OKX Spot Historical Market Data Access and Usage Guide

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Accessing high-quality historical market data is essential for traders, analysts, and developers building quantitative strategies or backtesting models. OKX Spot provides comprehensive historical datasets for spot trading pairs, enabling deep analysis of price movements, order book dynamics, and trade activity. This guide walks you through everything you need to know about accessing, downloading, and utilizing OKX Spot historical data effectively.

Comprehensive Historical Data Availability

OKX Spot historical data for high-cap currency pairs has been available since March 30, 2019, offering nearly six years of reliable market insights. For all spot currency pairs—including both major and emerging tokens—complete historical records are accessible from March 11, 2021, onward.

This extensive timeline allows traders and researchers to analyze long-term trends, market cycles, volatility patterns, and the impact of macroeconomic events on digital asset prices.

👉 Discover how to leverage real-time and historical trading data with advanced tools.

Downloadable CSV Files for Easy Access

One of the most user-friendly ways to access OKX Spot historical data is through downloadable CSV files. These datasets are released monthly—specifically on the first day of each month—and can be downloaded without requiring an API key, making them ideal for beginners or those conducting preliminary research.

Each CSV file includes structured data such as:

For detailed specifications on file formats, data samples, and field definitions, refer to the official Downloadable CSV Files Documentation.

How to Download All OKX Spot Datasets

To automate the download of all available datasets across every instrument, you can use the tardis-dev Python client. This tool supports batch downloads, date-range filtering, and symbol-specific retrieval.

Here’s a sample script to get started:

# Requires Python >=3.6
# Install via: pip install tardis-dev
from tardis_dev import datasets, get_exchange_details
import logging

# Optional: Enable debug mode
# logging.basicConfig(level=logging.DEBUG)

exchange = 'okex'
exchange_details = get_exchange_details(exchange)

for symbol in exchange_details["datasets"]["symbols"]:
    data_types = symbol["dataTypes"]
    symbol_id = symbol["id"]
    from_date = symbol["availableSince"]
    to_date = symbol["availableTo"]

    # Skip grouped categories like PERPETUALS or FUTURES
    if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
        continue

    print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")

    datasets.download(
        exchange='okex',
        data_types=data_types,
        from_date=from_date,
        to_date=to_date,
        symbols=[symbol_id],
        api_key="YOUR_API_KEY",  # Replace with your actual API key
        download_dir="./datasets"
    )

This script iterates over all available symbols and downloads corresponding datasets based on their availability period and supported data types.

Tip: Data type options include trades, incremental_book_L2, and quotes. Full details are available in the CSV documentation.

API Access with Consistent Data Format

For developers integrating live workflows or building custom analytics platforms, direct API access offers greater flexibility. The historical data format mirrors the real-time OKX WebSocket v3 API, with the added benefit of local timestamps for precise synchronization.

If you prefer working with a normalized data format—where all exchanges follow the same schema—you can use Tardis’s official client libraries. These tools automatically standardize data from multiple exchanges into a unified structure.

Example: Fetching Data via Python Client

Use the tardis-client library to stream historical messages asynchronously:

# Install via: pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel

tardis_client = TardisClient(api_key="YOUR_API_KEY")

async def replay():
    messages = tardis_client.replay(
        exchange="okex",
        from_date="2020-01-01",
        to_date="2020-01-02",
        filters=[Channel(name="spot/trade", symbols=[])]
    )

    async for local_timestamp, message in messages:
        print(message)

asyncio.run(replay())

This approach enables granular replay of past market conditions—perfect for strategy backtesting or anomaly detection.

👉 Start analyzing market trends with powerful data tools today.

Real-Time Market Data Capture Infrastructure

Understanding how data is collected ensures confidence in its accuracy and timeliness.

Since May 4, 2022, at 16:45 UTC, OKX Spot market data has been captured from infrastructure located in AWS Hong Kong (HK) within a VPC colocation setup. Prior to this:

All real-time data is captured using multiple WebSocket connections to ensure redundancy and minimize data loss. OKX’s own servers operate within the Alibaba Cloud cn-hongkong region, ensuring low-latency access for regional users.

Captured Real-Time Channels

The following real-time channels are recorded and available for historical playback:

Each channel can be accessed via HTTP API endpoints that return timestamped historical records. This enables precise reconstruction of market states at any given moment.

Frequently Asked Questions (FAQ)

Q: Can I download OKX Spot data without an API key?
A: Yes. Monthly CSV snapshots for the first day of each month are freely available without authentication.

Q: What time range does OKX Spot historical data cover?
A: High-cap pairs are available from March 30, 2019; all spot pairs from March 11, 2021 onward.

Q: Is the data normalized across exchanges?
A: Not by default. However, Tardis client libraries support client-side normalization for consistent multi-exchange analysis.

Q: How often is new data added?
A: New daily datasets are added monthly, typically on the first day of each month.

Q: Can I use this data for commercial applications?
A: Usage rights depend on your agreement with Tardis.dev. Always review licensing terms before commercial deployment.

Q: Are there rate limits when using the API?
A: Yes. Rate limits vary by subscription tier. Check the official API documentation for current thresholds.

Key Benefits for Traders and Developers

Whether you're conducting academic research, developing algorithmic strategies, or building dashboards, OKX Spot historical data delivers:

With seamless integration options and consistent formatting, it's easier than ever to turn raw market data into actionable insights.

👉 Unlock advanced trading analytics with trusted market data solutions.