BTC38 - 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.

Bitcoin and all major altcoins (Dash, Litecoin, XEM, Ripple, Ethereum...) versus CNY (Chinese Yuan Renminbi) trade on this exchange.

  • Coverage start date, per currency pair:

    ARDRCNY 2017-09-05
    BCCCNY 2017-09-05
    BLKCNY 2017-09-05
    BTCCNY 2017-09-05
    BTSCNY 2017-09-05
    DASHCNY 2017-09-05
    DOGECNY 2017-09-05
    EACCNY 2017-09-05
    EMCCNY 2017-09-05
    ETCCNY 2017-09-05
    ETHCNY 2017-09-05
    HLBCNY 2017-09-05
    INFCNY 2017-09-05
    LTCCNY 2017-09-05
    MECCNY 2017-09-05
    MGCCNY 2017-09-05
    NCSCNY 2017-09-05
    NXTCNY 2017-09-05
    PPCCNY 2017-09-05
    QRKCNY 2017-09-05
    RICCNY 2017-09-05
    SYSCNY 2017-09-05
    TAGCNY 2017-09-05
    TMCCNY 2017-09-05
    VASHCNY 2017-09-05
    WDCCNY 2017-09-05
    XCNCNY 2017-09-05
    XEMCNY 2017-09-05
    XLMCNY 2017-09-05
    XPMCNY 2017-09-05
    XRPCNY 2017-09-05
    XZCCNY 2017-09-05
    YBCCNY 2017-09-05
    ZCCCNY 2017-09-05

    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.
    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 = 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/BTC38_BOSTCNY_ob_1_2017_09_05.csv.gz


    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 forBTC38 and all cryptocurrrency pairs listed on the exchange.

 

 

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