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BitMEX Historical Market Data

Download the BitMEX archive (2025-09-29 to 2026-09-22): L2 order books, tick trades, liquidations, open interest, and funding data.

Perpetuals & futures
View BitMEX datasetsRead access docs

Why BitMEX on CryptoHFTData?

BitMEX has closed: perpetuals settled on 2026-09-16, spot pairs were delisted on 2026-09-21, and the exchange announced its closure on 2026-09-22. Collection has stopped; the archive up to 2026-09-22 remains downloadable. Venue fields still matter when converting inverse or contract-denominated quantities into comparable notionals.

  • L2 order book events retain the information needed for price-level replay
  • Trades, liquidations, open interest, and funding support joined studies
  • Hourly files fit local Python, Polars, DuckDB, and Parquet workflows

Coverage

BitMEX historical datasets

Each row is a separate landing page with its own exchange IDs, schema, sample path, caveats, and documented history start. A listed market applies only to that dataset row.

DatasetStored marketsArchive IDHistory startExample object path
Order BookPerpetuals & futuresbitmex2025-09-29Ends 2026-09-22 (exchange closed)bitmex/2026-09-02/12/XBTUSDT_orderbook.parquetHourly Parquet/Zstd
Tick TradesPerpetuals & futuresbitmex2025-09-29Ends 2026-09-22 (exchange closed)bitmex/2026-09-02/12/XBTUSDT_trades.parquetHourly Parquet/Zstd
Ticker StatisticsPerpetuals & futuresbitmex2025-09-29Ends 2026-09-22 (exchange closed)bitmex/2026-09-02/12/XBTUSDT_ticker.parquetHourly Parquet/Zstd
LiquidationsPerpetuals & futuresbitmex2025-09-29Ends 2026-09-22 (exchange closed)bitmex/2026-09-01/12/XBTUSDT_liquidations.parquetHourly Parquet/Zstd
Open InterestPerpetuals & futuresbitmex2025-09-29Ends 2026-09-22 (exchange closed)bitmex/2026-09-02/12/XBTUSDT_open_interest.parquetHourly Parquet/Zstd
Funding & Mark PricePerpetuals & futuresbitmex2025-09-29Ends 2026-09-22 (exchange closed)bitmex/2026-09-02/12/XBTUSDT_mark_price.parquetHourly Parquet/Zstd

Before analysis

BitMEX conventions that matter

Normalization makes columns consistent; it does not erase contract design, symbol mapping, or limits in the exchange's public feed.

01

BitMEX commonly uses XBT rather than BTC in instrument names; map symbols explicitly when joining venues.

02

Quantities are raw per-instrument units: XBTUSD in USD contracts, XBTUSDT in 1e-6 BTC, ETHUSDT in 1e-5 ETH, spot pairs in 1e-8 of the base asset. Price multiplied by size is not universally the USD value.

03

5–20 % of trades are missing on liquid days (backfill planned), and most liquidations appear twice with nanosecond timestamps (correction planned). The orderBookL2 feed is price-level data, not an L3 queue.

Missing hours, partially affected periods, and planned corrections for every venue are listed on Known Gaps & Corrections.

Research questions this archive supports

  • Reconstruct XBT perpetual depth through stressed markets
  • Normalize inverse-contract trade and liquidation notionals
  • Study funding and open-interest changes with public order flow

A safer first analysis

  1. 1. Open the relevant dataset page and confirm the market ID.
  2. 2. Download one known hour and inspect types, timestamps, and units.
  3. 3. Validate gaps and book sequence rules before scaling the date range.
  4. 4. Keep venue-specific contract metadata with every cross-venue join.

Next steps

Start working with BitMEX data

Use the dataset pages for exact semantics, then download a small interval and validate it against your research assumptions.

Download data

Choose an exchange ID, date, hour, symbol, and dataset in the download workspace.

Read the SDK docs

Review schemas and Python methods before integrating the files into a pipeline.

Check ingestion status

Confirm current collector health separately from historical file availability.

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