BitMEX Open Interest Dataset
BitMEX Historical Open Interest Data
BitMEX open interest snapshots in venue units and quote notional, aligned with the schema used across CryptoHFTData derivatives venues.
No credit card · The sample is one real hourly Parquet file and needs no API key
Sample
See the data before you sign up
The first rows of one real hour: XBTUSDT on BitMEX, 2026-09-02 at 12:00 UTC. One row per open interest snapshot.
bitmex/2026-09-02/12/XBTUSDT_open_interest.parquetDownload full file| received_time | symbol | sum_open_interest | sum_open_interest_value | timestamp |
|---|---|---|---|---|
| 1788350554983233849 | XBTUSDT | 60628400 | null | 1788350552653 |
| 1788350556595997632 | XBTUSDT | 60608400 | null | 1788350556454 |
| 1788350557598908960 | XBTUSDT | 60628400 | null | 1788350557455 |
| 1788351259367371566 | XBTUSDT | 60628400 | null | 1788351257654 |
| 1788351955249271320 | XBTUSDT | 60648400 | null | 1788351955018 |
| 1788352593138257135 | XBTUSDT | 60658400 | null | 1788352592985 |
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. After each connection or reconnection, BitMEX sends a partial with all instrument fields. Only this type of message contains all fields that the pipeline reads. keys, types and filter are copies from an instrument partial that BitMEX sent on 2026-10-05.
Exchange sends
WebSocket message (reconstructed) · instrument:<symbol>received 2026-09-02 12:02:34.983233 UTC
{"table": "instrument","action": "partial","keys": ["symbol"],"types": {"symbol": "symbol","rootSymbol": "symbol","instrumentID": "int","state": "symbol","typ": "symbol","listing": "timestamp","front": "timestamp","expiry": "timestamp","settle": "timestamp","listedSettle": "timestamp","relistInterval": "timespan","positionCurrency": "symbol","underlying": "symbol","quoteCurrency": "symbol","underlyingSymbol": "symbol","reference": "symbol","referenceSymbol": "symbol","calcInterval": "timespan","publishInterval": "timespan","publishTime": "timespan","maxOrderQty": "long","minPrice": "float","maxPrice": "float","lotSize": "long","tickSize": "float","multiplier": "long","settlCurrency": "symbol","underlyingToPositionMultiplier": "long","underlyingToSettleMultiplier": "long","quoteToSettleMultiplier": "long","isQuanto": "boolean","isInverse": "boolean","initMargin": "float","maintMargin": "float","riskLimit": "long","riskStep": "long","limit": "float","taxed": "boolean","deleverage": "boolean","makerFee": "float","takerFee": "float","settlementFee": "float","fundingBaseSymbol": "symbol","fundingQuoteSymbol": "symbol","fundingPremiumSymbol": "symbol","fundingTimestamp": "timestamp","fundingInterval": "timespan","fundingRate": "float","indicativeFundingRate": "float","rebalanceTimestamp": "timestamp","rebalanceInterval": "timespan","launchingTimestamp": "timestamp","prevClosePrice": "float","limitDownPrice": "float","limitUpPrice": "float","prevTotalVolume": "long","totalVolume": "long","volume": "long","volume24h": "long","prevTotalTurnover": "long","totalTurnover": "long","turnover": "long","turnover24h": "long","homeNotional24h": "float","foreignNotional24h": "float","prevPrice24h": "float","vwap": "float","highPrice": "float","lowPrice": "float","lastPrice": "float","lastPriceProtected": "float","lastTickDirection": "symbol","lastChangePcnt": "float","bidPrice": "float","midPrice": "float","askPrice": "float","impactBidPrice": "float","impactMidPrice": "float","impactAskPrice": "float","hasLiquidity": "boolean","openInterest": "long","openValue": "long","fairMethod": "symbol","fairBasisRate": "float","fairBasis": "float","fairPrice": "float","markMethod": "symbol","markPrice": "float","referencePrice": "float","indicativeSettlePrice": "float","settledPriceAdjustmentRate": "float","settledPrice": "float","instantPnl": "boolean","minTick": "float","fundingBaseRate": "float","fundingQuoteRate": "float","farLegSymbol": "symbol","nearLegSymbol": "symbol","tags": "symbol","timestamp": "timestamp"},"filter": {"symbol": "XBTUSDT"},"data": [{"symbol": "XBTUSDT","fundingTimestamp": "2026-09-02T20:00:00.000Z","fundingRate": 0.0001,"volume24h": 6131600,"turnover24h": 473010789790,"prevPrice24h": 77932.3,"highPrice": 78375.2,"lowPrice": 76270,"lastPrice": 76607.6,"lastChangePcnt": -0.0166,"openInterest": 60628400,"markPrice": 76820.3,"indicativeSettlePrice": 76812.65,"timestamp": "2026-09-02T12:02:32.653Z"}]}
Shortened: A partial contains all instrument fields (the types header lists 100). The example shows only the fields that the pipeline reads. The other fields are not in our published data.
