BitMEX Liquidation Dataset

BitMEX Historical Liquidation Data

BitMEX forced-liquidation events as published on the venue's public feed, with side, price, and quantity, normalized for cross-venue research.

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Sample

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The first rows of one real hour: XBTUSDT on BitMEX, 2026-09-01 at 12:00 UTC. One row per forced liquidation order.

bitmex/2026-09-01/12/XBTUSDT_liquidations.parquetDownload full file
received_timeevent_timesymbolsideorder_typetime_in_forcequantitypriceaverage_priceorder_statuslast_filled_quantityfilled_quantitytrade_time
17882640867846052001788264086784605200XBTUSDTSELLMarketIOC148007800778007FILLED14800148001788264086784605200
17882640967872744721788264096787274472XBTUSDTSELLMarketIOC148007800778007FILLED14800148001788264096787274472
Showing 2 of 2 rows in this hourTimestamps are raw integers; units are in the schema below

Wire format

From exchange message to Parquet row

Every row starts as a message on the exchange's WebSocket or REST API. Point at a line or a column to see where each value comes from and how we convert it. Our test suite replays these messages through the production pipeline, so the rows shown are the rows you download.

BitMEX (historical)

Reconstructed: BitMEX is closed, and it is not possible to capture its feed now.

Exchange sends

WebSocket message (reconstructed) · liquidation:<symbol>received 2026-09-01 12:01:26.784605 UTC

{
  "table": "liquidation",
  "action": "insert",
  "data": [
    {
      "symbol": "XBTUSDT",
      "side": "Sell",
      "price": 78007,
      "leavesQty": 14800
    }
  ]
}

Shortened: BitMEX also sent the orderID of the order (the key of the table). We do not publish it, thus the example does not show it.

You download

Parquet row · liquidations

Point at a line in the message or a column in the row to trace where each value comes from. Click a column to pin it.

Rebuilt from published rows; the exchange has closed

All BitMEX (historical) mapping rules →

Conventions for every exchange are in the wire formats overview. Column types and units for liquidation data are in the schema below.

Use cases

What you can build with liquidation data

Liquidation cascades
Detect clusters of forced orders and study how they propagate through price and across venues.
Long vs. short pressure
Separate liquidated longs from liquidated shorts by side to measure which positioning is being flushed out.
Risk and event studies
Align liquidation bursts with trades, funding, and open interest to explain sharp moves after the fact.

Coverage

Liquidation coverage

Every venue is stored under its own exchange ID, so spot and derivatives never mix. Bars show each venue's history from its first hourly file to today, or to its last file for a venue that is no longer collected. Symbol counts are live from the symbols API.

Liquidation coverage by venue, exchange ID, market, history start, and live symbol count
VenueExchange IDMarketHistoryLiquidation symbols
BitMEXbitmexFutures
2025-09-29 to 2026-09-2212 mo
112

Other exchanges

Liquidations data on other exchanges

The same schema on every venue, so switching exchange is a one-argument change.

Binance Historical Liquidation Datasince 2025-06-28Bybit Historical Liquidation Datasince 2025-06-28OKX Historical Liquidation Datasince 2025-06-28Bitget Historical Liquidation Datasince 2026-02-01Kraken Historical Liquidation Datasince 2025-06-28Aster Historical Liquidation Datasince 2025-09-29

Or compare every venue on the cross-exchange liquidation overview.

Schema · 13 columns

Normalized liquidation schema

Every liquidation row is a forced order as published on the exchange's public feed, with side, price, quantity, and timing fields. Order type and fill-state fields are placeholders on venues that do not publish them.

