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OKX Historical Market Data

Download OKX historical tick trades, L2 order books, liquidations, open interest, and funding data for spot and perpetual swaps.

SpotPerpetual swaps
View OKX datasetsRead access docs

Why OKX on CryptoHFTData?

Bring OKX spot and perpetual-swap events into one normalized research workflow without losing their market identity. The linked pages cover exact date ranges, schemas, and download examples for each feed.

  • Spot and perpetual-swap archives use separate exchange identifiers
  • Tick trades and L2 depth are available alongside derivatives context
  • Funding, mark price, open interest, and liquidations link from one hub

Coverage

OKX 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 · Perpetual swapsokx_futures · okx_spot2025-06-28okx_futures/2025-08-01/20/BTC-USDT-SWAP_orderbook.parquetHourly Parquet/Zstd
Tick TradesSpot · Perpetual swapsokx_futures · okx_spot2025-06-28okx_futures/2025-08-01/20/BTC-USDT-SWAP_trades.parquetHourly Parquet/Zstd
Ticker StatisticsSpot · Perpetual swapsokx_futures · okx_spot2025-06-28okx_futures/2025-08-01/20/BTC-USDT-SWAP_ticker.parquetHourly Parquet/Zstd
LiquidationsPerpetual swapsokx_futures2025-06-28okx_futures/2025-08-01/20/BTC-USDT-SWAP_liquidations.parquetHourly Parquet/Zstd
Open InterestPerpetual swapsokx_futures2025-06-28okx_futures/2025-08-01/20/BTC-USDT-SWAP_open_interest.parquetHourly Parquet/Zstd
Funding & Mark PricePerpetual swapsokx_futures2025-06-28okx_futures/2025-08-01/20/BTC-USDT-SWAP_mark_price.parquetHourly Parquet/Zstd

Before analysis

OKX conventions that matter

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

01

The OKX derivatives archive currently follows SWAP instruments, not expiry FUTURES. Treat BTC-USDT-SWAP and BTC-USDT as different markets.

02

OKX uses hyphenated instrument IDs. The SDK sample for perpetuals is BTC-USDT-SWAP, while a spot instrument is formatted like BTC-USDT.

03

Derivative sizes are contract quantities at the venue. Use instrument specifications before translating quantity into base or quote notional.

Research questions this archive supports

  • Compare spot and perpetual-swap price discovery
  • Join funding and open-interest changes to order book liquidity
  • Study public liquidations without mixing spot and swap symbols

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 OKX 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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