Coinbase Pro (ex-GDAX) - 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. 

Major cryptocurrencies (Bitcoin, Ethereum, Litecoin, Monero, Ripple, ZCash, Ethereum Classic...) are included and trade on this exchange.

    • Coverage start date, per currency pair:

      BTCEUR 2015-08-26
      BTCGBP 2016-09-22
      BTCUSD 2015-04-27
      ETHBTC 2016-05-30
      ETHEUR 2017-08-10
      ETHUSD 2016-05-30
      LTCBTC 2016-09-14
      LTCEUR 2017-08-10
      LTCUSD 2016-09-14

      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.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/Coinbase_BTCUSD_ob_10_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 for Coinbase Pro and all cryptocurrency pairs listed on the exchange. 

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