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This data set contains all tick by tick trade data from October 2010 to February 2014 for BTCUSD. One line per executed trade.
Coverage:
You can browse our pairs and historical coverage using our instrument explorer here.
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 (Note: only second level precision is given by the exchange, last three digits of millisecond timestamp is '000')
- 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:
cdn.kaiko.com/samples/MtGox_BTCUSD_trades_2014_01_06.csv.gz
