Historical Cryptocurrency Market Data 

Trade data, order books, and aggregated data across 100+ exchanges and 95,000+ currency pairs

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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.

The Most Extensive Historical Data Sets in the Industry

Historical Cryptocurrency Data Types

Available in CSV files or through a REST API

Raw tick by tick cryptocurrency historical trade data Kaiko

Tick-by Tick Trade Data

Every executed transaction on an exchange, including the price, volume, and trade direction.

VWAP cryptocurrency historical data Kaiko

Liquidity Measures

Market depth, bid/ask spread, price slippage, and order books averaged over time intervals (1 min.- 1day).

historical cryptocurrency OHLCV data Kaiko

Order Book Snapshots

All bids and asks placed within 10% of the mid price. Snapshots are taken twice per minute.

Raw tick by tick cryptocurrency historical trade data Kaiko

OHLCV Candlesticks 

Open, High, Low, Close, Volume candlestick data in granularities ranging from 1 second to 1 day.

raw orderbook cryptocurrency data Kaiko

Tick-by-Tick Order Books

Incremental tick-level updates of all bids and asks on an order book (coming soon)

historical cryptocurrency OHLCV data Kaiko

VWAP (Average Price)

Volume Weighted Average Price exchange/pair data in granularities ranging from 1 second to 1 day.

Raw tick by tick cryptocurrency historical trade data Kaiko

Reference Rates

A composite price for a crypto asset aggregated across all or a custom selection of exchanges. 

Raw tick by tick cryptocurrency historical trade data Kaiko

Derivatives Data

Open interest, implied volatility, funding rates, and more derivatives-specific data (in beta)

Comprehensive Exchange Coverage

Binance Cryptocurrency API
Bitfinex Cryptocurrency API bitcoin ethereum order books
Coinbase Cryptocurrency API bitcoin ethereum order books
Coinbase Cryptocurrency API bitcoin ethereum order books
Huobi historical Cryptocurrency data trades order books
Deribit Cryptocurrency Exchange Market Data
Gemini Cryptocurrency API bitcoin ethereum order books
Kraken Cryptocurrency API bitcoin ethereum order books
Okex Cryptocurrency API bitcoin ethereum order books
FTX cryptocurrency market data historical data
Bitflyer Cryptocurrency API bitcoin ethereum order books
Poloniex Cryptocurrency API bitcoin ethereum order books
Bitmex historiacl market data Cryptocurrency API bitcoin ethereum order books
Binance Futures historical cryptocurrency data
Binance Futures historical cryptocurrency data
Bithumb Cryptocurrency API bitcoin ethereum order books
Bittrex Cryptocurrency API bitcoin ethereum order books
Bybit Cryptocurrency API bitcoin ethereum order books
Bitforex Cryptocurrency API bitcoin ethereum order books
Bitstamp Cryptocurrency API bitcoin ethereum order books

Historical Cryptocurrency Data You Can Act On

✓  100+ exchanges, with new exchanges added monthly to our collection.
 
  95,000+ 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. 

All Historical cSV Files are delivered via our Crypto Data Feed

What is a Crypto Data Feed?

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.

How It Works

Select Data

Select the exchange, currency pair, or data type you are interested in. 

Browse coverage here

Set Up

Set up a cloud bucket for your preferred data repository (Amazon Web Services or Google Cloud Services). Instructions here.

Data Dump

Receive a data dump of all historical cryptocurrency data from the selected exchanges and/or currency pairs.

Daily Updates

Every day at 3:05 UTC, we will automatically push an update to these data sets of the previous days market data. 

Historical Cryptocurrency Data Through A REST API

more than a dozen API Endpoints Available for frictionless consumption of data

cryptocurrency market data livestream websocket

✓  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.

Section

Historical Crypto Market Data Features

  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, Deribit, Huobi, Okex, Bybit, and more. 

  Top spot crypto exchanges: Binance, Coinbase, Gemini, Bitstamp, Bitfinex, and more. 

  High-resolution data 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 activitie

✓ Easy API consumption of cryptocurrency historical price data for custodians, index providers, and tax accountants.


Get Started With Kaiko Today

We can set up a free trial our full data services or provide a custom price quote if you let us know about your data requirements.

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