Cryptocurrency Market Data

Trade Data

Trade Data is a general term for tick-level data, or all executed transactions occurring on a cryptocurrency exchange. Our trade datasets consist of all tick-by-tick trade data, normalized and timestamped. We began trade data collection in 2011 and add new exchanges on a continual basis. Today, we provide historical and live trade data for 100+ centralized and decentralized exchanges (both spot and derivatives markets). For DEXs, we provide full history since the exchange launched.

ID - Unique trade ID (unique to the exchange). Trade ID's come directly from the exchange. If an exchange does not provide a trade ID, we will generate it ourselves.
Exchange - Internal Kaiko symbol used for the exchange.
Symbol - Currency pair
Date - Epoch timestamp in milliseconds. You can learn more about timestamps, including how to convert them to human readable form here.
Price - Displayed in the quote currency
Amount-Quantity of asset bought or sold, displayed in base currency
Sell- True or False, referring to the trade direction (detailed description of variable here). A trade marked as 'true' means that a price taker placed a market sell order.

OHLCV Data

OHLCV is an aggregated form of market data standing for Open, High, Low, Close and Volume. OHLCV data includes 5 data points: the Open and Close represent the first and the last price level during a time interval. High and Low represent the highest and lowest reached price during that interval. Volume is the total amount traded during that period. This data is most frequently represented in a candlestick chart, which allows traders to perform technical analysis on intraday values. We provide OHLCV data in granularities ranging from 1 minute to 1 day.

Timestamp - Epoch timestamp in milliseconds. You can learn more about timestamps, including how to convert them to human readable form, here. The timestamp for all aggregates corresponds with the beginning of the time interval.
Open -Opening price in quote currency (for BTCUSD, USD is the quote curency)
High - Highest price reached during the timeframe, in quote currency
Low - Lowest price reached during the timeframe, in quote currency
Close - Closing price of the timeframe in quote currency
Volume - Volume traded in the timeframe in base currency
VWAP - Volume Weighted Average Price in quote currency

VWAP Data

VWAP, or Volume Weighted Average Price, is the average price of an asset over a time interval, weighted by volume. VWAP is an aggregated form of trade data. The formula for calculating VWAP is: ∑Price * Volume / ∑Volume. We provide VWAP in granularities ranging from 1 minute to 1 day.

Timestamp - Epoch timestamp in milliseconds. You can learn more about timestamps, including how to convert them to human readable form, here. The timestamp for all aggregates corresponds with the beginning of the time interval.
VWAP - Volume Weighted Average Price in quote currency

Data Source
We get our data from the public APIs provided by the exchanges. This data is scattered across hundreds of exchanges in many different formats, thus our job as a data provider is to normalize all data formats and standardize asset taxonomies.