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 addressed
BTC/USDT [Daily] Please register FREE acct to access Hourly and Minute data
BTC/USD [Daily]
ETH/USDT [Daily]
ETH/USD [Daily]
LTC/USDT [Daily]
LTC/USD [Daily]
BNB/USDT [Daily]
BNB/USD [Daily]
XRP/USDT [Daily]
XRP/USD [Daily]
LINK/USDT [Daily]
LINK/USD [Daily]
BCH/USDT [Daily]
BCH/USD [Daily]
TRX/USDT [Daily]
TRX/USD [Daily]
Futures OHLC Data includes Volume and Tradecounts
In the below, you will find Daily, Hourly, and Minute(!) historical time series data for the derivatives/futures market Perpetual contracts. Each file contains the same field(s) and format as the spot market above. This data can be compared to the spot market prices in order to compare the basis spread (The difference between the spot and futures markets). Please reach out if you find discrepancies or errors in the data that need to be addressed and we will do our best to resolve.
BTC/USDT [Daily] Please register FREE acct to access Hourly and Minute data
ETH/USDT [Daily]
XRP/USDT [Daily]
LINK/USDT [Daily]
LTC/USDT [Daily]
ADA/USDT [Daily]
EOS/USDT [Daily]
BCH/USDT [Daily]
UNI/USDT [Daily]
SUSHI/USDT [Daily]
DOT/USDT [Daily]
BNB/USDT [Daily]
XTZ/USDT [Daily]
TRX/USDT [Daily]
Historical Trade Prints
Every transaction, regardless of size, takes place between a buyer and a seller and is recorded with the timestamp at which it occurred. These are actual historical trades; and these "trade prints" are made available below.
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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