Kraken - Historical 1% Order Books

This data set contains order books including all outstanding orders within +1% and -1% of the mid price. Order books at +/-10% are available here. Full order books are available as well upon request to hello@kaiko.com.

All major cryptocurrencies (Bitcoin, Ethereum, Litecoin, Ripple, Monero, ZCash, Dash,...) versus EUR (Euro), CAD (Canadian Dollar), GBP (British Pound), JPY (Japanese Yen), and USD (US Dollar) trade on this exchange.

  • Coverage start date, per currency pair:

    BCHBTC 2017-08-09
    BCHEUR 2017-08-09
    BCHUSD 2017-08-09
    BTCCAD 2016-10-01
    BTCEUR 2015-08-26
    BTCGBP 2016-10-01
    BTCJPY 2016-06-08
    BTCUSD 2015-08-25
    DAOBTC 2016-10-01
    DAOCAD 2016-10-01
    DAOETH 2016-10-01
    DAOEUR 2016-10-01
    DAOGBP 2016-10-01
    DAOJPY 2016-10-01
    DAOUSD 2016-10-01
    DASHBTC 2017-08-09
    DASHEUR 2017-08-09
    DASHUSD 2017-08-09
    EOSBTC 2017-08-09
    EOSETH 2017-08-09
    EOSEUR 2017-08-09
    EOSUSD 2017-08-09
    ETCBTC 2016-09-14
    ETCETH 2016-09-14
    ETCEUR 2016-09-14
    ETCUSD 2016-09-14
    ETHBTC 2016-04-28
    ETHCAD 2016-10-01
    ETHEUR 2016-04-28
    ETHGBP 2016-10-01
    ETHJPY 2016-10-01
    ETHUSD 2016-04-28
    GNOBTC 2017-08-09
    GNOETH 2017-08-09
    GNOEUR 2017-08-09
    GNOUSD 2017-08-09
    ICNBTC 2016-10-31
    ICNETH 2016-10-31
    LTCBTC 2016-09-14
    LTCCAD 2016-10-01
    LTCEUR 2016-09-14
    LTCUSD 2016-09-14
    MLNBTC 2017-08-09
    MLNETH 2017-08-09
    REPBTC 2016-10-31
    REPCAD 2016-10-31
    REPETH 2016-10-31
    REPEUR 2016-10-31
    REPJPY 2016-10-31
    REPUSD 2016-10-31
    USDTUSD 2017-08-09
    XDGBTC 2016-10-01
    XLMBTC 2016-10-01
    XLMEUR 2017-08-09
    XLMUSD 2017-08-09
    XMRBTC 2017-08-24
    XMREUR 2017-08-24
    XMRUSD 2017-08-24
    XRPBTC 2016-09-14
    XRPCAD 2017-08-09
    XRPEUR 2017-08-09
    XRPJPY 2017-08-09
    XRPUSD 2017-08-09
    ZECBTC 2016-10-31
    ZECCAD 2016-10-31
    ZECEUR 2016-10-31
    ZECGBP 2016-10-31
    ZECJPY 2016-10-31
    ZECUSD 2016-10-31

    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.

  • 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: 
    cdn.kaiko.com/samples/Kraken_BCHEUR_ob_1_2017_09_05.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 Kraken and all cryptocurrrency pairs listed on the exchange. 

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