Scraping Historical Orderbook Data [Bybit]

Sep 25, 2025

Intro
The Script
Downloadlink
Usage
DON’T STUFF YOUR DISK

Intro

For my F2P Trading System Series I was looking for a free way to get historical orderbook data for futures on Bybit. But I didn’t really find anything useful.

Unfortunately their API only responds with the current state of the order book.

However, they offer a download option for this (and more) data over at https://www.bybit.com/derivatives/en/history-data

Now I’m not the type of guy who manually uses form inputs and buttons a lot. The daterange you can choose from is also very limiting with only 7 calendar days in total. Though, you can reach back to 2023!

The Script

That’s why I wrote this little dirty scraper script that downloads all the historical orderbook data for a given futures contract.

Simply put in the tickers name and it’ll start downloading.

It’s nothing fancy. It’s not super fast or anything but it gets the job done.

Downloadlink

You can find the script in this GitHub repository.

https://github.com/KatanaQuant/freebies/tree/main/ob_scraper

Usage

Usage is also really simple.

You put in the symbol you want to fetch (defaults to BTCPERP),

the date of the earliest snapshot (defaults to 2023-01-01),

and the date of the latest snapshot (defaults to today())

python bybit_ob_scrape.py \
  BTCPERP \
  --start-date 2023-01-01 \
  --end-date 2024-02-01 \

python bybit_ob_scrape.py \
  ETHPERP \
  --start-date=2023-01-18 \
  --end-date=2023-01-19

# also valid; fetches all the data due to defaults
python bybit_ob_scrape.py BTCPERP

But beware:

DON’T STUFF YOUR DISK

If you fetch all the historical orderbook data for BTCPERP, you’ll end up with ~63 GB of data. And it’ll only get worse from there. Unzipped it explodes to ~380 GB. Obviously this isn’t going to be a problem if you’re like me and have a lot of TB+ SSDs flying around.

However, I realize that not everyones device is equipped like this.

So if you want to download and work with all the data available, further processing might be needed first!

What I usually do is:

download the raw data,
unpack it,
process it (ie pulling out the data I want to work with),
compress it,
persist the interesting parts for quick access and then
load off the raw data to a storage device or cloud for the future.

That’ll be all for today.

Happy trading!

- Hōrōshi バガボンド

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