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.

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.

# 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.

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

See HTTP API docs.

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

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.

Blockchain.com exchange public APIs are proxied through Cloudflare.

PreviousDelta Exchange NextBitnomial

Last updated 3 months ago

Was this helpful?