](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22bbo-tbt%22}]) — available since **2022-05-05** Tick-by-tick best bid and offer updates * [tickers](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22tickers%22}]) 24h spot ticker updates * [interest-rate-loan-quota](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22interest-rate-loan-quota%22}]) — generated channel Public interest rate and loan quota snapshots from REST endpoint * [vip-interest-rate-loan-quota](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22vip-interest-rate-loan-quota%22}]) — generated channel VIP interest rate and loan quota snapshots from REST endpoint * [status](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22status%22}]) Exchange status and maintenance notifications * [instruments](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22instruments%22}]) Instrument state updates (listing, suspension, parameter changes) * [taker-volume](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22taker-volume%22}]) — generated channel Taker buy/sell volume snapshots from REST statistics endpoint * [liquidations](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22liquidations%22}]) — generated channel Margin liquidation events from REST liquidation orders endpoint * [public-block-trades](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22public-block-trades%22}]) — available since **2023-01-01** Public block trades stream * [public-struc-block-trades](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22public-struc-block-trades%22}]) — available since **2023-01-01** Public structured block trades stream * [loan-ratio](https://api.tardis.dev/v1/data-feeds/okex?from=2024-01-01\&filters=\[{%22channel%22:%22loan-ratio%22}]) — generated channel Margin loan ratio snapshots from REST statistics endpoint **Legacy channels (API v3, until 2021-12-23):** * [spot/trade](https://api.tardis.dev/v1/data-feeds/okex?from=2021-01-01\&filters=\[{%22channel%22:%22spot/trade%22}]) Public spot trade executions stream * [spot/depth](https://api.tardis.dev/v1/data-feeds/okex?from=2020-01-01\&filters=\[{%22channel%22:%22spot/depth%22}]) — available until **2020-04-11** Incremental spot order book updates (legacy depth channel) * [spot/depth\_l2\_tbt](https://api.tardis.dev/v1/data-feeds/okex?from=2021-01-01\&filters=\[{%22channel%22:%22spot/depth_l2_tbt%22}]) — available since **2020-04-09** Tick-by-tick L2 spot order book updates with sequencing * [spot/ticker](https://api.tardis.dev/v1/data-feeds/okex?from=2021-01-01\&filters=\[{%22channel%22:%22spot/ticker%22}]) 24h spot ticker updates * [system/status](https://api.tardis.dev/v1/data-feeds/okex?from=2021-01-01\&filters=\[{%22channel%22:%22system/status%22}]) — available since **2020-07-01** Exchange status and maintenance notifications * [margin/interest\_rate](https://api.tardis.dev/v1/data-feeds/okex?from=2021-06-01\&filters=\[{%22channel%22:%22margin/interest_rate%22}]) — available since **2021-02-24** Margin interest rate updates ### Market data collection details [Market data collection infrastructure](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) for OKX Spot since **2022-05-04** is located in AWS HK region (Hong Kong, China, VPC colo setup), before that, since **2020-05-15** it was located in GCP asia-northeast1 region (Tokyo, Japan) and initially it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via **multiple WebSocket connections** to `wss://awscolows1.okx.com:8443/ws/v5/public`. {% hint style="info" %} OKX servers are located in Alibaba Cloud cn-hongkong region (Hong Kong, China). {% endhint %}