Thalex does not currently accept any applicants from Canada, the United States, Prohibited Jurisdictions, and other territories where dealing in cryptoassets may be subject to local registration. In addition, Thalex services may not be available for all client types in all jurisdictions, namely for UK consumers.

Historical Data

Download our historical market data

File Contents

We make historical data for the last 60 full trading days available in CSV format. Trading days start and end at 8 AM UTC.

Mark Price files contain market data for each tradable instrument with 1 minute resolution. Market data provided:

  • Mark Price (open, high, low, close)
  • Implied Volatility for Options (open, high, low, close)
  • Accumulated funding for Perpetuals in each interval. This is the PNL for a long position of 1 Perpetual since the last interval. Summing up the accumulated funding for each interval in a trading day will result in that day’s funding payout (for a long position of 1 Perpetual). Note that the sign here is the opposite of the funding rate sign, as a positive funding rate means long pays short, resulting in a negative PNL for those with a long position.
  • Top of Book price and size at the start of each interval (bid price, bid size, ask price, ask size)

Index Price files contain data for our indices with 1 minute resolution. These files only contain the index price data (open, high, low, close).

Combined 60-day Market Data

Combining all our daily files below into a single CSV file.

Daily Market Data

Each file contains a full trading day's market data. Trading days start at 8 AM UTC and end the next day at 8 AM UTC.