WEX - 10% Order Books

Please contact us if you are interested in this product.

This data set contains order books including all outstanding orders within +10% and -10% of the mid price. Full order books are available as well upon request to hello@kaiko.com.

All major cryptocurrencies (Bitcoin, Ethereum, Litecoin, Dash,...) trade on this exchange.

  • Coverage:
    Note: we have stopped gathering data after BTCe was stopped in the US.

    You can browse our pairs and historical coverage using our instrument explorer here.

    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 : a = BID and b = ASK
    (Note: beware on unintuitive labeling for bid/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: Exchange's API.

  • Please find a sample file here:

    - 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 forBTC-e and all cryptocurrrency pairs listed on the exchange.