Accessing comprehensive historical market data is essential for traders, analysts, and developers who aim to build robust trading strategies, conduct backtesting, or gain deeper insights into market behavior. OKX offers a powerful suite of tools and datasets that enable users to retrieve long-term trading and market information across multiple product lines—including spot, futures, and perpetual swaps.
Whether you're analyzing candlestick patterns, studying tick-level trade histories, or exploring order book dynamics, OKX provides reliable and structured data to support your research. This guide walks you through the types of historical data available, how they can be used, and what access options exist for both retail and institutional users.
Spot Market Data
For spot traders and algorithmic developers, having access to granular historical data is crucial for strategy development and performance validation.
OHLC Candlestick Data
OKX delivers full historical OHLC (Open, High, Low, Close) candlestick data across various time intervals—ranging from 1-minute to monthly candles. This data includes volume metrics and is ideal for technical analysis, chart pattern recognition, and automated trading system training.
You can retrieve past candlestick data via the OKX API or official documentation portals. The dataset covers major cryptocurrency pairs and has been consistently recorded since 2021, ensuring sufficient depth for meaningful analysis.
👉 Discover how historical price data can power your next trading breakthrough.
Aggregated Trades
Aggregated trade data compiles all executed orders at specific price points over time. While individual trade details like timestamps and sizes are grouped for efficiency, this format maintains accuracy for volume profiling and price impact studies.
This dataset is particularly useful for identifying liquidity zones and understanding how large trades influence short-term price movements in the spot market.
Trade History (Tick-Level Data)
For more precise analysis, OKX provides tick-level trade history starting from 2021. Each record includes execution time, price, volume, and direction (buy/sell), enabling high-resolution studies of market microstructure.
Such granularity supports advanced applications like slippage modeling, arbitrage detection, and event-driven strategy design.
Futures Market Data
Futures trading relies heavily on accurate historical context due to leverage, funding mechanisms, and evolving sentiment indicators.
OHLC Candlestick Data – Futures
Similar to spot markets, OKX offers complete historical OHLC data for its futures contracts. This includes standard quarterly futures as well as other tenors. These datasets allow traders to analyze trend persistence, volatility cycles, and seasonal patterns in leveraged instruments.
The availability of long-term futures pricing enables comparative studies between spot and futures premiums—key for basis trading strategies.
Aggregated Trades – Futures
All executed futures trades are aggregated by price and time, offering insight into order flow concentration. Traders use this to detect institutional activity or anticipate breakout levels based on volume clustering.
Because futures markets often exhibit different liquidity characteristics than spot markets, analyzing aggregated trades here helps refine entry and exit timing.
Trade History – Tick Level
Starting from 2021, OKX maintains detailed tick-by-tick records of all futures executions. This level of detail is critical for developing low-latency trading systems or validating execution quality in simulated environments.
Each tick entry includes contract type, price, size, and side—allowing full reconstruction of past market conditions.
Perpetual Swap Funding Rates
One of the defining features of perpetual futures is the periodic funding rate mechanism, which aligns contract prices with the underlying index. OKX publishes complete historical funding rates for all perpetual swap pairs dating back to 2021.
This data is invaluable for:
- Assessing long vs. short sentiment over time
- Predicting funding cost exposure
- Designing funding arbitrage strategies
- Evaluating market skew during extreme volatility events
Traders can download full funding rate logs to model expected costs or identify anomalies linked to market manipulation or sudden liquidations.
Order Book History for Futures
Understanding the evolution of supply and demand requires more than just trade data—it demands visibility into the order book.
Access to Historical Order Books
OKX offers VIP users exclusive access to historical order book snapshots for both quarterly and perpetual futures contracts. This includes full depth-of-book records at regular intervals (e.g., every 100ms or 1s), capturing bid-ask spreads, order sizes, and queue positions over time.
Such data empowers users to:
- Simulate real-world execution with historical liquidity
- Study latency arbitrage opportunities
- Analyze spoofing or wash trading behaviors
- Train machine learning models on market dynamics
To request access to this premium dataset, eligible users must submit a formal application through approved channels.
👉 Unlock deep market insights with advanced order book analytics.
Usage Policies and Data Access
While OKX allows personal use of historical market data—including OHLC charts, trade logs, and order books—strict guidelines govern its distribution and commercial application.
All data retrieved from OKX is intended solely for personal, non-commercial use unless explicitly authorized. Any intention to reuse, resell, or monetize the data (including in APIs, SaaS platforms, or research reports) requires prior written consent from OKX.
Users seeking commercial licensing or bulk data partnerships should contact the official business team directly through designated inquiry forms or enterprise channels.
Core Keywords
- Historical market data
- OHLC candlestick data
- Tick-level trade history
- Perpetual swap funding rates
- Order book history
- Futures trading data
- Spot market analytics
- Backtesting trading strategies
These keywords reflect the primary search intents behind queries related to long-term trading data on digital asset platforms. They are naturally integrated throughout this article to enhance SEO visibility while maintaining readability.
Frequently Asked Questions (FAQ)
Q: Does OKX provide free access to historical market data?
A: Yes, OKX offers free access to key historical datasets such as OHLC candles, aggregated trades, and tick-level trade history since 2021—for personal use only.
Q: Can I download funding rate history for perpetual swaps?
A: Absolutely. Full historical funding rates for all perpetual swap pairs are available starting from 2021 and can be downloaded via API or documentation resources.
Q: Who qualifies for order book history access?
A: Only verified VIP users of OKX can apply for access to historical order book data through an official request form.
Q: Is it allowed to use OKX’s market data in commercial products?
A: No. Commercial use, redistribution, or monetization of any data requires explicit authorization from OKX. Unauthorized use may result in legal action.
Q: What time range does the historical data cover?
A: Most datasets begin in 2021 and are updated continuously. Some spot and futures pairs may have earlier records depending on listing dates.
Q: How can I use historical data for backtesting?
A: You can import OHLC, tick trade, and order book data into backtesting frameworks like Backtrader or QuantConnect to simulate strategy performance under real market conditions.
👉 Start building your next-gen trading model with real market data.