This data set contains all tick by tick information, i.e. one line per executed trade. All currency pairs listed below are included in this data set.
Coverage start date, per currency pair:
All timeseries end yesterday.
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: