Kucoin Spot
Kucoin Spot historical market data details - instruments, data coverage and data collection specifics
Kucoin Spot exchange historical data for all it's currency pairs is available since 2022-08-16.
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
API Access and data format
Historical data format is the same as provided by real-time Kucoin Spot WebSocket Market Data API v1 (https://docs.kucoin.com/#websocket-feed) 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-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="kucoin",
from_date="2023-02-01",
to_date="2023-02-02",
filters=[Channel(name="market/match", symbols=[])]
)
# messages as provided by Kucoin Spot real-time stream
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())
See Python client docs.
Captured real-time channels
market/level2Snapshot - channel with initial order book snapshot, uses request order book API to get it as described at https://docs.kucoin.com/#level-2-market-data
Market data collection details
Market data collection infrastructure for Kucoin Spot is located in GCP asia-northeast1 (Tokyo, Japan). Real-time market data is captured via multiple WebSocket connections.
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