Coverage start date, per currency pair:
05 September 2017: ANCCNY, ARDRCNY, BCCCNY, BECCNY, BLKCNY, BOSTCNY, BTCCNY, BTSCNY, DASHCNY, DGCCNY, DOGECNY, EACCNY, EMCCNY, ETCCNY, ETHCNY, HLBCNY, ICSCNY, INFCNY, LTCCNY, MECCNY, MEDCNY, MGCCNY, NCSCNY, NXTCNY, PPCCNY, QRKCNY, RICCNY, SRCCNY, SYSCNY, TAGCNY, TMCCNY, VASHCNY, WDCCNY, XCNCNY, XEMCNY, XLMCNY, XPMCNY, XRPCNY, XZCCNY, YBCCNY, ZCCCNY.
All timeseries 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.