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Where can I get all historical trades BTC price data?

(There are some similar questions, but I am looking for high-resolution data, while the previous questions asked for lower resolution data, such as daily prices.)

Jigar Joshi
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6 Answers6

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http://api.bitcoincharts.com/v1/csv/

Each of these files have every trade executed on the given exchange (except the last 15 minutes or so).

Tyler
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  • Thank you! http://api.bitcoincharts.com/v1/csv/mtgoxUSD.csv.gz worked – Jigar Joshi Mar 04 '14 at 07:52
  • any idea what does last field represents ? – Jigar Joshi Mar 05 '14 at 03:49
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    It's a Unix timestamp, the number of seconds since Jan 1st 1970. – Tyler Mar 05 '14 at 22:14
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    that is first column – Jigar Joshi Mar 05 '14 at 22:14
  • Amount of BTC traded? It's been a while since I've looked at those. They have a timestamp, a price, and an amount. I just can't remember what order they're in. – Tyler Mar 05 '14 at 22:16
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    Thanks last column values around 1 mostly, so is it that much sold or newly generated, how do I know how much was volume for sell / buy – Jigar Joshi Mar 05 '14 at 22:19
  • You have to use the timestamp. The volume in a minute/hour/day would be the sum of the amount of all trades in a range of seconds a minute/hour/day long. Like, the minute volume for Jan 1 1970 00:00 to 00:01 would be the sum of all trades with timestamps 0 to 59. Since every trade is a buy and a sell, the volume is the same both ways. – Tyler Mar 05 '14 at 22:24
  • so one record looks like 1393887724,646.001000000000,0.600000000000

    so time is Mon Mar 03 15:02:04 PST 2014 price is right compared with other sources, and last might be volume of trade as you are saying, but what does that trade mean actually is it (number of sell - number of buy / time avg) ?

    – Jigar Joshi Mar 05 '14 at 22:31
  • Tyler, the direction of the trade, i.e. whether you buy or sell from the orderbook, is absolutely essential! This is what makes the price! Unfortunatelly it seems impossible to decode the direction of the trade from this data :-( Or is it there? – Tomas Sep 07 '18 at 08:30
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You might want to try http://www.cryptodatasets.com/ It has free raw data and sampled data from Bitfinex and HitBtc (currently).

P.S. it's my website

MegaHotel
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You can also use their JSON API: http://bitcoincharts.com/about/markets-api/ to get updates to your already downloaded historical data.

fccoelho
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Founder & developer of https://tardis.dev here. It's an API I've built that provides high resolution cryptocurrency historical raw market data — tick-by-tick trades, full order book depth snapshots & delta updates, quotes, liquidations etc. There were already services providing similar data, but were very expensive or didn't have all the data I needed - like tick by tick order book updates etc.

Thad
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Check out www.kaiko.com, we offer tick-by-tick trade data for 2000+ currency pairs, over 25 of the largest crypto exchanges. Same with order book data, on a historical basis. And if you are interested, we're hiring!

Ambre
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You can get free intraday data for bitcoin and other cryptos here http://www.coinintraday.com good luck))

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    Are you affiliated with this site? If so, please disclose that affiliation in your post, because it may otherwise be considered spam :) – meshcollider Feb 28 '18 at 21:33