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This data set contains order books including all outstanding orders within +10% and -10% of the mid price. Full order books are available as well upon request to hello@kaiko.com.
Major cryptocurrencies (Bitcoin, Ethereum, ...) versusmajor fiat currencies (AUD - Australian Dollar, CNY - Chinese Yuan, EUR- Euro, HKD - Hong Kong Dollar, JPY - Japanese Yen, SGD - Singapore Dollar, USD - US Dollar, ...) trade on this exchange.
Coverage:
You can browse our pairs and historical coverage using our instrument explorer here.One file per day and per currency pair.
- date : Epoch timestamp millisecond
- type : a = BID and b = ASK
(Note: beware on unintuitive labeling for bid/ask!)
- 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/Quoine_ETHEUR_ob_10_2017_09_05.csv.gz