Historical Order Books - All exchanges
Kaiko is the only company to store and distribute order books from major cryptocurrency exchanges. We take a snapshot of order books every minute.
All exchanges and pairs listed on the homepage kaiko.com are included.
The order books include orders within +1% and -1% of the bid price.
(Order books at +/-10% are available as well as full order books - please reach out to firstname.lastname@example.org for more information)
- 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 : 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.
Please find a sample file here :
If you require more data, for example a longer data history, or a different dataset, feel free to reach out at email@example.com, we'd be happy to solve your problem with you!