You can purchase data for all assets listed on the Coinbase exchange.
Exchange datasets:
Tick level trade
Hourly OHLCV (Open, High, Low, Close, Volume)
Daily OHLCV (Open, High, Low, Close, Volume)
Daily Prices (EOD)
Expand each section below to learn more about the datasets:
Tick level trade datasets capture all the trades executed for assets listed on the exchange. Trade datasets are normalized and time stamped at a micro second level granularity.
Attribute | Description |
Exchange | Internal identifier used for the exchange (for example: Coinbase) |
Base | Base symbol |
Quote | Quote symbol |
Timestamp (UTC) | Epoch timestamp in microseconds |
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. |
Price | Trade price in the quote currency |
Quantity | Quantity of asset bought or sold, in base currency |
Side | Side of trade, either Buy or Sell. |
Hourly OHLCV datasets offers price data summarized on an hourly basis. It contains OHLCV, trade count, and VWAP (including buy and sell side VWAP). All timestamps are expressed in UTC. Hourly interval start times are inclusive (e.g. 14:00) up to the hourly end times which are exclusive (e.g. 15:00).
Attribute | Description |
Exchange | Exchange Name (e.g. Coinbase, Gemini, ..) |
Base | Base symbol (e.g. BTC, ETH, ..) |
Quote | Quote symbol (e.g. USD, EUR, ..) |
Timestamp (UTC) | Epoch timestamp in microseconds for start of hour interval |
Count | Number of trades occurring over the time interval of the data set. |
Open | Opening price in quote currency (for BTCUSD, USD is the quote currency) |
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 |
Buy Volume | Buy side Volume traded in the timeframe in base currency |
Sell Volume | Sell side Volume traded in the timeframe in base currency |
VWAP | Volume Weighted Average Price in quote currency |
Buy VWAP | Buy side Volume Weighted Average Price in quote currency |
Sell VWAP | Sell side Volume Weighted Average Price in quote currency |
Daily OHLCV datasets offers price data summarized on a daily basis. It contains OHLCV, trade count, and VWAP (including buy and sell side VWAP). End of day period is based on 00:00 UTC. Daily interval starts at UtC 00:00 (inclusive) on the given date and ends at UTC 00:00 (exclusive) the following day.
Attribute | Description |
Exchange | Exchange Name (e.g. Coinbase, Gemini, ..) |
Base | Base symbol (e.g. BTC, ETH, ..) |
Quote | Quote symbol (e.g. USD, EUR, ..) |
Date | Date in ISO 8601 format (e.g. 2022-01-21) |
Count | Number of trades occurring over the time interval of the data set. |
Open | Opening price in quote currency (for BTCUSD, USD is the quote currency) |
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 |
Buy Volume | Buy side Volume traded in the timeframe in base currency |
Sell Volume | Sell side Volume traded in the timeframe in base currency |
VWAP | Volume Weighted Average Price in quote currency |
Buy VWAP | Buy side Volume Weighted Average Price in quote currency |
Sell VWAP | Sell side Volume Weighted Average Price in quote currency |
Daily OHLCV datasets offers price data summarized on an daily basis. It contains OHLCV, trade count, and VWAP (including buy and sell side VWAP). End of day period is based on 00:00 UTC. Daily interval starts at UTC 00:00 (inclusive) on the given date and ends at UTC 00:00 (exclusive) the following day.
Attribute | Description |
Exchange | Internal identifier used for the exchange. |
Base | Base symbol |
Quote | Quote symbol |
Date | Date in ISO 8601 format |
PriceUTC | Price at UTC midnight |
Price4pmET | Price at 4pm ET (NYC market close) |