OKX Futures

OKX Futures historical market data details - instruments, data coverage and data collection specifics

OKX historical data for all its futures instruments is available since 2019-03-30.

https://api.tardis.dev/v1/exchanges/okex-futuresapi.tardis.dev

See OKX Futures 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.

Liquidations datasets are available since 2020-12-18.

data type	symbol	date
incremental_book_L2	BTC-USD-200103	2020-01-01	Download sample
trades	BTC-USD-200103	2020-01-01	Download sample
derivative_ticker	BTC-USD-200103	2020-01-01	Download sample

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 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="okex-futures",
        from_date="2024-01-01",
        to_date="2024-01-02",
        filters=[Channel(name="books", symbols=["BTC-USD-240329"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by OKX 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: 'okex-futures',
  from: '2024-01-01',
  to: '2024-01-02',
  filters: [{ channel: 'books', symbols: ['BTC-USD-240329'] }],
  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.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/okex-futures?from=2024-01-01&filters=[{"channel":"books","symbols":["BTC-USD-240329"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/okex-futures?from=2024-01-01&filters=[{%22channel%22:%22books%22,%22symbols%22:[%22BTC-USD-240329%22]}]&offset=0api.tardis.dev

Example API response for OKX Futures historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"okex-futures","filters":[{"channel":"books","symbols":["BTC-USD-240329"]}],"from":"2024-01-01","to":"2024-01-02"}'

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

OKX API guide | OKX technical support | OKXwww.okx.com

See OKX Futures 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.

Current channels (API v5, since 2021-12-23):

• trades Public futures trade executions stream

• trades-all — available since 2023-10-19 All trades stream including non-aggregated trade messages

• books-l2-tbt — available until 2026-05-21 Tick-by-tick L2 futures order book updates

• books — available from 2023-02-24 to 2024-07-19, and from 2026-05-21 onward Incremental futures order book depth updates

• bbo-tbt — available since 2022-05-05 Tick-by-tick best bid and offer updates

• tickers 24h futures ticker updates

• liquidations Liquidation events with at most one update per second per contract

• liquidation-orders — available since 2023-03-30 Liquidation orders with at most one update per second per contract

• open-interest Open interest updates

• mark-price Mark price updates with keepalive up to 10s when unchanged

• index-tickers Index ticker updates with keepalive up to 1m when unchanged

• funding-rate — available since 2026-08-05 for X-Perp futures Funding rate updates for X-Perp futures with upcoming funding time (30s to 90s cadence); source for normalized derivative_ticker messages

• price-limit Price limit updates

• status Exchange status and maintenance notifications

• instruments Instrument state updates (listing, suspension, parameter changes)

• long-short-account-ratio — generated channel Long/short account ratio snapshots from REST statistics endpoint (1m). From 2023-06-09 15:30 UTC to 2026-08-04 11:16 UTC, updates occurred at varying intervals longer than the documented 1m.

• taker-volume — generated channel Taker buy/sell volume snapshots from REST statistics endpoint (1m). From 2023-06-09 15:30 UTC to 2026-08-04 11:16 UTC, updates occurred at varying intervals longer than the documented 1m.

• estimated-price Estimated delivery/settlement price updates

• public-block-trades — available since 2023-01-01 Public block trades stream

• public-struc-block-trades — available since 2023-01-01 Public structured block trades stream

• taker-volume-contract — generated channel, available since 2024-08-08 Contract-level taker buy/sell volume snapshots from REST statistics endpoint

• long-short-account-ratio-contract-top-trader — generated channel, available since 2024-08-08 Contract-level top-trader long/short account ratio snapshots from REST statistics endpoint

• long-short-position-ratio-contract-top-trader — generated channel, available since 2024-08-08 Contract-level top-trader long/short position ratio snapshots from REST statistics endpoint

• long-short-account-ratio-contract — generated channel, available since 2024-08-08 Contract-level long/short account ratio snapshots from REST statistics endpoint

Legacy channels (API v3, until 2021-12-23):

• futures/trade Public futures trade executions stream

• futures/depth — available until 2020-01-29 Incremental futures order book updates (legacy depth channel)

• futures/depth_l2_tbt — available since 2019-12-03 Tick-by-tick L2 futures order book updates with sequencing

• futures/ticker 24h futures ticker updates

• futures/liquidation — available since 2020-12-17 Futures liquidation events

• futures/mark_price Mark price with keepalive up to 10s when unchanged

• index/ticker — available since 2019-09-20 Index ticker for futures contracts with keepalive up to 1m when unchanged

• system/status — available since 2020-07-01 Exchange status and maintenance notifications

• information/sentiment — generated channel, available since 2020-10-28 Market sentiment ratio metrics

• information/long_short_ratio — generated channel, available since 2020-10-28 Long/short account ratio metrics

• information/margin — generated channel, available since 2020-10-28 Margin ratio metrics

Market data collection details

Market data collection infrastructure for OKX Futures is located in GCP asia-northeast1 region (Tokyo, Japan) since 2026-05-21. Before that, from 2022-05-04, it was 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://ws.okx.com:8443/ws/v5/public. Before 2026-05-21, data was captured from the OKX colocation endpoint at wss://awscolows1.okx.com:8443/ws/v5/public.

OKX servers are located in Alibaba Cloud cn-hongkong region (Hong Kong, China).