Bitstamp

Bitstamp historical market data details - spot and perpetual markets, data coverage and data collection specifics

Bitstamp historical data for spot currency pairs is available since 2019-03-30 and for perpetual futures since 2026-10-07.

https://api.tardis.dev/v1/exchanges/bitstampapi.tardis.dev

See Bitstamp historical data coverage: available symbols, channels, date ranges and incidents

Downloadable CSV files

Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.

data type	symbol	date
incremental_book_L2	BTCUSD	2019-07-01	Download sample
trades	BTCUSD	2019-07-01	Download sample
quotes	BTCUSD	2019-07-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Bitstamp WebSocket v2 with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that can perform data normalization client-side.

Python

# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="bitstamp",
        from_date="2023-03-01",
        to_date="2023-03-02",
        filters=[Channel(name="diff_order_book", symbols=["btcusd"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Bitstamp real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'bitstamp',
  from: '2023-03-01',
  to: '2023-03-02',
  filters: [{ channel: 'diff_order_book', symbols: ['btcusd'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Bitstamp real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}

See Node.js client docs.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/bitstamp?from=2023-03-01&filters=[{"channel":"diff_order_book","symbols":["btcusd"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/bitstamp?from=2023-03-01&filters=[{%22channel%22:%22diff_order_book%22,%22symbols%22:[%22btcusd%22]}]&offset=0api.tardis.dev

Example API response for Bitstamp historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"bitstamp","filters":[{"channel":"diff_order_book","symbols":["btcusd"]}],"from":"2023-03-01","to":"2023-03-02"}'

Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.

See tardis-machine docs.

Captured real-time channels

https://www.bitstamp.net/websocket/v2/www.bitstamp.net

See Bitstamp WebSocket API docs providing documentation for each captured channel's format

Click any channel below to see HTTP API response with historical data recorded for it.

• live_trades Public trade executions stream

• diff_order_book Order book delta stream

• live_orders Level 3 live order events stream

• funding_rate — available since 2026-10-07 Funding rate, mark price, index price and next funding time updates

• ticker — generated channel, available since 2026-10-07

  Snapshots of all markets are fetched from the REST ticker endpoint about every 6 seconds and include 24h stats, plus mark price, index price and open interest for perpetuals. Messages are marked with "event":"ticker", "channel":"ticker_<symbol>" and "generated":true fields with REST response format.

Bitstamp real-time WebSocket API does not provide initial full order book snapshots for diff_order_book and live_orders channels subscriptions. To overcome this issue we fetch initial order book snapshots from REST API and store them together with the rest of the WebSocket messages. Such snapshot messages are marked with "event": "snapshot" and "generated": true fields for respective channels.

Each instrument has two snapshots: group=1 for the aggregated L2 diff_order_book channel and group=2 for the individual-order L3 live_orders channel. Normalized L2 order book data uses diff_order_book; live_orders is available through raw replay.

Market data collection details

Market data collection infrastructure for Bitstamp is located in GCP europe-west2 region (London, UK).

Real-time market data is captured via multiple WebSocket connections to wss://ws.bitstamp.net.

Bitstamp servers are located in AWS eu-central-1 region (Frankfurt, Germany).