All Exchanges - Historical 10% Order Books

This data set will allow you to carry out your own in-depth analysis of market trends, compare exchanges, and identify what trades where. All major cryptocurrencies are included (bitcoin, ethereum, litecoin, ripple, zcash, monero...) and trade across these exchanges. 

All exchanges and cryptocurrency pairs listed on Kaiko are included in this bundle. 

These order books include all outstanding orders within +10% and -10% of the mid price. Order books at +/-1% are available here. Full order books are available as well upon request to hello@kaiko.com.

  • Coverage start date, per currency pair:

    As per individual product descriptions. All time series end yesterday. 

    Frequency: We take a snapshot of order books every minute. However over certain periods, either exchanges' APIs or the database have experienced downtime, and missing order book data cannot be restored. Order Book data can be down to ~100 files / day on some periods.

  • One file per day and per currency pair.

    - date: Epoch timestamp millisecond
    - type: a = BID and b = ASK (Note: beware on unintuitive labeling for bid/ask!)
    - price: in the quote currency (on a BTCEUR pair, the amount is in EUR)
    - amount: in the base currency (on a BTC EUR pair, the amount is in BTC)

    Source: Exchanges' APIs.

  • Please find a sample file here:
    cdn.kaiko.com/samples/Poloniex_BTCETC_ob_10_2017_09_05.csv.gz
    Copy paste the above link in your browser window and the download will start automatically.

    Notes:

    - The format of the files are .csv files, which you will be able to download immediately upon purchase.

    - The file will be a Zip Archive containing your cryptocurrency trading data. 

    - This bundle includes data for all the following exchanges:
    Bitfinex bitFlyer bithumb Bitstamp Bittrex BTC-e BTC38 BTCBox BTCChina Gatecoin GDAX Gemini hitBTC Huobi itBit Kraken Mt.Gox OKCoin Poloniex Quoine YoBit Zaif

 

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