OKX Spot
OKX Spot historical market data details - currency pairs, data coverage and data collection specifics
OKEx 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.
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
How to download all OKEx datasets for all instruments
See full downloadable CSV files documentation with datasets format spec, data samples and more.
# requires Python >=3.6
# pip install tardis-dev
from tardis_dev import datasets, get_exchange_details
import logging
# optionally enable debug logs
# logging.basicConfig(level=logging.DEBUG)
exchange = 'okex'
exchange_details = get_exchange_details(exchange)
# iterate over and download all data for every symbol
for symbol in exchange_details["datasets"]["symbols"]:
# alternatively specify datatypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
# see available options https://docs.tardis.dev/downloadable-csv-files#data-types
data_types = symbol["dataTypes"]
symbol_id = symbol["id"]
from_date = symbol["availableSince"]
to_date = symbol["availableTo"]
# skip groupped symbols
if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
continue
print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")
# each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
# see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
datasets.download(
exchange = exchange,
data_types = data_types,
from_date = from_date,
to_date = to_date,
symbols = [symbol_id],
# TODO set your API key here
api_key = "YOUR_API_KEY",
# path where CSV data will be downloaded into
download_dir = "./datasets",
)
See docs that shows all available download options (download path customization, filenames conventions and more).
API Access and data format
Historical data format is the same as provided by real-time OKX WebSocket v3 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.
# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")
async def replay():
# replay method returns Async Generator
messages = tardis_client.replay(
exchange="okex",
from_date="2020-01-01",
to_date="2020-01-02",
filters=[Channel(name="spot/trade", symbols=[])]
)
# messages as provided by OKEx real-time stream
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())
See Python client docs.
Captured real-time channels
spot/depth - available until 2020-04-10
spot/depth_l2_tbt - available since 2020-04-10
system/status - available since 2020-07-05
Market data collection details
Market data collection infrastructure for OKX Spot since 2022-05-04T16:45 is located in AWS HK region (Hong Kong, China, VPC colo setup), before that, starting since 2020-05-15 it was located in GCP asia-northeast1 (Tokyo, Japan) and initially it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.
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