Historical Cryptocurrency Market Data 

Trade data, order books, and aggregated data across 85+ exchanges and 20,000+ 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.

Cryptocurrency Data Types

Historical Cryptocurrency Data Types

We provide historical exchange/pair cryptocurrency market data in .csv files and 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 timestamp at which the transaction occurred. 

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

Limit order book snapshots taken twice per minute, including all bids and asks placed at price levels within 10% of the midprice. 

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/deltas of all bids and asks on an order book. L3 and L2 data available for top exchanges.

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

Exchange Rates

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

Raw tick by tick cryptocurrency historical trade data Kaiko

Count - OHLCV - VWAP

A combined dataset including trade count over time intervals ranging from 1 second to 1 day, and OHLCV and VWAP.

Product Update: Tick-by-Tick Historical Order Books

Tick-level order books include every changed, added, or removed bid and ask to an order book, enabling traders to reconstruct market states at any given time and playback all changes (commonly referred to as ‘deltas’ or ‘incremental updates’) to the order book. This highly-granular data type is designed for professional traders and researchers with a strong understanding of market dynamics and experience working with big data.

We provide tick order books at Level 3 precision for Bitstamp, Bitfinex, and Coinbase, and Level 2 data for select exchanges. Email us at hello@kaiko.com for more information on our full coverage and if you are interested in a data sample or full trial. 

Technical Product DescriptionDocumentation

Historical Cryptocurrency Data Coverage

Spot Exchanges:  80+ 

Bitfinex Cryptocurrency API bitcoin ethereum order books
Binance Cryptocurrency API
Coinbase Cryptocurrency API bitcoin ethereum order books
Bitstamp Cryptocurrency API bitcoin ethereum order books
Huobi historical Cryptocurrency data trades order books
Gemini Cryptocurrency API bitcoin ethereum order books
Kraken Cryptocurrency API bitcoin ethereum order books
Poloniex Cryptocurrency API bitcoin ethereum order books
Bitforex Cryptocurrency API bitcoin ethereum order books
Bitforex Cryptocurrency API bitcoin ethereum order books
Bittrex Cryptocurrency API bitcoin ethereum order books
Bithumb Cryptocurrency API bitcoin ethereum order books

Derivatives Exchanges:  10+

Deribit Cryptocurrency Exchange Market Data
FTX cryptocurrency market data historical data
HuobiDM cryptocurrency market data historical data
Bitmex historiacl market data Cryptocurrency API bitcoin ethereum order books
Okex Cryptocurrency API bitcoin ethereum order books
Binance Futures historical cryptocurrency data
Kraken Futures Cryptocurrency API bitcoin ethereum order books
Bitflyer Cryptocurrency API bitcoin ethereum order books
Coinflex Cryptocurrency historical dataAPI bitcoin ethereum order books
Bybit Cryptocurrency API bitcoin ethereum order books

Cryptocurrency Data You Can Act On

✓  85+ exchanges, with new exchanges added monthly to our collection.
 
  20,000+ 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?

All serious financial actors know that a daily Data Feed is a critical source of stable data. 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. From your bucket, you can download historical cryptocurrency price data. 

How It Works

SELECT DATA

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

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 crypto trades, orderbooks, or aggregates (OHLCV, VWAP) from the selected exchanges and/or currency pairs.

Download data sample here.

Daily Updates

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.


Historical Cryptocurrency Data Through A REST API

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

✓  No rate limit for downloading data.

✓  Full historical trades, OHLCV candlesticks, VWAP, exchange rates, and trade count, with history since 2011.

✓  2 weeks 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. 

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 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. 

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Frequently Asked Questions

What types of cryptocurrency data do you collect?

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], and transaction count. We provide more than five years of historical access for 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

What is a Data Feed and how is this different from other data delivery options?
How can you ensure that the data is complete?
Do you offer subscription data services?
How much historical data do you have?
What support do you offer?

Interested in Our Cryptocurrency Data Services?  

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? 

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