BitMEX – OrderBook Data

This data set contains every order books updates for total replication of market behaviour in the past. This data particularly useful for High Frequency Trading models developing. All currency pairs listed in COVERAGE section are included in this data set.

Major cryptocurrencies (Bitcoin, Ethereum, Litecoin, Monero, Ripple, ZCash, Ethereum Classic...) are included and trade on this exchange.

InstrumentStart DateEnd Date
ETHU182018-09-092018-09-28
ETHUSD2018-09-092019-05-24
XBTU182018-09-092018-09-28
XBTU192019-03-192019-05-24
XBTUSD2018-05-222019-05-24
XBTZ182018-09-092018-12-28
You will receive a zip files with one file per day per currency pair.

– date: Epoch timestamp millisecond
– price: in the quote currency (on a BTCUSD pair, the amount is in USD)
– size: in the base currency (on a BTCUSD pair, the amount is in BTC)
– bid /ask: ‘b’ = BID and ‘a’ = ASK
– action: ‘i’ = INIT, ‘n’ = NEW, ‘u’ = UPDATE, ‘d’ = DELETE,


BitDataset is a primary source of digital assets trading data for all major exchanges.

We currently follow 8 exchanges: OkEX, Poloniex, Bitstamp, Bitfinex, HitBTC, BitMEX, Coinbase Pro (GDAX), Binance and about 1000 crypto-to-crypto and crypto-to-fiat currency pairs. All coin data sets available on BitDataset are readily available to purchase and download, a confirmation email is automatically sent to you with an ftp credentials to your data sets. All the data comes in flat CSV files and packaged in Zip Archives. FREE samples. We provide Cryptocurrency Historical Data API service as well.