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Kraken Exchange Data

Historical OHLC Price Data includes Volume

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. Please reach out if you find discrepancies or errors in the data that need to be addressed

  • Unix Timestamp - This is the unix timestamp or also known as "Epoch Time". Use this to convert to your local timezone
  • Date - This timestamp is converted to NY EST Standard Time
  • Symbol - The symbol for which the timeseries data refers
  • Open - This is the opening price of the time period
  • High - This is the highest price of the time period
  • Low - This is the lowest price of the time period
  • Close - This is the closing price of the time period
  • Volume (Crypto) - This is the volume in the transacted Ccy. Ie. For BTC/USD, this is in BTC amount
  • Volume Base Ccy - This is the volume in the base/converted ccy. Ie. For BTC/USD, this is in USD amount

    • Currently unavailable. If you need this data, please reach out to us and we will happily refer you to a 3rd party provider
    If you would like to try to use Python to download this data for yourself, we have written a [Plus] tutorial with a well documented, working code example!

    Alternatively, we have published a free article detailing how to access the Kraken API using R --> Kraken & R Tutorial


    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.
  • We are currently looking to add this to our data offerings

    • 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.
  • We are currently looking to add this to our data offerings

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