Ethfinex 10% Order Books

This data set contains order books including all outstanding orders within +10% and -10% of the mid price. 

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

    • Coverage start date December 2017, for all currency pairs listed below:

      BCH_BTC
      BCH_EUR
      BCH_GBP
      BCH_USD
      BTC_EUR
      BTC_GBP
      BTC_RUB
      BTC_USD
      BTG_BTC
      BTG_EUR
      BTG_USD
      DASH_BTC
      DASH_EUR
      DASH_GBP
      DASH_USD
      ETH_BTC
      ETH_EUR
      ETH_GBP
      ETH_USD
      GHS_BTC
      XLM_BTC
      XLM_EUR
      XLM_USD
      XRP_BTC
      XRP_EUR
      XRP_USD
      ZEC_BTC
      ZEC_EUR
      ZEC_GBP
      ZEC_USD

      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: 
      https://cdn.kaiko.com/samples/Binance_DASHBTC_ob_10_2017_10_29.csv.gz
      Copy paste the above link in your browser window and the download will start automatically.

      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 Ethfinex, all cryptocurrrency pairs listed on the exchange. 

     

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