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Poloniex - Historical Order Books

$99.00

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 order books from Poloniex include orders within +1% and -1% of the bid price. 

The pairs covered are :1CRBTC, AMPBTC, ARDRBTC, BBRBTC, BBRXMR, BCNBTC, BCNXMR, BCYBTC, BELABTC, BITCNYBTC, BITSBTC, BLKBTC, BLKXMR, BLOCKBTC, BTCDBTC, BTCDXMR, BTCUSDT, BTMBTC, BTSBTC, BURSTBTC, C2BTC, CGABTC, CLAMBTC, CUREBTC, DASHBTC, DASHUSDT, DASHXMR, DCRBTC, DGBBTC, DIEMBTC, DIEMXMR, DOGEBTC, EMC2BTC, ETCBTC, ETCETH, ETCUSDT, ETHBTC, ETHUSDT, EXPBTC, FCTBTC, FLDCBTC, FLOBTC, GAMEBTC, GEOBTC, GRCBTC, HUCBTC, HZBTC, IOCBTC, LBCBTC, LSKBTC, LSKETH, LTBCBTC, LTCBTC, LTCUSDT, LTCXMR, MAIDBTC, MAIDXMR, MMNXTBTC, MYRBTC, NAUTBTC, NAVBTC, NBTBTC, NEOSBTC, NMCBTC, NOBLBTC, NOTEBTC, NSRBTC, NXTBTC, NXTUSDT, NXTXMR, OMNIBTC, PINKBTC, POTBTC, PPCBTC, QBKBTC, QORABTC, QORAXMR, QTLBTC, RADSBTC, RBYBTC, RDDBTC, REPBTC, REPETH, REPUSDT, RICBTC, SBDBTC, SCBT, SDCBTC, SJCXBTC, STEEMBTC, STEEMETH, STRBTC, STRUSDT, SYNCBTC, SYSBTC, UNITYBTC, VIABTC, VOXBTC, VRCBTC, VTCBTC, XBCBTC, XCNBTC, XCPBTC, XDNBTC, XDNXMR, XEMBTC, XMGBTC, XMRBTC, XMRUSDT, XPMBTC, XRPBTC, XRPUSDT, XSTBTC, XVCBTC, ZECBTC, ZECETH, ZECUSDT, ZECXMR

The start date of the timeseries for each currency pair is: 

- ETHBTC : start date 19/04/2016

- All other pairs : 3/10/2016

All timeseries end yesterday.

Format :

  • 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.

Format : One csv file per day x currency pair. 

Please find a sample file here : 

https://cdn.kaiko.com/samples/Coinbase_BTCUSD_ob_1_2016_07_07.csv.gz

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



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