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-futures
api.tardis.dev
See OKX Futures historical data coverage: available symbols, channels, date ranges and incidents
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 | |
incremental_book_L2 | BTC-USD-200103 | 2020-01-01 | |
book_snapshot_25 | BTC-USD-200103 | 2020-01-01 | |
quotes | BTC-USD-200103 | 2020-01-01 | |
derivative_ticker | BTC-USD-200103 | 2020-01-01 | |
trades | FUTURES | 2020-03-01 | |
liquidations | FUTURES | 2021-09-01 |
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
Node.js
cURL & HTTP API
cURL & tardis-machine
# 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())
// 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();
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=0
api.tardis.dev
Example API response for OKEx Futures historical market data request
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.
OKEx API guide | OKEx technical support | OKEx
See OKEx Futures WebSocket API docs providing documentation for each captured channel's format
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).
Last modified 9d ago