# OKX Nitro Spreads

OKX Nitro Spreads historical data for **all its instruments** is available since **2023-12-22**.

{% embed url="<https://api.tardis.dev/v1/exchanges/okex-spreads>" %}
See OKX Nitro Spreads 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-USDT\_BTC-USDT-SWAP | 2024-01-01 | [Download sample](https://datasets.tardis.dev/v1/okex-spreads/incremental_book_L2/2024/01/01/BTC-USDT_BTC-USDT-SWAP.csv.gz) |
| trades                | BTC-USDT\_BTC-USDT-SWAP | 2024-01-01 | [Download sample](https://datasets.tardis.dev/v1/okex-spreads/trades/2024/01/01/BTC-USDT_BTC-USDT-SWAP.csv.gz)              |
| quotes                | BTC-USDT\_BTC-USDT-SWAP | 2024-01-01 | [Download sample](https://datasets.tardis.dev/v1/okex-spreads/quotes/2024/01/01/BTC-USDT_BTC-USDT-SWAP.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. 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-spreads",
        from_date="2024-01-01",
        to_date="2024-01-02",
        filters=[Channel(name="sprd-books5", 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-spreads',
  from: '2024-01-01',
  to: '2024-01-02',
  filters: [{ channel: 'sprd-books5', 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-spreads?from=2024-01-01&filters=[{"channel":"sprd-books5","symbols":[]}]&offset=0'
```

{% embed url="<https://api.tardis.dev/v1/data-feeds/okex-spreads?from=2024-01-01&filters=[{%22channel%22:%22sprd-books5%22,%22symbols%22:[]}]&offset=0>" %}
Example API response for OKX Nitro Spreads 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-spreads","filters":[{"channel":"sprd-books5","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 Nitro Spreads 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 %}

* [sprd-public-trades](https://api.tardis.dev/v1/data-feeds/okex-spreads?from=2024-01-01\&filters=\[{%22channel%22:%22sprd-public-trades%22}]) Public spread trade executions stream
* [sprd-books5](https://api.tardis.dev/v1/data-feeds/okex-spreads?from=2024-01-01\&filters=\[{%22channel%22:%22sprd-books5%22}]) Spread order book depth updates
* [sprd-bbo-tbt](https://api.tardis.dev/v1/data-feeds/okex-spreads?from=2024-01-01\&filters=\[{%22channel%22:%22sprd-bbo-tbt%22}]) Tick-by-tick best bid and offer updates
* [sprd-tickers](https://api.tardis.dev/v1/data-feeds/okex-spreads?from=2024-01-01\&filters=\[{%22channel%22:%22sprd-tickers%22}]) 24h spread ticker updates

### Market data collection details

[Market data collection infrastructure](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) for OKX Nitro Spreads is located in AWS ap-east-1 region (Hong Kong, China, VPC colo setup).

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

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