# OKX Options

OKX historical data for **all its options instruments** is available since **2020-02-01**.

{% embed url="<https://api.tardis.dev/v1/exchanges/okex-options>" %}
See OKX Options historical data coverage: available symbols, channels, date ranges and incidents
{% endembed %}

### 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](https://docs.tardis.dev/downloadable-csv-files/overview).

| data type             | symbol                | date       |                                                                                                                            |
| --------------------- | --------------------- | ---------- | -------------------------------------------------------------------------------------------------------------------------- |
| incremental\_book\_L2 | BTC-USD-200327-8500-P | 2020-03-01 | [Download sample](https://datasets.tardis.dev/v1/okex-options/incremental_book_L2/2020/03/01/BTC-USD-200327-8500-P.csv.gz) |
| trades                | BTC-USD-200327-8500-P | 2020-03-01 | [Download sample](https://datasets.tardis.dev/v1/okex-options/trades/2020/03/01/BTC-USD-200327-8500-P.csv.gz)              |
| options\_chain        | OPTIONS               | 2020-03-01 | [Download sample](https://datasets.tardis.dev/v1/okex-options/options_chain/2020/03/01/OPTIONS.csv.gz)                     |

### API Access and data format

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 [downloadable CSV files](https://docs.tardis.dev/downloadable-csv-files/overview) or official [client libs](https://docs.tardis.dev/api/quickstart) that can perform data normalization client-side.

{% tabs %}
{% tab title="Python" %}

```python
# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="okex-options",
        from_date="2024-01-01",
        to_date="2024-01-02",
        filters=[Channel(name="books-l2-tbt", symbols=[])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by OKX real-time stream
        print(message)

asyncio.run(main())
```

See [Python client docs](https://docs.tardis.dev/python-client/quickstart).
{% endtab %}

{% tab title="Node.js" %}

```javascript
// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'okex-options',
  from: '2024-01-01',
  to: '2024-01-02',
  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);
}
```

See [Node.js client docs](https://docs.tardis.dev/node-client/quickstart).
{% endtab %}

{% tab title="cURL & HTTP API" %}

```bash
curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01&filters=[{"channel":"books-l2-tbt","symbols":[]}]&offset=0'
```

{% embed url="<https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01&filters=[{%22channel%22:%22books-l2-tbt%22,%22symbols%22:[]}]&offset=0>" %}
Example API response for OKX Options historical market data request
{% endembed %}

See [HTTP API docs](https://docs.tardis.dev/api/http-api-reference).
{% endtab %}

{% tab title="cURL & tardis-machine" %}

```bash
curl -g 'localhost:8000/replay?options={"exchange":"okex-options","filters":[{"channel":"books-l2-tbt","symbols":[]}],"from":"2024-01-01","to":"2024-01-02"}'
```

[Tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](https://docs.tardis.dev/api/http-api-reference) that provides data only in minute by minute slices.

See [tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) docs.
{% endtab %}
{% endtabs %}

### Captured real-time channels

{% embed url="<https://www.okx.com/docs-v5/en/>" %}
See OKX Options WebSocket API docs providing documentation for each captured channel's format
{% endembed %}

{% hint style="info" %}
Click any channel below to see [HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) response with historical data recorded for it.
{% endhint %}

