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
✓ 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.
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.
✓ 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.
Our Data Feed allows us to deliver CSV files for all data types. We are the only data provider in the industry that has a Data Feed set up with AWS and GCP. This allows us to easily transfer massive historical data sets in CSV format, which is easier to work with compared with downloading all data through a REST API. Our Data Feed serves as the core backbone to all other delivery options, providing a stable and consistent daily data reference (daily data updates are optional and you can choose to only purchase a historical dataset).
We strive to provide the most complete and qualitative data on the market. However, we rely upon the exchanges’ APIs to ensure this. Due to exchange API downtime (for example, due to maintenance), we sometimes experience gaps in our data and cannot always guarantee 100% coverage.
We know that this can be problematic. That's why we have secured data distribution agreements with several major exchanges with the aim of backfilling gaps in the data. Customers having bought market data containing gaps will be notified when backfilling becomes available.
Clients can purchase both historical subscriptions and/or real-time subscriptions of cryptocurrency data. We provide our historical data in yearly licenses--the purchase of a license gives you access to all historical data available, and any subsequent renewal of the license will include a backfill of the previous year's data.
Our real-time data subscriptions give clients access to all (or a custom selection) of exchanges/pairs through our API endpoints, WebSocket and Data Feed (daily flat file updates). Clients can decide which delivery channel they prefer, and the exchange/pair access they require.
Our Enterprise cryptocurrency data tier comes with SLA's, custom data packages, and private slack channels for support. Please contact us at email@example.com if you are interested.
Because every cryptocurrency exchange was either launched or added to our collection at different times, all exchanges and all instruments have different collection start times. You can find details about when we began collection of every instrument using our Instrument Explorer. The field “First Trade Date” indicates the date that Kaiko began collection for a given instrument. Frequently, instruments stop trading on an exchange, and this will be denoted by the presence of a “Last Trade Date” (and “ongoing” if the instrument still trades).
Our founder began collecting market data in 2011 (Kaiko was founded in 2014), thus we have over 10 years of historical trade data. Because we form aggregations directly from our trade data, we also provide over 8 years of aggregated data. We began collecting order book snapshots in April of 2015.
Depending on your subscription type (individual vs. enterprise), we provide different tiers of support. For our enterprise clients, we provide private slack channels where our entire team of developers and data scientists are on call to answer any questions you may have. For individual licenses, we can answer questions over email. We do our best to help all clients, no matter how small.
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)?
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?