Kraken

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

Exchange status: not available for individual order

Kraken historical data for all it's currency pairs is available since 2019-06-04.

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

See Kraken 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
trades	XBT-USD	2019-07-01	Download sample
incremental_book_L2	XBT-USD	2019-07-01	Download sample
quotes	XBT-USD	2019-07-01	Download sample
trades	ETH-USD	2020-03-01	Download sample
incremental_book_L2	ETH-USD	2020-03-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Kraken WebSocket v1 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-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="kraken",
    from_date="2019-07-01",
    to_date="2019-07-02",
    filters=[Channel(name="book", symbols=["XBT/USD"])]
  )

  # messages as provided by Kraken real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

Node.js

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

async function run() {
  try {
    const messages = replay({
      exchange: 'kraken',
      from: '2019-07-01',
      to: '2019-07-02',
      filters: [{ channel: 'book', symbols: ['XBT/USD'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Kraken 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 & HTTP API

curl -g 'https://api.tardis.dev/v1/data-feeds/kraken?from=2019-07-01&filters=[{"channel":"book","symbols":["XBT/USD"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/kraken?from=2019-07-01&filters=[{%22channel%22:%22book%22,%22symbols%22:[%22XBT/USD%22]}]&offset=0api.tardis.dev

Example API response for Kraken historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"kraken","filters":[{"channel":"book","symbols":["XBT/USD"]}],"from":"2019-07-01","to":"2019-07-02"}'

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

https://www.kraken.com/en-us/features/websocket-api

See Kraken 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.

• ticker
• trade
• book recorded with depth=1000
• spread

Market data collection details

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