Bitcoin - Historical 10% Order Book (BTC/USD and BTC/USDT)

This data set bundles all BTC/USD and BTC/USDT (Bitcoin vs. US Dollar and Bitcoin vs. Tether) trading on all exchanges covered by Kaiko.

This will allow you to get a global view of all BTC/USD trading, the data is provided per exchange and is normalized in a way that is easy to aggregate. 

The files contain all tick by tick information, i.e. one line per executed trade. 

Data for all exchanges listed below are included in this data set. 

  • Coverage and naming of pairs of the various exchanges 

    okex: BTCUSD
    kraken: XBTUSD BTCUSD
    bitfly: BTCUSD
    bittrex: USDBTC
    quoine: BTCUSD
    bitfinex: BTCUSD
    gemini: BTCUSD
    gatecoin: BTCUSD
    wex (btc-e): BTCUSD
    okcoin: BTCUSD
    coinbase: BTCUSD
    bitstamp: BTCUSD
    itbit: XBTUSD
    bitmex: XBTUSD
    btcchina: BTCUSD
    huobi: BTCUSD
    hitbtc: BTCUSD

    The three exchanges below do not support USD however there are BTCUSDT pairs:

    Binance: USDTBTC
    Bit-z: USDTBTC
    Poloniex USDTBTC

    All timeseries end yesterday.

    Some historical data might be missing due to exchanges / APIs experiencing downtime or technological problems on our end. Please contact us if you have inquiries about particular date periods or exchanges.

  • One file per day and per currency pair.

    - date : Epoch timestamp millisecond
    - type : a = ASK and b = BID
    - 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: Exchange's API.

  • Request a sample here

    - 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 BTC/USD and BTC/USDT across all exchanges covered by Kaiko.

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