Coinbase Pro - Historical Trade Data
Download accurate and reliable pricing data for cryptocurrencies trading on Coinbase Pro. Suitable for backtesting trading strategies and analysis. See file formats below.
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File Formats
All flat files are in CSV format and are compressed using GZ and packed using TAR.
Sample Files
- Tick Data - Coinbase Pro BTC/USD Tick (cpro-tick-20170205.csv)
- OHLCV Data - Binance ETH/BTC 1H OHLCV (bnce-ohlcv-1h-20170807.csv)
Tick Data
| # | Field | Description |
|---|---|---|
| 1 | exch | The exchange code as follows: BNCE - Binance BFNX - Bitfinex BFLY - Bitflyer CEXI - CEX.io CPRO - Coinbase Pro HITB - HitBTC KRKN - Kraken MTGX - Mt. Gox POLO - Poloniex |
| 2 | pair | The currency pair symbol (eg BTC-USD refers to the Bitcoin to USD rate) |
| 3 | timestampms | Unix timestamp with milliseconds. Convert to Excel date using formula: =((((A2/1000)/60)/60)/24)+DATE(1970,1,1) |
| 4 | price | The execution price of the trade |
| 5 | amount | The amount traded (eg with pair BTC-USD an amount of 1.5 equals 1.5 Bitcoins) |
| 6 | side | Indicates whether the taker side was a Buy (b) or Sell (s) or Unknown (u) |
| 7 | id | If available, the unique identifier used by the exchange to identify the trade |
OHLCV Data
| # | Field | Description |
|---|---|---|
| 1 | exch | The exchange code as follows: BNCE - Binance BFNX - Bitfinex BFLY - Bitflyer CEXI - CEX.io CPRO - Coinbase Pro HITB - HitBTC KRKN - Kraken MTGX - Mt. Gox POLO - Poloniex |
| 2 | pair | The currency pair symbol (eg BTC-USD refers to the Bitcoin to USD rate) |
| 3 | timestampms | The start time of the OHLCV period, as a Unix timestamp with milliseconds. Convert to Excel date using formula: =((((A2/1000)/60)/60)/24)+DATE(1970,1,1) |
| 4 | open | The first price of the period |
| 5 | high | The highest price of the period |
| 6 | low | The lowest price of the period |
| 7 | close | The closing price of the period |
| 8 | volume | The total amount traded during the period |
| 9 | vwap | Volume weighted average price for the period |
| 10 | ticks | The number of ticks (or trades) during the period |
