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  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
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  1. Historical Data Details

Phemex

Phemex historical market data details - available instruments, data coverage and data collection specifics

PreviousUpbitNextDelta

Last updated 2 years ago

Phemex historical data for all it's derivative instruments is available since 2020-03-17 (for spot markets since 2020-06-04).

Downloadable CSV files

data type

symbol

date

trades

BTCUSD

2020-04-01

incremental_book_L2

BTCUSD

2020-04-01

quotes

BTCUSD

2019-04-01

derivative_ticker

BTCUSD

2019-04-01

trades

ETHUSD

2020-04-01

incremental_book_L2

ETHUSD

2020-04-01

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="phemex",
    from_date="2020-04-01",
    to_date="2020-04-02",
    filters=[Channel(name="book", symbols=["BTCUSD"])]
  )

  # messages as provided by Phemex 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: 'phemex',
      from: '2020-04-01',
      to: '2020-04-02',
      filters: [{ channel: 'book', symbols: ['BTCUSD'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Phemex 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/phemex?from=2020-04-01&filters=[{"channel":"book","symbols":["BTCUSD"]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"phemex","filters":[{"channel":"book","symbols":["BTCUSD"]}],"from":"2020-04-01","to":"2020-04-02"}'

Captured real-time channels

Market data collection details

Phemex servers are located in AWS ap-southeast-1 region (Singapore, Asia Pacific).

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 Phemex WebSocket 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 since 2020-06-05

for Phemex since 2020-06-04 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.

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
trades
book
market24h
spot_market24h
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
See Phemex historical data coverage: available symbols, channels, date ranges and incidents
Example API response for Phemex historical market data request
See Phemex WebSocket API docs providing documentation for each captured channel's format
https://api.tardis.dev/v1/exchanges/phemexapi.tardis.dev
https://api.tardis.dev/v1/data-feeds/phemex?from=2020-04-01&filters=[{%22channel%22:%22book%22,%22symbols%22:[%22BTCUSD%22]}]&offset=0api.tardis.dev
LogoGitHub - phemex/phemex-api-docs: Phemex Exchange Public API Reference DocumentGitHub
HTTP API
Market data collection infrastructure