Quoine - Historical trade data

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:

    BTCAUD          04/10/16

    BTCCNY           15/10/16

    BTCEUR           03/10/16

    BTCHKD           16/11/16

    BTCIDR            01/10/16

    BTCINR            29/10/16

    BTCJPY           28/10/15

    BTCPHP           19/10/16

    BTCSGD           01/10/16

    BTCUSD           01/10/16

    ETHBTC           28/03/16

    ETHEUR           22/11/16

    ETHIDR            08/09/17

    ETHJPY           01/10/16

    ETHSGD           07/09/17

    ETHUSD           22/11/16

    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: 
    cdn.kaiko.com/samples/Quoine_BTCEUR_trades_2017_09_05.csv.gz

     

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