Differences between On-Chain Data and Exchange Data and Related Use Cases
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Historical OHLC Price Data includes Volume and Trade counts
We track and produce files for Daily, Hourly, and Minute(!) time series pricing data for the spot/physical market. Each file is easily downloadable in CSV format and can be consumed automatically by Python scripts or other automated processes. In each file, you will find the below/following fields. This OHLC (Open/High/Low/Close) pricing data is updated each day and is taken directly from the exchange(s). Please reach out if you find discrepancies or errors in the data that need to be addressedData Map for Available Exmo Daily and Hourly Symbols
Symbol | Timeframe | First Date Available | Last Date Available | File Link |
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Symbol | Timeframe | First Date Available | Last Date Available | File Link |
Data Map for Available Exmo Minute Symbols
Historical Trade Prints
Every transaction has a price and size/value. These are the prices at which actual trades took place between a buyer and a seller.
Historical Order Books
Orderbooks are captured by taking a snapshot of the market limit orders for both buyers (bid) and sellers (ask) in 5 minute intervals.Differences between On-Chain Data and Exchange Data and Related Use Cases
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