BTC-e - Historical 1% Order Books

This data set contains order books including all outstanding orders within +1% and -1% of the mid price. Order books at +/-10% are available here. 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 start date, per currency pair:

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

    BTCEUR 2015-08-26
    BTCRUB 2016-09-16
    BTCUSD 2015-04-27
    DASHBTC 2016-09-14
    ETHBTC 2016-04-28
    ETHLTC 2016-09-14
    ETHRUB 2016-09-16
    ETHUSD 2016-04-28
    EURRUB 2016-09-16
    EURUSD 2016-09-16
    LTCBTC 2016-09-14
    LTCEUR 2016-09-14
    LTCRUB 2016-09-16
    LTCUSD 2016-09-14
    NMCBTC 2016-09-16
    NMCUSD 2016-09-16
    NVCBTC 2016-09-16
    NVCUSD 2016-09-16
    PPCBTC 2016-09-16
    PPCUSD 2016-09-16
    USDRUB 2016-09-16


    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.

  • One file per day and per currency pair.

    - 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: Exchange's API.

  • Please find a sample file here: 
    cdn.kaiko.com/samples/BTC-e_BTCEUR_ob_1_2017_04_01.csv.gz
     Copy paste the above link in your browser window and the download will start automatically. 

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

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