How can I buy or download the data of Kraken bitcoin trades 2015-2016 in cvs format. I need it for my trading strategy (time stamp, volumes, bid, ask) can someone help me or make for me?
2 Answers
I believe the best option for you would be to write a script which grabs the data from Kraken's API, and parses that into a CSV output that you want.
Using the API to download trade history is explained here: https://support.kraken.com/hc/en-us/articles/218198197-How-to-pull-all-trade-data-using-the-Kraken-REST-API?mobile_site=true
answered Jul 27, 2017 at 12:54
they do have downloadable data here, https://support.kraken.com/hc/en-us/articles/360047543791-Downloadable-historical-market-data-time-and-sales-
but these are all only trades. the Spread is missing.
as far as i figured all possibilities out... their api seems to let you see only ~2 minutes into the past regarding the spread between bid+ask.
