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  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
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  1. Historical Data Details

OKX Futures

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

PreviousFTXNextOKX Swap

Last updated 8 months ago

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

Downloadable CSV files

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

API Access and data format

# 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="2023-01-01",
    to_date="2023-01-02",
    filters=[Channel(name="books-l2-tbt", symbols=[])]
  )

  # messages as provided by OKX 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: '2023-01-01',
      to: '2023-01-02',
      filters: [{ channel: 'books-l2-tbt', symbols: [] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by OKX 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=2023-01-01&filters=[{"channel":"books-l2-tbt","symbols":[]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"okex-futures","filters":[{"channel":"books-l2-tbt","symbols":[]}],"from":"2023-01-01","to":"2023-01-02"}'

Captured real-time channels

V3 API channels (recorded until 2021-12-23):

V5 API channels (recorded since 2021-12-23):

  • trades

  • trades-all

  • books-l2-tbt

  • bbo-tbt

  • tickers

  • open-interest

  • mark-price

  • price-limit

  • status

  • instruments

  • index-tickers

  • long-short-account-ratio

  • taker-volume

  • estimated-price

  • public-block-trades

  • public-struc-block-trades

  • liquidation-orders

  • taker-volume-contract

  • long-short-account-ratio-contract-top-trader

  • long-short-position-ratio-contract-top-trader

  • long-short-account-ratio-contract

Market data collection details

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

Historical CSV datasets for the first day of each month are available to download without API key. See .

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 or official that can perform data normalization client-side.

See .

See .

See .

is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to that provides data only in minute by minute slices.

See docs.

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

- available until 2020-01-29

- available since 2019-12-05

- available since 2019-09-21

- available since 2020-07-05

for OKX Futures since 2022-05-04T16:45 is located in AWS HK region (Hong Kong, China, VPC colo setup), before that, starting since 2020-05-15 it was located in GCP asia-northeast1 (Tokyo, Japan) and initially it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

downloadable CSV files documentation
downloadable CSV files
client libs
Python client docs
Node.js client docs
HTTP API docs
Tardis-machine
HTTP API
tardis-machine
futures/trade
futures/depth
futures/depth_l2_tbt
futures/mark_price
futures/ticker
index/ticker
system/status
Download sample
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https://api.tardis.dev/v1/exchanges/okex-futuresapi.tardis.dev
See OKX Futures historical data coverage: available symbols, channels, date ranges and incidents
https://api.tardis.dev/v1/data-feeds/okex-futures?from=2023-01-01&filters=[{%22channel%22:%22books-l2-tbt%22,%22symbols%22:[]}]&offset=0api.tardis.dev
Example API response for OKEx Futures historical market data request
OKX API guide | OKX technical support | OKX
See OKX Futures WebSocket API docs providing documentation for each captured channel's format
Market data collection infrastructure
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HTTP API