Coinbase Exchange

Coinbase Exchange historical market data details - currency pairs, data coverage and data collection specifics

Coinbase Exchange market data is subject to Coinbase market data license restrictions.

See the applicable Coinbase market data license restrictions.

Coinbase Exchange historical data for all its currency pairs is available since 2019-03-30.

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

See Coinbase 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	2019-07-01	Download sample
trades	BTC-USD	2019-07-01	Download sample
quotes	BTC-USD	2019-07-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Coinbase Exchange 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 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="coinbase",
        from_date="2024-01-01",
        to_date="2024-01-02",
        filters=[Channel(name="l2update", symbols=["BTC-USD"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Coinbase 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: 'coinbase',
  from: '2024-01-01',
  to: '2024-01-02',
  filters: [{ channel: 'l2update', symbols: ['BTC-USD'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Coinbase 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/coinbase?from=2024-01-01&filters=[{"channel":"l2update","symbols":["BTC-USD"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/coinbase?from=2024-01-01&filters=[{%22channel%22:%22l2update%22,%22symbols%22:[%22BTC-USD%22]}]&offset=0api.tardis.dev

Example API response for Coinbase Exchange historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"coinbase","filters":[{"channel":"l2update","symbols":["BTC-USD"]}],"from":"2024-01-01","to":"2024-01-02"}'

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

Exchange WebSocket Overview - Coinbase Developer DocumentationCoinbase Developer Documentation

See Coinbase Exchange 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.

• match Trade match events from the matches channel

• l2update Level 2 order book updates

• snapshot Level 2 order book snapshots

• ticker Ticker updates with last trade and best bid and ask

• subscriptions Subscription acknowledgements stream

• received Order received events from the full channel

• open Order open events from the full channel

• done Order done and cancel events from the full channel

• change Order change events from the full channel

• last_match Most recent trade included with ticker updates

• full_snapshot — generated channel Generated full order book L3 snapshots stream. Coinbase full channel does not provide initial snapshots, so snapshots are fetched from REST API and emitted as "type":"full_snapshot" with "generated":true. This enables historical full (L3) order book reconstruction and sequence-overlap validation against websocket full updates (enabled since 2020-06-11).

• rfq_matches RFQ match events stream

Market data collection details

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

Real-time market data is captured via multiple WebSocket connections to wss://ws-direct.exchange.coinbase.com.

Coinbase Exchange servers are located in AWS us-east-1 region (N. Virginia, USA).