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
- Full historical archive of OKX Options trading data
- CSV downloads available monthly without API requirements
- Real-time API compatibility with normalized data options
Data Access Methods
1. CSV File Downloads
๐ Download ready-to-use monthly CSV datasets for analysis without API integration. These files contain:
- First-day snapshots of each month's market data
- Structured trading information in spreadsheet format
- No authentication required for access
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:
- Use client libraries for automatic normalization
- Process downloaded CSV files through standardization scripts
Infrastructure Details
Data Collection Timeline
| Period | Location | Infrastructure |
|---|---|---|
| 2022-05-04+ | Hong Kong | AWS VPC colocation |
| 2020-05-15 to 2022-05-03 | Tokyo | GCP asia-northeast1 |
| Before 2020-05-15 | London | GCP europe-west2 |
Technical Specifications
- Capture method: Multiple redundant WebSocket connections
- OKX server location: Alibaba Cloud Hong Kong
- Data center: AWS Hong Kong (since 2022)
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:
- Option/trade
- Option/depth
- Option/index
- Option/summary
๐ 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.