Poloniex - Historical Order Books
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.
- 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 :
(Order books at +/-10% are available as well as full order books - please reach out to email@example.com for more information)