BTC38 - Historical trade data

This data set contains all tick by tick information, i.e. one line per executed trade. All currency pairs listed below are included in this data set. 

  • Coverage start date, per currency pair:

    ANCCNY          25/07/17

    ARDRCNY        05/09/17

    BCCCNY           05/09/17

    BECCNY           25/07/17

    BLKCNY           05/09/17

    BOSTCNY        25/07/17

    BTCCNY           05/09/17

    BTSCNY           05/09/17

    DASHCNY        05/09/17

    DGCCNY          25/07/17

    DOGECNY        05/09/17

    EACCNY           05/09/17

    EMCCNY          05/09/17

    ETCCNY           05/09/17

    ETHCNY           05/09/17

    HLBCNY           05/09/17

    ICSCNY            05/09/17

    INFCNY            05/09/17

    LTCCNY            05/09/17

    MECCNY          05/09/17

    MEDCNY          25/07/17

    MGCCNY         05/09/17

    NCSCNY           05/09/17

    NXTCNY           05/09/17

    PPCCNY           05/09/17

    QRKCNY          05/09/17

    RICCNY            05/09/17

    SRCCNY           25/07/17

    SYSCNY           05/09/17

    TAGCNY          05/09/17

    TMCCNY          05/09/17

    VASHCNY        05/09/17

    WDCCNY         05/09/17

    XCNCNY           05/09/17

    XEMCNY          05/09/17

    XLMCNY          05/09/17

    XPMCNY          05/09/17

    XRPCNY           05/09/17

    XZCCNY           05/09/17

    YBCCNY           05/09/17

    ZCCCNY           05/09/17

    All timeseries end yesterday.

  • One file per month and per currency pair which is a .tar containing 1 .csv per day. 

     - id: unique trade id (unique to the exchange)
    - exchange: short hand for the exchange
    - symbol: currency pair
    - date: Epoch timestamp millisecond (Note: only second level precision is given by the exchange, last three digits of millisecond timestamp is '000')
    - price: in the quote currency (on a BTCEUR pair, the price is provided in EUR)
    - amount: in the base currency (on a BTCEUR pair, the amount is in BTC)
    - sell: boolean (TRUE or FALSE), indicates the trade direction.

    Source: Exchange's API.

  • Please find a sample file here: 
    cdn.kaiko.com/samples/BTC38_BCCCNY_trades_2017_09_05.csv.gz

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