HitBTC – 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.
| Instrument | Start Date | End Date |
|---|---|---|
| BCHBTC | 2018-05-22 | 2018-07-10 |
| BCHETH | 2018-05-22 | 2018-07-10 |
| BCHUSD | 2018-05-22 | 2018-07-10 |
| BTCUSD | 2018-05-22 | 2019-05-23 |
| EOSBTC | 2018-05-22 | 2018-07-10 |
| EOSETH | 2018-05-22 | 2018-07-10 |
| EOSUSD | 2018-05-22 | 2018-07-10 |
| ETCBTC | 2018-05-22 | 2018-07-10 |
| ETCETH | 2018-05-22 | 2018-07-10 |
| ETCUSD | 2018-05-22 | 2018-07-10 |
| ETHBTC | 2018-05-22 | 2018-07-10 |
| ETHUSD | 2018-05-22 | 2019-05-23 |
| LTCBTC | 2018-05-22 | 2018-07-10 |
| LTCETH | 2018-05-22 | 2018-07-10 |
| LTCUSD | 2018-05-22 | 2018-07-10 |
| XRPBTC | 2018-05-22 | 2018-07-10 |
| XRPETH | 2018-05-22 | 2018-07-10 |
| XRPUSDT | 2018-05-22 | 2018-07-10 |
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,
– 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,
Download sample: hitbtc_BTCUSD_book_2019_02_24
