Founded in 2011, Bitstamp is the world's longest-running crypto exchange and the first nationally licensed Bitcoin exchange. It's licensed to operate in the United States, all European Union nations, and close to 50 other regions. Bitstamp allows trading between fiat currency and 85 major digital assets, as well as the staking of Ether and Algorand. It's considered easy to use and, thus, a good exchange for trading novices.
Amberdata’s Bitstamp crypto market data features
We offer:
- Bitstamp spot data from 2011-08-18, and spot secondly data since 2021-08-06.
- Historical tickers, tick-by-tick data, order book events, order book snapshots, reference quotes, OHLCV/candlesticks, prices, trades, VWAP and TWAP.
- Thousands of trading pairs.
- All of our Bitstamp data is downloadable by CSV through API docs.
- We capture data that Bitstamp itself doesn't store.
- Our data formats are REST API.
Our Data:
- Trades: Our trade datasets consist of all tick-by-tick trade data, timestamped, and with the trade direction normalized from the taker side. Our trade endpoints provide historical (time series) trade data for the specified pair or instrument.
- Order books: Order Book Snapshots, we collect via the exchanges REST API and the snapshot is a one-minute snapshot. Every minute we get the full order book, full depth, from the exchange (as much as they provide).
- OHLCV: OHLCV is an aggregated form of market data standing for Open, High, Low, Close and Volume. OHLCV data includes five data points: the Open and Close represent the first and the last price level during a specified 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.
- VWAP: The volume-weighted average price (VWAP) is a measurement that shows the average price of an asset, adjusted for its volume over a given period of time. VWAP gives traders a smoothed-out indication of an asset’s price (adjusted for volume) over a given period of time.
- Tickers: Tickers represent the best bids/asks from an orderbook. The bid price represents the maximum price that a buyer is willing to pay for an asset. The ask price represents the minimum price that a seller is willing to take for that same asset.
Bitstamp: Historical Trade Data
Our trade datasets consist of all tick-by-tick trade data, timestamped, and with the trade direction normalized from the taker side. We have spot data from 2011-08-18, and spot secondly data since 2021-08-06. We provide historical trade data via our REST API and real-time trade data via WebSockets for every asset on Bitstamp. We collect trade data by connecting to Bitstamp’s REST API’s.
We poll their market data REST API made publicly available in our API documentation. We collect every executed transaction, and we poll at regular intervals to ensure that we are collecting every trade data point. Immediately after receiving these trades, we normalize the data into our own schema, to ensure consistency across exchanges. Our Bitstamp trade history can be downloaded in CSV files or accessed through a REST API.
Our Trade endpoints provide historical (time series) trade data for the specified pair or instrument. The data is available via REST API and is limited to 60 API requests per second. Our coverage can be found by querying our information endpoints listed below.
Spot
/market/spot/trades/information
/market/spot/trades/{pair}/historical
Bitstamp: Historical Ticker Data
We provide historical and live best bid and best ask (top of the books) for any traded instrument, as well as incremental tick-level updates/deltas of all bids and asks on an order book. This level two data is available within the Order Book Endpoints.
From this tick-level order book data, we can derive Tickers, which is simply the best bid and best ask (top of the order books) for a traded instrument. We have spot data from 2011-08-18, and spot secondly data since 2021-08-06.
Our Tickers endpoints are available via REST API for historical (time series) data as well as WebSockets for real-time data.
Our API Endpoints:
Spot
/market/spot/tickers/information
/market/spot/tickers/{pair}/latest
/market/spot/tickers/{pair}/historical
Bitstamp: Order Books
Our order book endpoints are complete order books which allow you to see every bid and ask for every asset and pair on Bitstamp. If you need to reconstruct an order book from Bitstamp, with a particular pair from a particular point in time, you can do this from our REST endpoints. This is particularly useful if you are doing research, backtesting a model, or just want to see what happened in the past with a particular dataset.
We offer order book data for spot data. In addition to the full order book, we also have snapshots of the order book. These snapshots are one minute looks at the order books. If you don’t need the deepest granularity of the full order book, the snapshot endpoints are the next best thing and enable you to see what happened at a higher level for any pair at any time on Bitstamp.
- Bid: the highest rate that someone is willing to buy the currency from you
- Ask: the lowest rate that someone in the market is willing to sell you the currency
- Mid: average of the bid and ask rates (the bid and ask prices will be either side of the mid-market rate)
- Last: the price at which the last trade occurred
Our Bitstamp Order Book data goes back to 2019-05-17. We offer Order book snapshots and order book events with granularity from one minute to one day. Order book events with every latest order book bid and ask on Bitstamp. Our order book data is extremely granular and includes every ‘flick’ of a bid, or ask for any pair, on Bitstamp.
We collect Order Book Snapshots via Bitstamp’s REST API: the snapshot is a one minute snapshot. Every minute we get the full order book, full depth—as much as Bitstamp provides. We offer real-time streaming order book data via Websocket subscriptions for spot. We also offer FIX protocol. We get our order book data directly from Bitstamp.
Our Order Book endpoints are available via REST API for latest and historical (time series) data as well as WebSockets for real-time data.
Our API endpoints are:
Spot
/market/spot/order-book-events/{pair}/historical
/market/spot/order-book-snapshots/{pair}/historical
/market/spot/order-book-snapshots/information
Bitstamp: Historical OLHCV Data
OHLCV is an aggregated form of market data standing for Open, High, Low, Close, and Volume. OHLCV data includes five data points: the Open and Close represent the first and the last price level during a specified 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 have spot data from 2011-08-18. We provide OHLCV data with minutely, hourly or daily granularity. For the OHLCV values, the price is always in quote and the volume unit is always in base. For example, if the pair was BTC-USD, then the price values returned are in USD and the volume value is in BTC. Our OHLCV endpoints are available via REST API for historical (time series) data as well as WebSockets for real-time data. Bitstamp computes its daily candles at 00:00:00
Our API Endpoints:
Spot
/market/spot/ohlcv/information
/market/spot/ohlcv/{pair}/latest
/market/spot/ohlcv/{exchange}/exchange/latest
/market/spot/ohlcv/{pair}/historical
/market/spot/ohlcv/{exchange}/exchange/historical
Bitstamp: Historical VWAP Data
The Volume-Weighted Average Price (VWAP) is a measurement that shows the average price of an asset, adjusted for its volume over a given period of time. VWAP provides a smoothed-out indication of an asset’s price (adjusted for volume) over a given period of time. Institutional traders use VWAP to ensure that their trades don't move the price of the asset they are trying to buy or sell too extremely.
For Bitstamp, we provide VWAP data aggregated minutely, hourly, or daily, with historical data back to 2011-08-18. We provide secondly data since 2021-08-06. We calculate VWAP weighted by volume with a one minute frequency and a configurable lookback period. It's derived from the OHLCV data with the following calculation: (H+L+C) / 3.
Our VWAP data is available via REST API for historical (time series) data as well as WebSockets for real-time data.
Our API Endpoints:
Spot
/market/spot/vwap/assets/information
/market/spot/vwap/assets/{asset}/latest
/market/spot/vwap/assets/{asset}/historical
/market/spot/vwap/pairs/information