OKX (formerly OKEx) Schemas#

OKX (formerly OKEx) is a major Seychelles-based cryptocurrency exchange founded in 2013 by Star Xu as Okcoin. It rebranded in 2022, offering spot, derivatives, and Web3 services. Known for high security, it is owned by Ok Group, but not available to users in the USA

OKX#

Database includes the following Tables:

DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
PRL - Market depth data, aggregated by price point (MBP)
QTE - Best bid / offer quotes
STAT - Static data, e.g. ISIN, description, security type
TRD - Trades

OKX - DAY#

Daily price and statistical data, e.g. closing price, settlement price, open interest

OKX - DAY Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
UPDATE_TYPE	string[16]	Type of update
OPEN	double	Open price for the current trading day
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
CLOSE	double	Closing price
VOLUME	double	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
TRADE_COUNT	double	Number of trades on the current trading day
VWAP	double	Volume-weighted average price
BUY_VOLUME	double	Traded volume originating from incoming buy orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown.
SELL_VOLUME	double	Traded volume originating from incoming sell orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown.
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OKX - PRL#

Market depth data, aggregated by price point (MBP)

OKX - PRL Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
BUY_SELL_FLAG	int	Orderbook side (0 - Buy, 1 - Sell)
PRICE	double	TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross
SIZE	double	TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross
RECORD_TYPE	string[1]	Type of depth update.
TICK_STATUS	int	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
DELETED_TIME	nsectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OKX - QTE#

Best bid / offer quotes

OKX - QTE Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
BID_SIZE	double	Best bid size
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
ASK_SIZE	double	Best ask size
QUOTE_VENUE	string[12]	Venue (MIC) from which a quote originates
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OKX - STAT#

Static data, e.g. ISIN, description, security type

OKX - STAT Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
NAME	string[200]	Description of the instrument
EXCH_SYMBOL	string[40]	Ticker symbol specified by the exchange
SEC_TYPE	string[40]	Security type, e.g. Equity, ETF, Future
SEC_SUBTYPE	string[40]	Security subtype
CURRENCY	string[3]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
EXPIRATION_DATE	string[8]	Date when a derivative expires (YYYYMMDD)
STRIKE_PRICE	double	Exercise price for options / warrants
CALL_PUT_IND	string[1]	C - Call option, P - Put option
EXERCISE_TYPE	string[1]	Option exercise type (A - American, E - European, B - Bermudan, S - Asian)
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OKX - TRD#

Trades

OKX - TRD Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
PRICE	double	TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross
SIZE	double	TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross
TRADE_VENUE	string[12]	Identifies the venue where a trade was executed. Typically a MIC, with the special values XOFF for off-exchange and SINT for Systematic Internaliser trades.
BUYER	string[48]	ID of the market participant on the buy side of a trade
SELLER	string[48]	ID of the market participant on the sell side of a trade
AGGRESSOR_SIDE	string[1]	Indicates whether a trade resulted from an incoming buy or sell order.
TRADE_TYPE	string[4]	Type of trade
TRADE_PERIOD	string[1]	Market period during which a trade was executed.
BOOK_TYPE	string[1]	Type of order book or trading mechanism through which a trade was executed.
TRADE_ID	string[20]	Trade identifier, generally the ID assigned by the matching engine
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.
DELETED_TIME	nsectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	byte	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).

OKX_DAILY#

Database includes the following Tables:

DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
STAT - Static data, e.g. ISIN, description, security type

OKX_DAILY - DAY#

Daily price and statistical data, e.g. closing price, settlement price, open interest

OKX_DAILY - DAY Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
UPDATE_TYPE	string[16]	Type of update
OPEN	double	Open price for the current trading day
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
CLOSE	double	Closing price
VOLUME	double	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
TRADE_COUNT	double	Number of trades on the current trading day
VWAP	double	Volume-weighted average price
BUY_VOLUME	double	Traded volume originating from incoming buy orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown.
SELL_VOLUME	double	Traded volume originating from incoming sell orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown.
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OKX_DAILY - STAT#

Static data, e.g. ISIN, description, security type

OKX_DAILY - STAT Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
NAME	string[200]	Description of the instrument
EXCH_SYMBOL	string[40]	Ticker symbol specified by the exchange
SEC_TYPE	string[40]	Security type, e.g. Equity, ETF, Future
SEC_SUBTYPE	string[40]	Security subtype
CURRENCY	string[3]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
EXPIRATION_DATE	string[8]	Date when a derivative expires (YYYYMMDD)
STRIKE_PRICE	double	Exercise price for options / warrants
CALL_PUT_IND	string[1]	C - Call option, P - Put option
EXERCISE_TYPE	string[1]	Option exercise type (A - American, E - European, B - Bermudan, S - Asian)
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.