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Bitfinex - Historical Order Books

$49.00

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. 

Currency Pair:

- BTCUSD : start date 25/08/2015

- ETHBTC : start date 28/04/2016 

- ETHUSD : start date 28/04/2016

Format :

  • 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 : 

https://cdn.kaiko.com/samples/Coinbase_BTCUSD_ob_1_2016_07_07.csv.gz

(Order books at +/-10% are available as well as full order books - please reach out to hello@kaiko.com for more information)



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