OKEx Futures

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

OKEx historical data for all it's futures instruments is available since 2019-03-30.

See OKEx 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.

data type

symbol

date

trades

BTC-USD-200103

2020-01-01

Download sample

incremental_book_L2

BTC-USD-200103

2020-01-01

Download sample

quotes

BTC-USD-200103

2020-01-01

Download sample

derivative_ticker

BTC-USD-200103

2020-01-01

Download sample

trades

FUTURES

2020-03-01

Download sample

incremental_book_L2

FUTURES

2020-03-01

Download sample

API Access and data format

Historical data format is the same as provided by real-time OKEx 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.

Python
Node.js
cURL & HTTP API
cURL & tardis-machine
Python
# 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-futures",
from_date="2020-01-01",
to_date="2020-01-02",
filters=[Channel(name="futures/depth_l2_tbt", 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.

Node.js
// npm install tardis-dev
const { replay } = require('tardis-dev');
async function run() {
try {
const messages = replay({
exchange: 'okex-futures',
from: '2020-01-01',
to: '2020-01-02',
filters: [{ channel: 'futures/depth_l2_tbt', symbols: [] }],
apiKey: 'YOUR_API_KEY'
});
// messages as provided by OKEx real-time stream
for await (const { localTimestamp, message } of messages) {
console.log(localTimestamp, message);
}
} catch (e) {
console.error(e);
}
}
run();

See Node.js client docs.

cURL & HTTP API
curl -g 'https://api.tardis.dev/v1/data-feeds/okex-futures?from=2020-01-01&filters=[{"channel":"futures/depth_l2_tbt","symbols":[]}]&offset=0'

See HTTP API docs.

cURL & tardis-machine
curl -g 'localhost:8000/replay?options={"exchange":"okex-futures","filters":[{"channel":"futures/depth_l2_tbt","symbols":[]}],"from":"2020-01-01","to":"2020-01-02"}'

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

Click any channel below to see HTTP API response with historical data recorded for it.

Market data collection details

Market data collection infrastructure for OKEx Futures since 2020-05-15 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.

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