Yobit - Historical 10% Order Books
Kaiko is the only company to store and distribute order books from major Bitcoin and Ethereum exchanges.
These order books include all outstanding orders within +10% and -10% of the mid price. Order books at +/-1% are available here.
Coverage started in September 2017 for all currency pairs.
All timeseries end yesterday.
Format: One file per day per currency pair.
- 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.
Frequency: We take a snapshot of order books every minute. However over certain periods, either exchanges' APIs or the database have experienced downtime, and missing order book data cannot be restored. Order Book data can be down to ~100 files / day on some periods.
Please find a sample file here:
For Full Order Books, please reach out to email@example.com for more information.