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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

Poloniex

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

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Last updated 2 years ago

Poloniex exchange historical data for all it's currency pairs is available since 2020-07-01.

Downloadable CSV files

data type

symbol

date

trades

USDT_BTC

2020-07-01

incremental_book_L2

USDT_BTC

2020-07-01

quotes

USDT_BTC

2020-07-01

trades

SPOT

2020-07-01

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="poloniex",
    from_date="2020-07-01",
    to_date="2020-07-02",
    filters=[Channel(name="price_aggregated_book", symbols=["USDT_BTC"])]
  )

  # messages as provided by Poloniex 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: 'poloniex',
      from: '2020-07-01',
      to: '2020-07-02',
      filters: [{ channel: 'price_aggregated_book', symbols: ['USDT_BTC'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Poloniex 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/poloniex?from=2020-07-01&filters=[{"channel":"price_aggregated_book","symbols":["USDT_BTC"]}]'
curl -g 'localhost:8000/replay?options={"exchange":"poloniex","filters":[],"from":"2020-07-01","to":"2020-07-02"}'

Captured real-time channels

Each collected Poloniex real-time data message has appended symbol at the end of array - this allows us providing data filtering via API.

Market data collection details

Poloniex servers are located in AWS eu-west-1 region (Dublin, Ireland). All it's public 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 Poloniex WebSocket v2 API with addition of local timestamps and also with addition of symbol at the end of each message which allows us providing filtering for the data server-side. 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.

- initial book snapshot, book modifications, and trades During data collection integrity of order book incremental updates is being validated using provided by real-time feed - in case of detecting missed message WebSocket connection is being restarted.

for Poloniex 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
price_aggregated_book
sequence numbers
Download sample
Download sample
Download sample
Download sample
https://api.tardis.dev/v1/exchanges/poloniexapi.tardis.dev
See Poloniex historical data coverage: available symbols, channels, date ranges and incidents
https://api.tardis.dev/v1/data-feeds/poloniex?from=2020-07-01&filters=[{%22channel%22:%22price_aggregated_book%22,%22symbols%22:[%22USDT_BTC%22]}]api.tardis.dev
Example API response for Poloniex historical market data request
Poloniex API Reference
See Poloniex WebSocket API docs providing documentation for each captured channel's format
HTTP API
Market data collection infrastructure