You download
Parquet row · open_interest
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 open interest data are in the schema below.
Use cases
What you can build with open interest data
- Leverage build-up
- Watch open interest rise or fall to see when new positions are being opened or closed.
- Price and positioning divergence
- Combine open interest with price to separate new money entering a move from short covering or long liquidation.
- Cross-venue positioning
- Compare where open interest concentrates across derivatives exchanges for the same underlying.
Coverage
Open interest 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.
| Venue | Exchange ID | Market | History | Open interest symbols |
|---|---|---|---|---|
| BitMEX | bitmex | Futures | 2025-09-29 to 2026-09-2212 mo | 156 |
Other exchanges
Open Interest data on other exchanges
The same schema on every venue, so switching exchange is a one-argument change.
Binance Historical Open Interest Datasince 2025-06-28
Bybit Historical Open Interest Datasince 2025-06-28
OKX Historical Open Interest Datasince 2025-06-28
Bitget Historical Open Interest Datasince 2025-07-15
Kraken Historical Open Interest Datasince 2025-06-28
Hyperliquid Historical Open Interest Datasince 2025-09-29
Lighter Historical Open Interest Datasince 2025-12-30Or compare every venue on the cross-exchange open interest overview.
Schema · 5 columns
Normalized open interest schema
Every open interest row is an exchange-published snapshot with total open interest in the venue's unit (base asset or contracts), quote notional value when available, and snapshot timing.
| Column | Type | Description |
|---|---|---|
| received_time | INT64 | Unix timestamp (nanoseconds) when our system received the open interest data |
| symbol | STRING | Trading pair symbol (for example, 'BTCUSDT') |
| sum_open_interest | STRINGnullable | Total open interest in the unit of the venue (stored as string for precision). The unit is the base asset on most venues, contracts on OKX and Kraken inverse futures, and raw instrument units on BitMEX (refer to the venue notes) |
| sum_open_interest_value | STRINGnullable | Total notional value of open interest in the quote currency, if the venue gives it or if we can calculate it (stored as string for precision) |
| timestamp | INT64 | Unix timestamp when the exchange took the open interest snapshot |
Quickstart
From pip install to DataFrame in a minute
The example loads XBTUSDT from BitMEX for 2026-09-02. Change the symbol, exchange, or dates to pull any other slice of the archive.
Install the Python SDK
pip install cryptohftdataCreate a free API key
Sign up with email or Google, then generate a key from your dashboard. No credit card.
Create accountCall get_open_interest()
Paste the snippet, replace YOUR_API_KEY, and you get a pandas DataFrame with the columns listed above.
import cryptohftdata as chd
client = chd.CryptoHFTDataClient(api_key="YOUR_API_KEY")
df = client.get_open_interest(
symbol="XBTUSDT",
exchange=chd.exchanges.BITMEX,
start_date="2026-09-02",
end_date="2026-09-02",
)
print(df.head())
print(f"Open interest snapshots: {len(df):,}")curl --fail --location \
"https://api.cryptohftdata.com/download?file=bitmex/2026-09-02/12/XBTUSDT_open_interest.parquet" \
-o XBTUSDT_open_interest_12.parquetCaveats
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.
Open interest is a periodic snapshot published by each exchange, not a continuous event stream; snapshot cadence varies by venue.
sum_open_interest is in the venue's unit: base asset on most venues, contracts on OKX (multiply by ctVal) and Kraken inverse futures, raw per-instrument units on BitMEX. sum_open_interest_value is quote notional where available.
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 open interest data free to download?
Yes. A free CryptoHFTData account with no credit card gives API access to BitMEX open interest 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 open interest 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}_open_interest.parquet. Parquet reads directly into pandas, Polars, DuckDB, and Arrow.
How do I load BitMEX open interest data in Python?
Install the SDK with pip install cryptohftdata, create a client with your API key, and call client.get_open_interest() with a symbol, exchange, and date range. It returns a pandas DataFrame.
How often is open interest recorded?
Open interest is a periodic snapshot published by each exchange, not a continuous stream. The cadence depends on the venue, so check timestamps before resampling.
Start using open interest data today.
One free API key covers every exchange and every data type. $0.00.