OKX Options Historical Market Data Guide

ยท

Comprehensive Coverage Since 2020

OKX Options historical market data provides complete coverage for all instruments since February 1, 2020. This guide details available datasets, collection methods, and integration approaches.

Key Features

Data Access Methods

1. CSV File Downloads

๐Ÿ‘‰ Download ready-to-use monthly CSV datasets for analysis without API integration. These files contain:

2. API Integration

The WebSocket v3 API offers two integration approaches:

Native Format

# Python implementation example
import asyncio
from tardis_client import TardisClient, Channel

async def fetch_historical():
    client = TardisClient(api_key="YOUR_API_KEY")
    messages = client.replay(
        exchange="okex-options",
        from_date="2020-02-01",
        to_date="2020-02-02",
        filters=[Channel(name="option/trade", symbols=[])]
    )
    
    async for timestamp, message in messages:
        print(message)

asyncio.run(fetch_historical())

Normalized Format

For consistent exchange-agnostic data handling:

Infrastructure Details

Data Collection Timeline

PeriodLocationInfrastructure
2022-05-04+Hong KongAWS VPC colocation
2020-05-15 to 2022-05-03TokyoGCP asia-northeast1
Before 2020-05-15LondonGCP europe-west2

Technical Specifications

Frequently Asked Questions

What time periods are covered?

Complete historical data from February 2020 to present, with minute-level granularity.

How often is data updated?

CSV files are generated monthly, while API streams provide real-time updates.

What channels are available?

All standard OKX WebSocket v3 channels including:

๐Ÿ‘‰ Explore complete channel documentation

Is historical data normalized?

The API provides raw OKX format by default, with optional normalization through client libraries.

Where is data stored?

All historical archives are maintained in enterprise-grade cloud storage with multiple redundancy.