**Current channels (API v5, since 2021-12-23):**

* [trades](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22trades%22}]) Public options trade executions stream
* [trades-all](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22trades-all%22}]) — available since **2023-10-19** All trades stream including non-aggregated trade messages
* [option-trades](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22option-trades%22}]) — available since **2023-03-30** Option trades stream
* [books-l2-tbt](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22books-l2-tbt%22}]) Tick-by-tick L2 options order book updates
* [books](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22books%22}]) — available since **2023-02-24**, until **2024-07-19** Incremental options order book depth updates
* [bbo-tbt](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22bbo-tbt%22}]) — available since **2022-05-05** Tick-by-tick best bid and offer updates
* [tickers](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22tickers%22}]) 24h options ticker updates
* [opt-summary](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22opt-summary%22}]) Option summary with greeks, implied volatility and contract statistics
* [index-tickers](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22index-tickers%22}]) Index ticker updates with keepalive up to 1m when unchanged
* [open-interest](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22open-interest%22}]) Open interest updates
* [mark-price](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22mark-price%22}]) Mark price updates with keepalive up to 10s when unchanged
* [status](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22status%22}]) Exchange status and maintenance notifications
* [instruments](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22instruments%22}]) Instrument state updates (listing, suspension, parameter changes)
* [price-limit](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22price-limit%22}]) Price limit updates
* [estimated-price](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22estimated-price%22}]) Estimated delivery/settlement price updates
* [public-block-trades](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22public-block-trades%22}]) — available since **2023-01-01** Public block trades stream
* [public-struc-block-trades](https://api.tardis.dev/v1/data-feeds/okex-options?from=2024-01-01\&filters=\[{%22channel%22:%22public-struc-block-trades%22}]) — available since **2023-01-01** Public structured block trades stream

**Legacy channels (API v3, until 2021-12-23):**

* [option/trade](https://api.tardis.dev/v1/data-feeds/okex-options?from=2021-01-01\&filters=\[{%22channel%22:%22option/trade%22}]) — available until **2021-12-23** Public options trade executions stream
* [option/trades](https://api.tardis.dev/v1/data-feeds/okex-options?from=2021-01-01\&filters=\[{%22channel%22:%22option/trades%22}]) — available since **2020-07-30**, until **2021-12-23** Public options trade executions stream
* [option/depth](https://api.tardis.dev/v1/data-feeds/okex-options?from=2020-02-01\&filters=\[{%22channel%22:%22option/depth%22}]) — available until **2020-02-13** Incremental options order book updates (legacy depth channel)
* [option/depth\_l2\_tbt](https://api.tardis.dev/v1/data-feeds/okex-options?from=2021-01-01\&filters=\[{%22channel%22:%22option/depth_l2_tbt%22}]) — available since **2020-02-07**, until **2021-12-23** Tick-by-tick L2 options order book updates with sequencing
* [option/ticker](https://api.tardis.dev/v1/data-feeds/okex-options?from=2021-01-01\&filters=\[{%22channel%22:%22option/ticker%22}]) — available until **2021-12-23** 24h options ticker updates
* [option/summary](https://api.tardis.dev/v1/data-feeds/okex-options?from=2021-01-01\&filters=\[{%22channel%22:%22option/summary%22}]) — available until **2021-12-23** Option summary with greeks, implied volatility and contract statistics
* [index/ticker](https://api.tardis.dev/v1/data-feeds/okex-options?from=2021-01-01\&filters=\[{%22channel%22:%22index/ticker%22}]) — available since **2020-06-08**, until **2021-12-23** Index ticker for options contracts with keepalive up to 1m when unchanged
* [option/instruments](https://api.tardis.dev/v1/data-feeds/okex-options?from=2021-01-01\&filters=\[{%22channel%22:%22option/instruments%22}]) — available until **2021-12-23** Option instruments metadata updates (listing, expiry, contract parameter changes)
* [system/status](https://api.tardis.dev/v1/data-feeds/okex-options?from=2021-01-01\&filters=\[{%22channel%22:%22system/status%22}]) — available since **2020-07-01**, until **2021-12-23** Exchange status and maintenance notifications

### Market data collection details

[Market data collection infrastructure](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) for OKX Options since **2022-05-04** is located in AWS HK region (Hong Kong, China, VPC colo setup), before that, since **2020-05-15** it was located in GCP asia-northeast1 region (Tokyo, Japan) and initially it was located in GCP europe-west2 region (London, UK).

Real-time market data is captured via **multiple WebSocket connections** to `wss://awscolows1.okx.com:8443/ws/v5/public`.

{% hint style="info" %}
OKX servers are located in Alibaba Cloud cn-hongkong region (Hong Kong, China).
{% endhint %}
