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

incremental_book_L2

BTC-USD-200327-8500-P

2020-03-01

quotes

BTC-USD-200327-8500-P

2020-03-01

trades

OPTIONS

2020-03-01

options_chain

OPTIONS

2020-03-01

quotes

OPTIONS

2020-03-01

book_snapshot_25

OPTIONS

2020-03-01

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.

Captured real-time channels

See OKEx Options 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.

Market data collection details

Market data collection infrastructure for OKEx Options 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).

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