OKEx Futures

Downloadable CSV files API Docs Historical Data Details
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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. 
https://api.tardis.dev/v1/exchanges/okex-futures
api.tardis.dev
See OKEx Futures historical data coverage: available symbols, channels, date ranges and incidents
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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
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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​
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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
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# pip install tardis-client
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import asyncio
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from tardis_client import TardisClient, Channel
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tardis_client = TardisClient(api_key="YOUR_API_KEY")
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​
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async def replay():
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  # replay method returns Async Generator
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  messages = tardis_client.replay(
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    exchange="okex-futures",
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    from_date="2020-01-01",
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    to_date="2020-01-02",
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    filters=[Channel(name="futures/depth_l2_tbt", symbols=[])]
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  )
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​
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  # messages as provided by OKEx real-time stream
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  async for local_timestamp, message in messages:
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    print(message)
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​
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​
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asyncio.run(replay())
Copied!
See Python client docs.
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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​
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async function run() {
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  try {
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    const messages = replay({
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      exchange: 'okex-futures',
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      from: '2020-01-01',
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      to: '2020-01-02',
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      filters: [{ channel: 'futures/depth_l2_tbt', symbols: [] }],
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      apiKey: 'YOUR_API_KEY'
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    });
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​
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    // messages as provided by OKEx real-time stream
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    for await (const { localTimestamp, message } of messages) {
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      console.log(localTimestamp, message);
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    }
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  } catch (e) {
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    console.error(e);
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  }
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}
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​
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run();
Copied!
See Node.js client docs.
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curl -g 'https://api.tardis.dev/v1/data-feeds/okex-futures?from=2020-01-01&filters=[{"channel":"futures/depth_l2_tbt","symbols":[]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/okex-futures?from=2020-01-01&filters=[{%22channel%22:%22futures/depth_l2_tbt%22,%22symbols%22:[]}]&offset=0
api.tardis.dev
Example API response for OKEx Futures historical market data request
See HTTP API docs.
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curl -g 'localhost:8000/replay?options={"exchange":"okex-futures","filters":[{"channel":"futures/depth_l2_tbt","symbols":[]}],"from":"2020-01-01","to":"2020-01-02"}'
Copied!
​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.
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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
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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
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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.
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OKEx servers are located in Alibaba Cloud cn-hongkong region (Hong Kong, China).
​
​
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OKEx Swap
Last modified 25d ago
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Contents
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details