Historical Bid Ask Spreads - All exchanges
Kaiko is the only company to store and distribute order books from major Bitcoin and Ethereum exchanges. We take a snapshot of order books every minute.
The bid-ask spread files provide the highest bid and lowest ask as well as the corresponding amounts.
(Order books at +/-10% are available as well as full order books - please reach out to email@example.com for more information)
- date : unix timestamp
- bid price : highest bid price in quote currency (in BTCUSD - USD is the quote currency)
- bid amount : amount for the highest bid price in base currency (in BTCUSD - BTC is the base currency)
- ask price : lowest ask price in quote currency
- ask amount : amount for the lowest ask price
Source : Exchanges APIs. There may be some gaps should the exchanges' API have experienced down time as they do not store historical order books.
The folder includes one file for each exchange x currency pairs. All time series end yesterday. The start date for each time series is listed below.