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BITMEX Historical Data Scraper

Bitmex no longer offers historical trade data on their REST API. They do have the data in a public AWS bucket, which this scrapes and converts to CSV files (by year).

Installation

  1. Clone/download repository
  2. Install requirements: pip install -r requirements.txt

Usage

  • python scrape.py - Scrape all available data
  • python scrape.py --start YYYYMMDD - Scrape data from start date through yesterday
  • python scrape.py --start YYYYMMDD --end YYYYMMDD - Scrape data from start date through end date (inclusive)
  • python scrape.py --end YYYYMMDD - Scrape data from start of data through end date