Conversation

Hi FTX, can you please provide us with historical data on BVOL and iBVOL for backtesting algos?

1

Replying to

and

What data are you looking for? Check out help.ftx.com/hc/en-us/artic and see if it has what you want!

Historical Data

API You can get historical OHLC data for all markets on FTX--including futures, perpetuals, spot, and MOVE contracts--using our REST API. You can also find historical trades here. You can get his...

6:19 AM · Jul 13, 2020Twitter Web App

Replying to

and

I have an algo running on iBVOL, but I dont have enough data to backtest and be sure it is profitable. So can we have BVOL data (idk calculations?) prior to its listing?

1

Replying to

and

Ah I see--I don't think we have that easily available unfortunately; you could try to look at MOVE contracts and see what happened there.

1

1

Show replies