€19.999
Please contact us if you are interested in this product.
An order book is a list containing all outstanding orders on a specific currency pair. It lists all the orders placed by buyers and sellers at each price point. This is called the market depth. An order to buy is called a ‘bid’ and an order to sell is called a ‘sell’. The exchange’s matching engine pairs up all bid and asks, resulting in trades occurring.
These order books include all outstanding orders within +10% and -10% of the mid-price.
All exchanges and cryptocurrency pairs listed on Kaiko are included in this bundle.
Coverage start date, per currency pair:
As per individual product descriptions. All time series end yesterday.
Frequency: We take a snapshot of order books every minute. However over certain periods, either exchanges' APIs or the database have experienced downtime, and missing order book data cannot be restored. Order Book data can be down to ~100 files / day on some periods.
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 pairs.
One file per day and per currency pair.
- date: Epoch timestamp millisecond
- type: b = BID and a = ASK
- 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: Exchanges' APIs.
Please find a sample file here:
cdn.kaiko.com/samples/Poloniex_BTCETC_ob_10_2017_09_05.csv.gz
Notes:
- 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 all the following exchanges:
BitMEX Binance Bitfinex bitFlyer bithumb Bitstamp Bittrex BTC-e BTC38 BTCBox BTCC Bit-Z Gatecoin Coinbase Pro (GDAX) Gemini hitBTC Huobi itBit Korbit Kraken Mt.Gox OKCoin Poloniex Quoine YoBit Zaif
