Bitfinex - Historical Order Books
Kaiko is the only company to store and distribute order books from major Bitcoin and Ethereum exchanges. We take a snapshot of order books every minute.
The order books from Bitfinex include orders within +1% and -1% of the bid price.
- BTCUSD : start date 25/08/2015
- ETHBTC : start date 28/04/2016
- ETHUSD : start date 28/04/2016
- date : Epoch timestamp millisecond
- type : a = ASK and b = BID
- 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. There may be some gaps should the exchanges' API have experienced down time as they do not store historical order books.
Format : One file per day x currency pair.
The timeseries ends yesterday.
Please find a sample file here :
(Order books at +/-10% are available as well as full order books - please reach out to firstname.lastname@example.org for more information)