OKX Options

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

OKX historical data for all it's options instruments is available since 2020-02-01.

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-200327-8500-P

2020-03-01

Download sample

incremental_book_L2

BTC-USD-200327-8500-P

2020-03-01

Download sample

quotes

BTC-USD-200327-8500-P

2020-03-01

Download sample

trades

OPTIONS

2020-03-01

Download sample

options_chain

OPTIONS

2020-03-01

Download sample

quotes

OPTIONS

2020-03-01

Download sample

book_snapshot_25

OPTIONS

2020-03-01

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.

# 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-options",
    from_date="2020-02-01",
    to_date="2020-02-02",
    filters=[Channel(name="option/trade", 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.

// npm install tardis-dev
const { replay } = require('tardis-dev');

async function run() {
  try {
    const messages = replay({
      exchange: 'okex-options',
      from: '2020-02-01',
      to: '2020-02-02',
      filters: [{ channel: 'option/trade', 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 -g 'https://api.tardis.dev/v1/data-feeds/okex-options?from=2020-02-01&filters=[{"channel":"option/trade","symbols":[]}]&offset=0'

See HTTP API docs.

curl -g 'localhost:8000/replay?options={"exchange":"okex-options","filters":[{"channel":"option/trade","symbols":[]}],"from":"2020-02-01","to":"2020-02-02"}'

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.

option/trade
option/depth - available until 2020-02-12
option/depth_l2_tbt - available since 2020-02-08
option/ticker
option/summary
option/instruments
index/ticker - available since 2020-06-09
system/status - available since 2020-07-05
option/trades - available since 2020-07-31

Market data collection details

Market data collection infrastructure for OKX Options 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.

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

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Last updated 3 months ago

# 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-options", from_date="2020-02-01", to_date="2020-02-02", filters=[Channel(name="option/trade", 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-options', from: '2020-02-01', to: '2020-02-02', filters: [{ channel: 'option/trade', 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();