Kraken
Exchange status: not available for individual order
Kraken historical data for all it's currency pairs is available since 2019-06-04.
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 | |
incremental_book_L2 | XBT-USD | 2019-07-01 | |
quotes | XBT-USD | 2019-07-01 | |
trades | ETH-USD | 2020-03-01 | |
incremental_book_L2 | ETH-USD | 2020-03-01 |
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.
# pip install tardis-clientimport asynciofrom tardis_client import TardisClient, Channeltardis_client = TardisClient(api_key="YOUR_API_KEY")async def replay():# replay method returns Async Generatormessages = 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 streamasync for local_timestamp, message in messages:print(message)asyncio.run(replay())
See Python client docs.
// npm install tardis-devconst { 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 streamfor 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/kraken?from=2019-07-01&filters=[{"channel":"book","symbols":["XBT/USD"]}]&offset=0'
See HTTP API docs.
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.
Click any channel below to see HTTP API response with historical data recorded for it.
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.
