Sources for Cryptocurrency Price, Trade, and Order Book History
Summary
The document surveys sources for cryptocurrency price and market capitalization history, current prices, trade records, and order book data. It distinguishes aggregated providers, which may offer historical daily OHLC data and market capitalization or supply snapshots, from exchange APIs that can supply more granular trade and order book feeds. It also mentions downloadable trade histories and commercial data services aimed at tick-level or Level 2 data.
The responses suggest that exchange WebSocket feeds are a route to live updates and order book information, while historical snapshots and bulk downloads can support longer-term analysis. They caution that aggregated sources may be limited in frequency and that clean, detailed datasets can be difficult to obtain for free. These recommendations are a point-in-time collection of provider examples rather than a comparison of data quality, coverage, licensing, or current availability, so researchers should check each source’s present capabilities and terms.
Key ideas
- Aggregated cryptocurrency data providers may offer daily OHLC prices and market capitalization histories.
- Exchange APIs can provide more granular trades and order book updates.
- WebSocket feeds are suggested for streaming current exchange data.
- Historical trade-level and Level 2 order book datasets may require dedicated providers or paid access.
- The document does not compare provider data quality, coverage, licensing, or current availability.
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Full text
# Which data sources are available for cryptocurrencies? # Which data sources are available for cryptocurrencies? I am primarily looking for price and market cap histories for cryptocurrencies like Bitcoin, Ethereum, zcash, ... What are some good data sources and APIs where I can download history as well as get updates of current prices? A nice to have would be Level 1 and Level 2 data of the order books of different exchanges but that's secondary. ## Answer by Tanmay (score 6) https://quant.stackexchange.com/a/35680 As mentioned in other answers, Coinmarketcap and Bitcoincharts are two options. The data they provide is also available from Quandl too. The only issue is, that data has daily frequency and is only the usual OHLC type, at best. If you want tick data you have no other option than to get it from exchanges themselves. There you can also get the orderbook data too. Just use a websocket for getting all the data. Some examples: Bitfinex: http://docs.bitfinex.com/ Bitstamp: https://www.bitstamp.net/api/ GDAX: https://docs.gdax.com/ ## Answer by snth (score 5) https://quant.stackexchange.com/a/35281 I have found that Bitcoincharts has trade level data from a number of exchanges going back quite far. It can be downloaded at: https://api.bitcoincharts.com/v1/csv/ ## Answer by phlsmk (score 4) https://quant.stackexchange.com/a/35277 You could web scrape historical snapshots from Coinmarketcap (https://coinmarketcap.com/historical/) that have market cap, price and outstanding supply going back to 2013. They also have an API (https://coinmarketcap.com/api/) but at first glance it appears to only be for real time data. Cryptowatch (acquired by Kraken) is generally sexy (https://cryptowat.ch/) and are working on a streaming API (https://cryptowat.ch/docs/api) ## Answer by Thad (score 2) https://quant.stackexchange.com/a/46899 For more granular (tick by tick trades, full order book L2 data) try https://tardis.dev - it's an API I've build out of need of such service for my own algo backtesting. ## Answer by Nick Mugisha (score 1) https://quant.stackexchange.com/a/44068 Just came across this https://coinmetrics.io/data-downloads/ and https://coinmarketcap.com/currencies/zcash/ c I think have what you are looking for. ## Answer by Alifeleti Etuate (score 1) https://quant.stackexchange.com/a/44199 If you are looking into buying these data sets you should probably try https://bravenewcoin.com , https://www.coinapi.io/ and https://www.quandl.com . They are currently the ones you could try other than what has been mentioned above. It's a little hard to get such datasets for free, especially if they are clean. Most of the time you'll have to part with something in order to acquire the data. ## Answer by Lefty (score 1) https://quant.stackexchange.com/a/74140 I built a low-cost detailed data (L2 order book, tick trades) provider on https://crypto-lake.com/. It has Python/Pandas or S3 API and high-performance access eg. for ML. Another good new binance-only resource is https://data.binance.vision/, which contains trade data for all binance markets, most for the last rolling year.
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