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Bybit Historical Market Data

Download Bybit historical tick trades, L2 order books, liquidations, open interest, and funding data for spot and derivatives markets.

SpotLinear derivatives
View Bybit datasetsRead access docs

Why Bybit on CryptoHFTData?

Use one research schema across Bybit spot and derivatives while retaining separate market identifiers. The archive is designed for event-level analysis rather than account or order-management history.

  • Separate spot and derivatives identifiers prevent accidental market mixing
  • Hourly Parquet/Zstd files are ready for local replay and columnar analysis
  • Dataset pages document exact schemas, examples, and history start dates

Coverage

Bybit 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 BookSpot · Linear derivativesbybit · bybit_spot2025-06-28bybit/2025-08-01/20/BTCUSDT_orderbook.parquetHourly Parquet/Zstd
Tick TradesSpot · Linear derivativesbybit · bybit_spot2025-06-28bybit/2025-08-01/20/BTCUSDT_trades.parquetHourly Parquet/Zstd
Ticker StatisticsSpot · Linear derivativesbybit · bybit_spot2025-06-28bybit/2025-08-01/20/BTCUSDT_ticker.parquetHourly Parquet/Zstd
LiquidationsLinear derivativesbybit2025-06-28bybit/2025-08-01/20/BTCUSDT_liquidations.parquetHourly Parquet/Zstd
Open InterestLinear derivativesbybit2025-06-28bybit/2025-08-01/20/BTCUSDT_open_interest.parquetHourly Parquet/Zstd
Funding & Mark PriceLinear derivativesbybit2025-06-28bybit/2025-08-01/20/BTCUSDT_mark_price.parquetHourly Parquet/Zstd

Before analysis

Bybit conventions that matter

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

01

Bybit's API separates spot, linear, and inverse product categories. This archive's derivatives identifier covers the linear category; do not assume inverse contracts are included.

02

Order book streams begin with a snapshot and continue with updates; process them in order and restart from a valid snapshot after a gap.

03

Liquidation messages describe what the public venue feed publishes, not a complete ledger of every forced position closure.

Research questions this archive supports

  • Compare spot and perpetual price discovery
  • Study taker flow before and after liquidation bursts
  • Measure how open interest and funding co-move with L2 liquidity

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 Bybit 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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