All raw trade by trade data exchanges from Coinbase / GDAX & Kraken are available here. Last update: May 13, 2018

Motivation

If you want to write some backtrading algorithms (based on Machine Learning or not) to test your trading strategies on crypto currencies, you need to collect data.

What data are available

In this post, you can find all raw data from the beginning of each exchanges for these crypto currencies.

For GDAX, available pairs are:

  • BTC-USD, BTC-EUR, BTC-GBP
  • BCH-USD, BCH-BTC, BCH-EUR
  • ETH-USD, ETH-BTC, ETH-EUR
  • LTC-USD, LTC-BTC, LTC-EUR

For Kraken, available pairs are:

  • BCHEUR, BCHUSD, BCHXBT
  • DASHEUR, DASHUSD, DASHXBT
  • EOSETH, EOSXBT
  • ETCETH, ETCEUR, ETCUSD, ETCXBT
  • ETHCAD, ETHEUR, ETHGBP, ETHJPY, ETHUSD, ETHXBT
  • GNOETH, GNOXBT
  • ICNETH, ICNXBT
  • LTCEUR, LTCUSD, LTCXBT
  • REPETH, REPEUR, REPXBT
  • USDTUSD
  • XBTCAD, XBTEUR, XBTGBP, XBTJPY, XBTUSD
  • XDGXBT
  • XLMXBT
  • XRPEUR, XRPXBT
  • ZECEUR, ZECUSD, ZECXBT

 

You will find bellow an extract of output file for the pair BTC-EUR for GDAX.

trade_id,price,side,size,time
1,300.0,sell,0.01,2015-04-23T01:42:34.182104Z
2,200.0,buy,0.01,2015-04-23T05:19:36.540687Z
3,220.0,sell,0.01,2015-04-23T23:27:54.528821Z
4,220.0,sell,0.01,2015-04-24T02:09:47.814117Z
5,205.27,buy,0.0353,2015-04-27T17:45:22.434782Z

The link

Please click here to download all the data you need from GDAX.
Please click here to download all the data you need from Kraken.
Note that these data contains trades up to May 13, 2018.
If you need more up to date data, you can download the last missing trades very easily with GDAX Downloader.

Please note all these data are available and regularly updated for free. So, if you find these data useful and if you want to donate, you can use this Bitcoin address: 16zBEsQ4ZGmPmQocMbJgiK6kjCTCLcai8s.

Thanks a lot for the support !

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11 Replies to “All raw trade by trade data exchanges from Coinbase / GDAX & Kraken are available here. Last update: May 13, 2018”

    1. Basically, a trade happens when a market or stop order meets a limit order.

      “side” means the action from the “taker” (the guy who buy/sell with a market order or with a stop order).

      So if somebody clicks on “buy at market price”, then “side” will be “buy”, and if somebody clicks on “sell at market price”, then “side” will be “sell”.

      Like

      1. I’m not sure about Kraken, but for GDAX, “side” refers to the maker order and not the taker order (see https://docs.gdax.com/#get-trades), so it is actually the reverse of what you describe. If “side” is “buy”, then the maker order was a buy and the taker order was a sell.

        Thank you for publishing this data and the code for obtaining it!

        Liked by 1 person

    1. Yes these are all executed trades. Nope sorry no spread or highest bids/lowest asks for this script and data… But I plan to build a script which log all orders book in real time too 🙂

      Like

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