Historical Quotation Data

Request Path Construction:

For example:

BTC-margined Contract-Depth Snapshot BTC_USD 2023-04-25 13:00~14:00 data ( the downloading time is Beijing time subtracted by 8 hours)

curl -O https://download.gatedata.org/futures_btc/orderbooks_slice/202304/BTC_USD-2023042505.gz

Code Example:

1
2file_biz = "futures_btc"
3file_type = "orderbooks_slice"
4market_value = "BTC_USD"
5is_orderbooks_slice = False
6
7days_range = ["20230201", "20230202", "20230203"]
8
9for file_date in days_range:
10    file_month = file_date[:6]
11    suffix = "" if is_orderbooks_slice else ".csv"
12    download_url = (
13        f"https://download.gatedata.org/{file_biz}/{file_type}/{file_month}/"
14        f"{market_value}-{file_date}{suffix}.gz"
15    )
16    print(download_url)

Developer Tips:

Timezone conversion: the path uses UTC time

Depth snapshot: orderbooks_slice only provides text snapshots in .gz format.

K-line granularity: candlesticks_ followed by granularity, such as candlesticks_1m.