Blockchain.com

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

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

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

trades

BTC-USD

2023-03-01

incremental_book_L2

BTC-USD

2023-03-01

quotes

BTC-USD

2023-03-01

book_snapshot_25

BTC-USD

2023-03-01

trades

SPOT

2023-03-01

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.

# 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="blockchain-com",
    from_date="2023-03-01",
    to_date="2023-03-02",
    filters=[Channel(name="l2", symbols=[])]
  )

  # messages as provided by Blockchain.com exchange real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

// npm install tardis-dev
const { replay } = require('tardis-dev');

async function run() {
  try {
    const messages = replay({
      exchange: 'blockchain-com',
      from: '2023-03-01',
      to: '2023-03-02',
      filters: [{ channel: 'l2', symbols: [] }],
      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);
    }
  } catch (e) {
    console.error(e);
  }
}

run();

See Node.js client docs.

curl -g https://api.tardis.dev/v1/data-feeds/blockchain-com?from=2023-03-01&filters=[{%22channel%22:%22l2%22,%22symbols%22:[]}]&offset=23

See HTTP API docs.

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

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

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.

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# 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="blockchain-com", from_date="2023-03-01", to_date="2023-03-02", filters=[Channel(name="l2", symbols=[])] ) # messages as provided by Blockchain.com exchange 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: 'blockchain-com', from: '2023-03-01', to: '2023-03-02', filters: [{ channel: 'l2', symbols: [] }], 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); } } catch (e) { console.error(e); } } run();