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BitMEX Historical Market Data

Download BitMEX historical L2 order books, tick trades, liquidations, open interest, and funding data for derivatives research.

Perpetuals & futures
View BitMEX datasetsRead access docs

Why BitMEX on CryptoHFTData?

Analyze BitMEX's derivatives-focused public market feeds with normalized event files. Venue fields still matter, especially 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 & futuresbitmex2025-09-29bitmex/2025-09-29/20/XBTUSDT_orderbook.parquetHourly Parquet/Zstd
Tick TradesPerpetuals & futuresbitmex2025-09-29bitmex/2025-09-29/20/XBTUSDT_trades.parquetHourly Parquet/Zstd
Ticker StatisticsPerpetuals & futuresbitmex2025-09-29bitmex/2025-09-29/20/XBTUSDT_ticker.parquetHourly Parquet/Zstd
LiquidationsPerpetuals & futuresbitmex2025-09-29bitmex/2025-10-15/20/XBTUSDT_liquidations.parquetHourly Parquet/Zstd
Open InterestPerpetuals & futuresbitmex2025-09-29bitmex/2025-09-29/20/XBTUSDT_open_interest.parquetHourly Parquet/Zstd
Funding & Mark PricePerpetuals & futuresbitmex2025-09-29bitmex/2025-09-29/20/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

Contract multipliers and inverse versus linear payout mechanics affect quantity and notional interpretation. Price multiplied by size is not universally the USD value.

03

The orderBookL2 feed is price-level data. It is not an individual-order L3 queue.

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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