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On this page
  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
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  1. Historical Data Details

Coinbase Pro

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

PreviousBitfinexNextKraken Futures

Last updated 5 months ago

The market data is the property of Coinbase, Inc as applicable. All rights reserved, or otherwise licensed by Coinbase, Inc.

See that apply.

Coinbase Pro historical data for all it's currency pairs is available since 2019-03-30.

Downloadable CSV files

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

API Access and data format

# 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="coinbase",
    from_date="2019-07-01",
    to_date="2019-07-02",
    filters=[Channel(name="l2update", symbols=["BTC-USD"])]
  )

  # messages as provided by Coinbase Pro 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: 'coinbase',
      from: '2019-07-01',
      to: '2019-07-02',
      filters: [{ channel: 'l2update', symbols: ['BTC-USD'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Coinbase Pro 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/coinbase?from=2019-07-01&filters=[{"channel":"l2update","symbols":["BTC-USD"]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"coinbase","filters":[{"channel":"l2update","symbols":["BTC-USD"]}],"from":"2019-07-01","to":"2019-07-02"}'

Captured real-time channels

  • change

  • last_match

Market data collection details

Coinbase Pro servers are located in AWS us-east-1 region (N. Virginia, USA). It's WebSocket APIs are proxied through Cloudflare.

Historical CSV datasets for the first day of each month are available to download without API key. See .

Historical data format is the same as provided by real-time Coinbase Pro WebSocket API with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see or official that perform data normalization client-side.

See .

See .

See .

is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to that provides data only in minute by minute slices.

See docs.

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

- generated channel with full order book L3 snapshots Coinbase Pro (formerly GDAX) real-time WebSocket API provides initial full order book snapshots for , but not for channel. To overcome this issue we fetch initial order book snapshots from REST API and store them together with rest of the WebSocket messages. Such snapshot messages are marked with "type":"full_snapshot" and "generated":true fields. This effectively allows reconstructing historical full order book for full (L3) channel. Validation based on sequence numbers if full_snapshot overlap with WS L3 updates has been added 2020-06-11.

for Coinbase is located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

downloadable CSV files documentation
downloadable CSV files
client libs
Python client docs
Node.js client docs
HTTP API docs
Tardis-machine
HTTP API
tardis-machine
received
open
done
match
l2update
ticker
snapshot
full_snapshot
level2
full
Download sample
Download sample
Download sample
Download sample
Download sample
https://api.tardis.dev/v1/exchanges/coinbaseapi.tardis.dev
See Coinbase Pro historical data coverage: available symbols, channels, date ranges and incidents
https://api.tardis.dev/v1/data-feeds/coinbase?from=2019-07-01&filters=[{%22channel%22:%22l2update%22,%22symbols%22:[%22BTC-USD%22]}]&offset=0api.tardis.dev
Example API response for Coinbase Pro historical market data request
WelcomeExchange/Pro
See Coinbase Pro WebSocket API docs providing documentation for each captured channel's format
HTTP API
Market data collection infrastructure
Logo
Coinbase market data license restrictions