Coinbase Pro - Cryptocurrency Order Books

Comprehensive Coinbase cryptocurrency historical order books, with history since 2016. Coinbase order books available for all currency pairs trading on the exchange, including BTC-USD, ETH-USD, XRP-USD, BCH-USD, and LTC-USD. Coinbase order books are available for download in CSV files, and live order books are available through our API.

This data set contains all bids and asks placed 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, Litecoin..) and other altcoins trade on this exchange, versus international fiat currencies (EUR, USD,...).

• Coverage
• Format
• Sample

• Browse our pairs and historical coverage using our instrument explorer here.

  
  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 = 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/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.