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On this page
  • 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 Swap

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

PreviousOKX FuturesNextOKX Options

Last updated 9 months ago

OKX historical data for all it's perpetual swap 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-SWAP

2020-01-01

incremental_book_L2

BTC-USD-SWAP

2020-01-01

book_snapshot_25

BTC-USD-SWAP

2020-01-01

quotes

BTC-USD-SWAP

2020-01-01

derivative_ticker

BTC-USD-SWAP

2020-01-01

trades

PERPETUALS

2020-03-01

liquidations

PERPETUALS

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-swap",
    from_date="2020-01-01",
    to_date="2020-01-02",
    filters=[Channel(name="swap/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-swap',
      from: '2020-01-01',
      to: '2020-01-02',
      filters: [{ channel: 'swap/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();
curl -g 'https://api.tardis.dev/v1/data-feeds/okex-swap?from=2020-01-01&filters=[{"channel":"swap/trade","symbols":[]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"okex-swap","filters":[{"channel":"swap/trade","symbols":[]}],"from":"2020-01-01","to":"2020-01-02"}'

Captured real-time channels

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 v3 API with addition of local timestamps. 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 2020-02-12

- available since 2020-02-08

- available since 2019-09-2

- available since 2020-07-05

for OKX Swap 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
HTTP API
swap/trade
swap/depth
swap/depth_l2_tbt
swap/funding_rate
swap/mark_price
swap/ticker
index/ticker
system/status
Market data collection infrastructure
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https://api.tardis.dev/v1/exchanges/okex-swapapi.tardis.dev
See OKX Swap historical data coverage: available symbols, channels, date ranges and incidents
https://api.tardis.dev/v1/data-feeds/okex-swap?from=2020-01-01&filters=[{%22channel%22:%22swap/trade%22,%22symbols%22:[]}]&offset=0api.tardis.dev
Example API response for OKEx Swap historical market data request
OKEx API guide | OKEx technical support | OKEx
See OKEx Swap WebSocket API docs providing documentation for each captured channel's format
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