Trade data, order books, and aggregated data across 100+ exchanges and 70,000+ currency pairs
Since 2014, Kaiko has collected, normalized and stored terabytes of historical cryptocurrency data from dozens of spot and derivatives exchanges. Our exchange/pair trade data, order books, and aggregated market data can be delivered in CSV files or accessed through our REST API. We have taken the time to perfect our data collection infrastructure so that you can focus on making powerful insights.
Available in CSV files or through a REST API
Every executed transaction on an exchange, including the price, volume, and timestamp at which the transaction occurred.
Market depth, bid/ask spread, price slippage, and order books averaged over time intervals (1 min.- 1day).
Limit order book snapshots taken twice per minute, including all bids and asks placed at price levels within 10% of the midprice.
Open, High, Low, Close, Volume candlestick data in granularities ranging from 1 second to 1 day.
Incremental tick-level updates/deltas of all bids and asks on an order book. L3 and L2 data available for top exchanges.
Volume Weighted Average Price exchange/pair data in granularities ranging from 1 second to 1 day.
A composite price for a crypto asset aggregated across all or a custom selection of exchanges. Fiat conversions available.
A combined dataset including trade count over time intervals ranging from 1 second to 1 day, and OHLCV and VWAP.
✓ 100+ exchanges, with new exchanges added monthly to our collection.
✓ 35,000+ cryptocurrency pairs, with new pairs added daily.
✓ 3,000+ digital assets.
✓ Historical datasets since 2011, the oldest datasets in the industry.
✓ 9 billion+ transactions normalized, with millions of trades collected every day.
✓ Downloadable historical .csv files and daily file updates.
✓ No API rate limits, full history available.
✓ Tick-by-tick trade data (every executed transaction on an exchange).
✓ Order book snapshots (level II LOB, aggregated by price).
✓ OHLCV candlesticks [Open, High, Low, Close, Volume] ranging from 1 second to 1 day.
✓ VWAP [Volume Weighted Average Price] ranging from 1 second to 1 day.
✓ Cryptocurrency USD exchange rates, other fiat conversions, and single composite prices for crypto assets.
✓ Bid-ask spread, market depth, slippage, mid-price, BBO, trade count, and more.
Kaiko's cryptocurrency flat file Data Feed allows us to seamlessly push massive historical datasets to any cloud-based data repository and continuously send updates to these datasets. We can push CSV files to your Amazon Web Services S3 or Google Cloud Platform bucket.
Files are organized as shown. Simply log onto your cloud storage provider, and Kaiko data will be available in your cloud bucket. Data is intuitively organized for your consumption. If you decide to subscribe to daily updates, new daily files will automatically appear in your bucket.All cryptocurrency data can be downloaded locally.
Select the exchange, currency pair, or data type you are interested in. If you are looking for a custom data type, please reach out to hello@kaiko.com.
Browse coverage here.
Set up a cloud bucket for your preferred data repository (Amazon Web Services or Google Cloud Services).
Instructions here.
Receive a data dump of all historical crypto trades, orderbooks, or aggregates (OHLCV, VWAP) from the selected exchanges and/or currency pairs.
Download data sample here.
Every day at 3:05 UTC, Kaiko's Data Feed will automatically push an update to these data sets of the previous days market data. These updates are optional.
✓ No rate limit for downloading data.
✓ Full historical trades, OHLCV candlesticks, VWAP, exchange rates, and trade count, with history since 2011.
✓ 1 month of historical order book data, market depth, spread, and aggregated order books available.
✓ Redundant servers for maximum uptime, scaled to handle enterprise users.
✓ Extensive Reference Data API for normalized pair and exchange mappings.
Interested in live cryptocurrency price data? Check out our real-time data page for more information. We can provide live and normalized data feeds for all crypto exchanges.
✓ The most extensive historical limit order books (LOB) and historical cryptocurrency price data in the industry.
✓ Thousands of exchange/pair Bitcoin (BTC) and Ethereum (ETH) trade datasets and order books, available in .csv files.
✓ Top derivatives exchanges: Bitmex historical prices, Deribit historical prices, Huobi historical prices, Okex historical prices and more.
✓ Top spot crypto exchanges: Binance historical prices, Coinbase (ex-GDAX) historical prices, Gemini historical prices, Bitstamp historical prices, and more.
✓ High-resolution historical data, designed for your granular use-cases, in granularities ranging from tick - 1 day.
✓ Every data point timestamped with millisecond precision.
✓ Cryptocurrency spot, futures, swaps, and options history.
✓ Simple normalization and standardization methodologies.
✓ Liquidity measures derived from raw order book snapshots, aggregated into market depth, spread, and price slippage.
✓ Second by second historical OHLCV candlesticks and VWAPs for standardized charting.
✓ Data optimized for quantitative trading strategies and market making activities.
✓ Easy API consumption of cryptocurrency historical price data for custodians, index providers, and tax accountants.
✓ Bitcoin trading history for part-time traders, and enterprise data packages for professionals.
Your weekly data-driven analysis of cryptocurrency markets, delivered to your inbox Monday mornings.
Kaiko integrates directly with each exchange's unique API. We collect all raw data, including tick-by-tick trade data, order book snapshots, and tick-level order books. We provide several data aggregations, including OHLCV [Open,High Low, Close, Volume], VWAP [Volume Weighted Average Price], market depth (the sum of bids and asks on an order book), bid ask spread, and transaction count. We provide more than five years of historical access to our data through our API and Data Feed cryptocurrency data delivery options.
We just launched our live derivatives data API endpoints, which include measures such as implied volatility, funding rates, open interest, and 24 volume for options, futures and perpetual futures contracts.
Learn about all of our data types here.
We can set up a free trial of our full data services or provide a custom price quote if you let us know a bit more about your data requirements.
Which currency pair(s)?
BTC/USD? ETH/USD?
On which exchange(s)?
Coinbase? Binance? Bitmex? Deribit?
What data type(s)?
Trades? Order books? OHLCV? Exchange rates?
Historical or live?
Full historical access with real-time updates? Just 1 year of data? Only live updates?