Columns in every liquidation Parquet file
ColumnTypeDescription
received_timeINT64Unix timestamp (nanoseconds) when our system received the liquidation event
event_timeINT64Unix timestamp when the exchange generated the event (the time unit changes with the exchange)
symbolSTRINGTrading pair symbol (for example, 'BTCUSDT')
sideSTRINGSide of the liquidation order ("BUY" = the exchange liquidated a short position, "SELL" = the exchange liquidated a long position)
order_typeSTRINGType of liquidation order (for example, "MARKET", "LIMIT"), if the venue publishes it. On venues that do not publish it (for example, Bybit and OKX), it is a fixed placeholder
time_in_forceSTRINGTime-in-force policy of the order (for example, "IOC", "FOK", "GTC"), if the venue publishes it. If not, it is a fixed placeholder
quantitySTRINGTotal order quantity that the exchange liquidates (stored as string for precision). OKX sizes are in contracts (refer to the venue notes)
priceSTRINGLiquidation order price (stored as string for precision). Bybit and OKX publish the bankruptcy price
average_priceSTRINGAverage execution price, if the venue publishes it, for example Binance and Aster (stored as string for precision). Bybit and OKX repeat the bankruptcy price here. It is not an execution price
order_statusSTRINGStatus of the liquidation order (for example, "FILLED", "PARTIALLY_FILLED"), if the venue publishes it. On Bybit and OKX, it is a fixed "FILLED" placeholder and not an execution status
last_filled_quantitySTRINGQuantity filled in the most recent execution (stored as string for precision)
filled_quantitySTRINGTotal quantity filled until now (stored as string for precision)
trade_timeINT64Unix timestamp when the liquidation trade occurred

Quickstart

From pip install to DataFrame in a minute

The example loads XBTUSDT from BitMEX for 2026-09-01. Change the symbol, exchange, or dates to pull any other slice of the archive.

  1. Install the Python SDK

    pip install cryptohftdata

  2. Create a free API key

    Sign up with email or Google, then generate a key from your dashboard. No credit card.

    Create account

  3. Call get_liquidations()

    Paste the snippet, replace YOUR_API_KEY, and you get a pandas DataFrame with the columns listed above.

Read liquidations docsRead tutorialExplore in the browser
bitmex_liquidation_data.py
import cryptohftdata as chd

client = chd.CryptoHFTDataClient(api_key="YOUR_API_KEY")

df = client.get_liquidations(
    symbol="XBTUSDT",
    exchange=chd.exchanges.BITMEX,
    start_date="2026-09-01",
    end_date="2026-09-01",
)

print(df.head())
print(f"Liquidations: {len(df):,}")
REST · no API key needed for single files
curl --fail --location \
  "https://api.cryptohftdata.com/download?file=bitmex/2026-09-01/12/XBTUSDT_liquidations.parquet" \
  -o XBTUSDT_liquidations_12.parquet

Caveats

Know this before you backtest

Exchange feeds differ in subtle ways. These are the details that matter for accurate backtests, replay pipelines, and features. Missing hours and pending corrections for every venue are listed on Known Gaps & Corrections.

  1. Liquidations cover derivatives venues only; spot markets do not produce liquidation events.

  2. Exchanges control what they broadcast. Binance and Aster push at most one liquidation snapshot per symbol per second (the latest within each 1,000 ms window), so their rows are a sample and totals are a lower bound.

  3. Bybit and OKX publish the bankruptcy price, not an average execution price; their order status fields are placeholders, not execution status.

  4. OKX can deliver liquidations hours late (up to about 4 hours observed). Files are keyed by arrival hour, so a liquidation can sit in a later hour's file than its event_time.

  5. Hourly liquidation files exist only for hours in which the venue published at least one liquidation event for that symbol.

  6. About 95 % of BitMEX liquidations appear twice, roughly 5 seconds apart, and event_time and trade_time are in nanoseconds rather than milliseconds; a correction is planned.

  7. This page covers 2025-09-29 to 2026-09-22. The exchange has closed, so no new hourly files are published; the existing files remain downloadable.

FAQ

Frequently asked questions

Is BitMEX liquidation data free to download?

Yes. A free CryptoHFTData account with no credit card gives API access to BitMEX liquidation data and every other dataset. Individual hourly files can also be downloaded without an API key on the rate-limited free tier.

How far back does BitMEX liquidation data go?

The hourly files run from 2025-09-29 to 2026-09-22. The exchange has closed, so no new files are added, but the existing files remain downloadable.

What format are the files in?

Each file holds one symbol for one UTC hour, stored as Zstd-compressed Parquet under {exchange_id}/{YYYY-MM-DD}/{HH}/{SYMBOL}_liquidations.parquet. Parquet reads directly into pandas, Polars, DuckDB, and Arrow.

How do I load BitMEX liquidation data in Python?

Install the SDK with pip install cryptohftdata, create a client with your API key, and call client.get_liquidations() with a symbol, exchange, and date range. It returns a pandas DataFrame.

Does the data capture every liquidation?

No. It captures what each exchange publishes on its public liquidation feed. Binance and Aster push at most one liquidation per symbol per second (the latest in each window), so their rows are a sample and totals are a lower bound on actual liquidation volume.

Start using liquidation data today.

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