Bitstamp
Bitstamp historical market data details - currency pairs, data coverage and data collection specifics
Exchange status: not available for individual order
Bitstamp historical data for all it's currency pairs is available since 2019-03-30.
https://api.tardis.dev/v1/exchanges/bitstamp
api.tardis.dev
See Bitstamp historical data coverage: available symbols, channels, date ranges and incidents
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 | |
trades | BTCUSD | 2019-07-01 | |
incremental_book_L2 | BTCUSD | 2019-07-01 | |
quotes | BTCUSD | 2019-07-01 | |
trades | ETHUSD | 2020-03-01 | |
incremental_book_L2 | ETHUSD | 2020-03-01 |
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
Node.js
cURL & HTTP API
cURL & tardis-machine
# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")
async def replay():
# replay method returns Async Generator
messages = tardis_client.replay(
exchange="bitstamp",
from_date="2019-07-01",
to_date="2019-07-02",
filters=[Channel(name="diff_order_book", symbols=["btcusd"])]
)
# messages as provided by Bitstamp real-time stream
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())
// npm install tardis-dev
const { replay } = require('tardis-dev');
async function run() {
try {
const messages = replay({
exchange: 'bitstamp',
from: '2019-07-01',
to: '2019-07-02',
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);
}
} catch (e) {
console.error(e);
}
}
run();
curl -g 'https://api.tardis.dev/v1/data-feeds/bitstamp?from=2019-07-01&filters=[{"channel":"diff_order_book","symbols":["btcusd"]}]&offset=0'
https://api.tardis.dev/v1/data-feeds/bitstamp?from=2019-07-01&filters=[{%22channel%22:%22diff_order_book%22,%22symbols%22:[%22btcusd%22]}]&offset=0
api.tardis.dev
Example API response for Bitstamp historical market data request
curl -g 'localhost:8000/replay?options={"exchange":"bitstamp","filters":[{"channel":"diff_order_book","symbols":["btcusd"]}],"from":"2019-07-01","to":"2019-07-02"}'
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.
https://www.bitstamp.net/websocket/v2/
www.bitstamp.net
See Bitstamp WebSocket API docs providing documentation for each captured channel's format
Bitstamp real-time WebSocket API does not provide initial full order book snapshots for
live_orders and diff_order_book 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.
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.
Bitstamp servers are located in AWS eu-central-1 region (Frankfurt, Germany).
Last modified 9d ago