Kraken: Crypto Historical Data
Founded in 2011 by Jesse Powell, Thanh Luu, and Michael Gronager, Kraken has established itself as a prominent player in the cryptocurrency exchange space. Initially launched in September 2013, Kraken began by offering Bitcoin, Litecoin, and euro trades. Over the years, the platform has expanded its offerings to include a wide variety of cryptocurrencies and advanced trading options, such as margin trading.
Today, Kraken stands among the top 10 cryptocurrency exchanges by trading volume, a testament to its reputation and trust within the crypto community. The platform supports over 240 digital assets, catering to a diverse range of traders and investors. Popular cryptocurrencies like Bitcoin, Ethereum, USDC, USDT, Cardano, Solana, and Dogecoin are all available for trading. Kraken is known for its high liquidity, which ensures that users can execute trades efficiently without significant price slippage.
Our Data
Trades: Our crypto trading datasets include all tick-by-tick trade data, timestamped, with trade direction normalized from the taker side. Our Trade endpoints offer historical (time series) trade data for specified pairs or instruments.
Order books: Our order book snapshots are collected through the exchanges' REST API, capturing a complete snapshot every minute. Each snapshot provides the full order book, with full depth, directly from the exchange. We offer full order book depth for Kraken futures and 100 orders for spot trading.
OHLCV: This data set includes five key points: Open and Close indicate the first and last price levels within a specified interval; High and Low denote the highest and lowest prices reached during that interval; and Volume reflects the total amount traded in that period. Often depicted in a candlestick chart, OHLCV data is essential for traders conducting technical analysis on intraday price movements.
VWAP: The volume-weighted average price (VWAP) reflects the average price of an asset, adjusted for its trading volume over a specified period. By smoothing out price fluctuations, VWAP provides traders with a clearer indication of an asset's value adjusted for volume, over a given time period.
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.
Kraken: Historical Trade Data
Our historical (time series) Kraken trade data goes back to 2013-10-06 for spot trading and 2018-08-31 for futures. All historical Kraken datasets are available via REST API, with many also available via Snowflake, Google Analytics Hub, and Databricks.
We capture every executed Kraken transaction, polling at regular intervals to ensure no trade data point is missed. Once received, we normalize the data using the asset_asset nomenclature to maintain consistency across exchanges.
Kraken Historical Trade Data API Endpoints:
Spot
/market/spot/trades/information
/market/spot/trades/{pair}/historical
Futures
/market/futures/trades/information
/market/futures/trades/{instrument}/historical
Kraken: Order Books
Our order book endpoints enable you to view every bid and ask for every asset and pair across all supported exchanges, including Kraken. Order book data is invaluable for research, model backtesting, or historical data analysis.
We support Kraken order book data for both spot and futures trading. We offer full order book depth for Kraken futures and up to 100 orders for spot trading. Additionally, we provide one-minute snapshots of the order books, which offer a high-level view of market activity for any pair at any time on Kraken. Order book snapshots are ideal for use cases that don’t require the granularity of a full order book.
Kraken Order Book API Endpoints:
Spot
/market/spot/order-book-events/{pair}/historical
/market/spot/order-book-snapshots/{pair}/historical
/market/spot/order-book-snapshots/information
Futures
/market/futures/order-book-events/information
/market/futures/order-book-events/{instrument}/historical
/market/futures/order-book-snapshots/information
/market/futures/order-book-snapshots/{instrument}/historical
Kraken Historical OHLCV Data
OHLCV represents a condensed version of market data, an acronym for Open, High, Low, Close, and Volume. This dataset comprises five key data points: Open and Close indicate the initial and final price levels within a specific time frame; High and Low show the maximum and minimum prices achieved during that period; Volume reflects the cumulative amount traded. Typically, this data is illustrated using candlestick charts for technical analyses of intraday price movements.
Our spot data for Kraken goes back to 2013-10-06; Kraken daily candles are computed at 00:00:00. In 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.
Kraken OHLCV 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
Kraken Historical VWAP Data
Our Kraken VWAP data is aggregated minutely, hourly, or daily, with historical data going back to 2013-10-06. 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.
Kraken VWAP 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
/market/spot/vwap/pairs/{pair}/latest
/market/spot/vwap/pairs/{pair}/historical
Kraken Historical Ticker Data
We provide historical and live best bid and best ask for any traded instrument, as well as incremental tick-level updates/deltas of all bids and asks on an order book. Tickers are considered level 2 market data and are derived from tick-level order book data. Our Kraken ticker data goes back to 2013-10-06.
Kraken Ticker Data API Endpoints:
Spot
/market/spot/tickers/information
/market/spot/tickers/{pair}/latest
/market/spot/tickers/{pair}/historical
Kraken Reference Rates
Our Reference Rates offer benchmark BTC and ETH prices across qualified exchanges. These rates are published hourly and daily, adhering to SOC I and II compliance, GAAP alignment, and the IOSCO Principles for Financial Benchmarks. These benchmarks are crucial for financial institutions, aiding in reporting, trading decisions, and contract settlements. Reference Rates reflect a highly representative U.S. dollar value of a selected digital asset.
Amberdata's Reference Rates are accessible and relevant for users across the globe with the daily rate adjusted to the user's timezone. For example, an hourly reference rate calculated at 9 p.m. UTC will be marked as the 2 p.m. daily reference for PST users.
For more information about our reference rate methodology, download our Reference Rates whitepaper.
Kraken Funding Rate Data
While funding rate mechanisms and data reporting vary by exchange, at Amberdata we have created a normalized data model that covers the realized funding rate for supported exchanges. Kraken’s funding rate interval is four hours.
Kraken Funding Rates API Endpoints:
Futures
/market/futures/funding-rates/information
/market/futures/funding-rates/{instrument}/historical
/market/futures/funding-rates/exchange/{exchange}/latest
/market/futures/funding-rates/exchange/{exchange}/historical
See Our Kraken Market Data in Action with AmberLens
Explore Kraken's historical and real-time market dynamics using AmberLens, our hub of institutional-grade digital asset metrics. With the dashboards in AmberLens, you can gain an edge for your portfolio by identifying and monitoring market trends and understanding the performance of the cryptoeconomy at large.
Get started with Kraken charts and dashboards in AmberLens here.
Kraken Data Delivery & Distribution
Our Kraken market data can be accessed via REST API for historical (time series) data and WebSockets for real-time data.
When large volumes of data are needed for backtesting, research, or reporting, we offer bulk downloads via Amazon Web Services, delivered in parquet and updated daily. Supported spot and futures market data datasets include:
- Orderbook Snapshots and Events
- Tickers
- Trade Data
- OHLCV
- Funding Rates
Data Delivery Partnerships and Marketplaces
Amberdata is proud to partner with Snowflake, Google Cloud’s Analytics Hub, and Databricks to make our datasets even more accessible for institutions.
These marketplaces and delivery partnerships simplify data access, querying, and visualization so that your team can find the insights they need sooner.