OKEx Swap

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

Starting from October 2019 we and many other API users started observing frequent OKEx WebSocket real-time feeds disconnections and market data being provided with large delay every time there was a larger market volatility resulting in historical data gaps. In the last days of February 2020 OKEx enabled Cloudflare proxying for all their WebSocket traffic and since then situation has improved substantially.

OKEx historical data for all it's swap instruments is available since 2019-03-30.

See OKEx Swap historical data coverage: available symbols, channels, date ranges and incidents

Captured real-time channels

Click any channel below to see HTTP API response with historical data recorded for it. All it's APIs are proxied through Cloudflare.

API Access and data format

Historical data format is the same as provided by real-time OKEx 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.

cURL & tardis-machine
# 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(
filters=[Channel(name="swap/trade", symbols=[])]
# messages as provided by OKEx real-time stream
async for local_timestamp, message in messages:

See Python client docs.

// 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) {

See Node.js client docs.

curl -g 'https://api.tardis.dev/v1/data-feeds/okex-swap?from=2020-01-01&filters=[{"channel":"swap/trade","symbols":[]}]&offset=0'

See HTTP API docs.

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

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.

Downloadable CSV files

See CSV data exports.

Official OKEx Swap API docs

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