OKX Futures

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

OKX historical data for all it's 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
trades	BTC-USD-200103	2020-01-01	Download sample
incremental_book_L2	BTC-USD-200103	2020-01-01	Download sample
book_snapshot_25	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
liquidations	FUTURES	2021-09-01	Download sample

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.

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'

https://api.tardis.dev/v1/data-feeds/okex-futures?from=2020-01-01&filters=[{%22channel%22:%22futures/depth_l2_tbt%22,%22symbols%22:[]}]&offset=0api.tardis.dev

Example API response for OKEx Futures historical market data request

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

OKEx API guide | OKEx technical support | OKEx

See OKEx 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.

• futures/trade

• futures/depth - available until 2020-01-29

• futures/depth_l2_tbt - available since 2019-12-05

• futures/mark_price

• futures/ticker

• index/ticker - available since 2019-09-21

• system/status - available since 2020-07-05

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).