OKX Options Historical Market Data Guide

Accessing accurate and comprehensive historical market data is essential for traders, developers, and analysts looking to backtest strategies, conduct quantitative research, or build robust trading algorithms. This guide provides a detailed overview of OKX Options historical market data, including instrument coverage, data availability, API integration, and infrastructure insights.

Whether you're exploring options trading patterns since 2020 or building a real-time analytics pipeline, understanding the depth and structure of available data can significantly enhance your decision-making process.

👉 Discover powerful tools to analyze OKX options data with ease.

Data Coverage and Instrument Availability

Historical market data for all OKX Options instruments is available starting from February 1, 2020. This extensive timeline enables users to study market behavior across multiple volatility cycles, macroeconomic shifts, and major crypto price movements.

The dataset includes every listed options contract on OKX, covering various strike prices, expiration dates, and underlying assets—primarily Bitcoin (BTC) and Ethereum (ETH). With full lifecycle data, including trade executions, order book updates, and contract specifications, this resource supports both high-frequency analysis and long-term trend evaluation.

This broad coverage makes it ideal for:

• Strategy backtesting
• Risk modeling
• Volatility surface construction
• Market microstructure research

Accessing Data: CSV Downloads and API Integration

Downloadable CSV Files

For users who prefer simple, no-code access, daily CSV files are available for download without requiring an API key. These files are published monthly and contain normalized historical data for the first day of each month.

These downloadable datasets are perfect for:

• Quick exploratory analysis
• Academic research
• Educational use

You can find more details in the downloadable CSV documentation, which outlines file structures, naming conventions, and update schedules.

👉 Start exploring structured options data today.

Real-Time Aligned API Access

For developers and advanced users, the Tardis API delivers historical data in the same format as OKX’s real-time WebSocket v3 API. Each message includes:

• Raw exchange data
• Local timestamps (for precise synchronization)
• Full fidelity event streams

This alignment ensures that backtesting environments mirror live trading conditions as closely as possible.

Here's how to retrieve historical messages using the official Python client:

# 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-options",
        from_date="2020-02-01",
        to_date="2020-02-02",
        filters=[Channel(name="option/trade", symbols=[])]
    )
    async for local_timestamp, message in messages:
        print(message)

asyncio.run(replay())

Note: Replace "YOUR_API_KEY" with a valid key obtained through Tardis.dev registration.

For those seeking a unified format across multiple exchanges, consider using the provided client libraries, which support automatic data normalization on the client side.

Captured Real-Time Market Data Channels

All historical data is derived from real-time WebSocket channels operated by OKX. The following channels are captured and archived:

• option/trade – Records every executed options trade
• option/ticker – Provides real-time price summaries and Greeks
• option/orderbook – Captures full or incremental order book updates
• option/summary – Delivers aggregated market statistics per contract

Each channel's historical feed can be accessed via the HTTP API. By querying specific date ranges and symbols, users can reconstruct exact market states at any point in time.

This granular capture enables precise simulation of trading logic under real market conditions—critical for validating execution performance and slippage models.

Infrastructure and Data Collection Setup

Reliable data begins with robust infrastructure. The market data collection system for OKX Options has evolved over time to ensure maximum uptime and minimal latency.

Timeline of Data Capture Locations

Since May 4, 2022, data capture has been hosted in AWS Hong Kong, colocated within the same region as OKX’s own servers in Alibaba Cloud cn-hongkong. This strategic placement minimizes network hops and ensures ultra-low-latency data ingestion.

Connection Architecture

To guarantee resilience and completeness:

• Multiple parallel WebSocket connections are maintained
• Message sequencing is verified in real time
• Failover mechanisms automatically restore interrupted streams

This multi-layered approach ensures no data loss during periods of high volatility or network stress—common during major market events.

Core Keywords for SEO Optimization

The following keywords have been naturally integrated throughout this article to align with user search intent:

• OKX Options
• historical market data
• options trading data
• WebSocket API
• backtesting data
• real-time market data
• options contract history
• crypto derivatives data

These terms reflect common queries from algorithmic traders, fintech developers, and quantitative analysts researching exchange-level options datasets.

👉 Unlock advanced trading analytics with reliable data sources.

Frequently Asked Questions (FAQ)

Q: From what date is OKX Options historical data available?
A: Full historical data is available starting from February 1, 2020, covering all listed options instruments on the platform.

Q: Do I need an API key to access any historical data?
A: No. Daily CSV files for the first day of each month can be downloaded without an API key. However, accessing custom date ranges or using the API requires authentication.

Q: Is the API data formatted the same as OKX’s real-time stream?
A: Yes. The historical data replicates the original OKX WebSocket v3 API format exactly, including message structure and field names. Local timestamps are added for synchronization purposes.

Q: Can I normalize data across multiple exchanges?
A: Yes. While raw data follows exchange-specific formats, Tardis provides client libraries that perform on-the-fly normalization, enabling consistent processing across different markets.

Q: Where is the data collected from?
A: Since May 4, 2022, data collection runs from AWS Hong Kong (VPC colo), located near OKX’s own servers in Alibaba Cloud cn-hongkong. Earlier data was collected from Tokyo and London.

Q: What types of options contracts are included?
A: The dataset covers all tradable options contracts on OKX, primarily based on BTC and ETH, with various strikes, expiries, and settlement types (cash-settled USDⓈ contracts).

This guide serves as a comprehensive entry point into leveraging OKX Options historical data effectively. With reliable infrastructure, rich channel coverage, and flexible access methods, it empowers traders and developers to build smarter, data-driven strategies.