GDAX (ex Coinbase) - 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:

    BTCEUR           23/04/15

    BTCGBP           01/10/16

    BTCUSD           13/01/15

    ETHBTC           18/05/16

    ETHEUR           10/08/17

    ETHUSD           18/05/16

    LTCBTC            01/10/16

    LTCEUR           10/08/17

    LTCUSD           01/10/16

    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
    - 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: