Blockchain.com

Blockchain.com Exchange historical market data details - instruments, data coverage and data collection specifics

Blockchain.com exchange historical data for all its currency pairs is available since 2023-02-23.

https://api.tardis.dev/v1/exchanges/blockchain-comapi.tardis.dev

See Blockchain.com exchange 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	BTC-USD	2023-03-01	Download sample
trades	BTC-USD	2023-03-01	Download sample
quotes	BTC-USD	2023-03-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Blockchain.com Exchange WebSocket Market Data API v1 (https://exchange.blockchain.com/api/#websocket-api) 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="blockchain-com",
        from_date="2023-03-01",
        to_date="2023-03-02",
        filters=[Channel(name="l2", symbols=["BTC-USD"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Blockchain.com exchange 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: 'blockchain-com',
  from: '2023-03-01',
  to: '2023-03-02',
  filters: [{ channel: 'l2', symbols: ['BTC-USD'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Blockchain.com exchange 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/blockchain-com?from=2023-03-01&filters=[{"channel":"l2","symbols":["BTC-USD"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/blockchain-com?from=2023-03-01&filters=[{%22channel%22:%22l2%22,%22symbols%22:[%22BTC-USD%22]}]&offset=0api.tardis.dev

Example API response for Blockchain.com exchange historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"blockchain-com","filters":[{"channel":"l2","symbols":["BTC-USD"]}],"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

Blockchain.com Exchange | APIexchange.blockchain.com

See Blockchain.com exchange docs providing documentation for each captured channel's format

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

• trades Public trade executions stream

• l2 Level 2 order book snapshots and deltas

• l3 Level 3 order book updates stream

• ticker Ticker updates with best bid and ask plus 24h stats

Market data collection details

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

Real-time market data is captured via multiple WebSocket connections to wss://ws.blockchain.info/mercury-gateway/v1/ws.