590 days of trade ticks on BTC, ETH, LTC, BNB, NEO, QTUM to USTD or to BTC
The data is stored inside a regular zip file. inside every zip there is a .csv file in plain text.
The data consists of the following columns:
- Id - id provided by the exchange
- time - epoch time, UTC. There might be a 1-3h (consistent) offset accidentally added by C# automatic localization of DateTime. I have no way to verify if this is true.
- Price - The price in the rhs symbol (e.g. BTCUSDT means price is in USDT)
- Quantity - Quantity of the lhs symbol (e.g. BTCUSDT means quantity in BTC)
- IsBuyerMaker - was the trade completed by the buyer (true) or by the seller (false). when it is true, it means that the seller has placed a ask for his holdings and a buyer came along later on and completed the trade. when it is false, it means that the buyer has placed a bid for his curreny and a seller came along later on and completed the trade.
- BuyerOrderId - Order id of the buyer
- SellerOrderId - Order id of the seller
- IsBestPriceMatch - Has the Maker (buyermaker or sellermaker) accomplished the trade by a market order as opposed to a trade accomplished by a limit order which waits for an opposite trade pair (I might be wrong tho, this need verification).
tuangeek/cryptocurrency-historical-data published and updates free Daily OHLC data since 2013 for Bitfinex Exchange.