OKX Spot Historical Data Guide: CSV Downloads and API Access

Overview of OKX Spot Historical Data

OKX (formerly OKEx) provides comprehensive historical data for spot trading pairs:

• High-cap currency pairs available since March 30, 2019
• All spot currency pairs available since March 11, 2021

👉 Explore OKX trading platforms for real-time market access alongside historical data analysis.

Downloadable CSV Files

Monthly historical datasets in CSV format are available without requiring an API key:

Key Features:

• First-day-of-month snapshots
• Open access (no authentication required)
• Standardized file formats

Bulk Download Process

To download all OKX datasets programmatically:

# Python 3.6+ required
# pip install tardis-dev
from tardis_dev import datasets, get_exchange_details
import logging

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"]
    
    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 = exchange,
        data_types = data_types,
        from_date = from_date,
        to_date = to_date,
        symbols = [symbol_id],
        api_key = "YOUR_API_KEY",
        download_dir = "./datasets"
    )

👉 Complete CSV download guide with advanced options and file specifications.

API Access Methods

WebSocket API Compatibility

Historical data maintains identical format to OKX's real-time WebSocket v3 API, enhanced with local timestamps.

Python Client Example:

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())

Market Data Collection Infrastructure

Current Setup (Since May 2022)

• Location: AWS Hong Kong (HK) region
• Configuration: VPC colocation
• Capture Method: Multiple WebSocket connections

Previous Configurations:

• May 2020-May 2022: GCP Tokyo (asia-northeast1)
• Initial deployment: GCP London (europe-west2)

Frequently Asked Questions

What data types are available for OKX Spot?

Available data includes:

• Trades
• Order book updates
• Historical quotes

How frequently is the historical data updated?

The system provides daily snapshots with monthly first-day datasets available for bulk download.

Can I access normalized data formats?

Yes, through either:

1. Downloadable CSV files with standardized formats
2. Client libraries that perform normalization

What's the advantage of using the API over CSV downloads?

API access provides:

• More granular time selection
• Real-time format compatibility
• Programmatic streaming capabilities

Where are OKX's servers physically located?

All OKX servers operate from Alibaba Cloud's Hong Kong region (cn-hongkong).

This comprehensive guide provides all necessary information for accessing and utilizing OKX Spot historical market data through both CSV downloads and API integration methods.