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Historical Bid Ask Spreads - All exchanges


Kaiko is the only company to store and distribute order books from major Bitcoin and Ethereum exchanges. We take a snapshot of order books every minute.

The bid-ask spread files provide the highest bid and lowest ask as well as the corresponding amounts.

(Order books at +/-10% are available as well as full order books - please reach out to hello@kaiko.com for more information)

Format :

  • date : unix timestamp 
  • bid price : highest bid price in quote currency (in BTCUSD - USD is the quote currency)
  • bid amount : amount for the highest bid price in base currency (in BTCUSD - BTC is the base currency)
  • ask price : lowest ask price in quote currency
  • ask amount : amount for the lowest ask price

Source : Exchanges APIs. There may be some gaps should the exchanges' API have experienced down time as they do not store historical order books.

The folder includes one file for each exchange x currency pairs. All time series end yesterday. The start date for each time series is listed below.

Bistamp BTCEUR 25/04/16
Bitfinex BTCUSD  25/08/15
Bitfinex ETHBTC 28/04/16
Bitfinex ETHUSD 28/04/16
Bitflyer ETHBTC 30/05/16
Bitflyer  BTCJPY 30/05/16
Bitstamp BTCUSD  25/08/15
Bittrex ETHBTC 30/05/16
BTC-e BTCUSD  25/08/15
BTC-e BTCEUR 26/08/15
BTC-e ETHBTC 28/04/16
BTC-e ETHUSD 28/04/16
Btcbox  BTCJPY 30/05/16
BTCC BTCCNY 25/08/15
Gatecoin BTCUSD 18/02/16
Gatecoin BTCEUR 18/02/16
Gatecoin ETHBTC 18/02/16
Gatecoin ETHEUR 18/02/16
GDAX BTCUSD  25/08/15
GDAX BTCEUR 26/08/15
GDAX ETHBTC 30/05/16
GDAX ETHUSD 18/05/16
Gemini BTCUSD  08/10/15
Gemini ETHBTC 30/05/16
Gemini ETHUSD 30/05/16
Huobi BTCUSD  10/11/15
Huobi BTCCNY 10/11/15
itBit BTCUSD  07/10/15
itBit BTCEUR 07/10/15
Kraken BTCUSD  01/09/15
Kraken BTCEUR 01/09/15
Kraken ETHBTC 28/04/16
Kraken ETHUSD 28/04/16
Kraken ETHEUR 28/04/16
OkCoin BTCUSD  01/09/15
OkCoin BTCCNY 14/09/15
Poloniex ETHBTC 19/04/16
Quoine ETHBTC 27/06/16
Quoine  BTCJPY 30/05/16
Zaif  BTCJPY 30/05/16

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