Historical OHLC Price Data includes VolumeWe track and produce files for Daily, Hourly, and Minute(!) time series pricing data for the spot/physical market for the US Dollar (USD) pairs. 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. We are proud to offer granular minute data for FREE going back all the way to 2015 for select pairs.
Historical Trade PrintsEvery 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. Due to the sheer amount and size of the files, we compress the files across quarterly timeframes. Please reach out to us if you are looking for access on a more frequently updated basis.
Historical Order BooksOrderbooks are captured by taking a snapshot of the market limit orders for both buyers (bid) and sellers (ask) ~ 10 minute intervals.