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GDAX (ex Coinbase) - Historical trade data


GDAX (ex Coinbase).

All trades for GDAX starting in December 2014. Trade by trade information (i.e. one line per executed trade).

Currency pairs:

- BTCUSD : Time series starting on 01/12/2014 

- BTCEUR : Time series starting on 23/4/2015

- ETHBTC : Time series starting on 18/05/2016

- ETHUSD : Time series starting on 18/05/2016

Format :

  • id : unique trade id (this trade id is unique to the exchange)
  • exchange : short hand for the exchange (e.g. be for BTC-e)
  • symbol : currency pair (e.g. btcusd)
  • 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). Trade direction.

1 file per month and per currency pair which is a .tar containing 1 .csv per day. "
An example of the files can be downloaded here:https://cdn.kaiko.com/samples/Coinbase_BTCUSD_trades_2016_07_07.csv.g

Important: The file will only include data up to yesterday.

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