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I have found out how to get historical price data from the cryptocompare API but the highest resolution is on a minute-base. Is there a (free) way to get historical tick-by-tick data (so on a second-resolution) for cryptocurrencies, ideally with a python API. I would like to train and backtest a model on that data. I can imagine that the high bandwith requirements of pulling so much data may be too much asked for a free API but maybe there is one...

Edit: I repeat, I am looking for free tick-by-tick (with a second-based timeframe) data. The question Cryptocurrency historical prices is not explicitly asking for this kind of data, and the only answer for tick-by-tick data regards to a paid service.

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  • This is not a duplicate, as I am explicitly asking for tick-by-tick data, the other question you mentioned, is not referring to this kind of data – Alexander Bartl Jan 27 '18 at 15:48
  • This 615MB file has 1-10 second resolution for bitcoin: api.bitcoincharts.com/v1/csv/krakenEUR.csv.gz, starts in 2014. – knb Jan 27 '18 at 18:11
  • Its a good start, would be nice to have also some data on other currencies as well. – Alexander Bartl Jan 28 '18 at 17:23
  • I went through the data, as expected there are more values for the last year (meaning ticks in total), starting from 2017. For the gaps between the ticks, does it mean there was just no trades going on and therefore no price update, or was the price just not captured at all? – Alexander Bartl Jan 29 '18 at 20:23
  • I don't know, sorry. I think every trading platform works a bit differently. Maybe have a look in the directory api.bitcoincharts.com/v1/csv - there are many other files from other platforms (and maybe even other cryptocurrencies, but I didn't look closely) Analysing this file was only a weekend project for me; I'm not really into cryptocurrencies. – knb Jan 30 '18 at 12:50
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Tick data is available at cryptoarchive.com.au, for some pairs it's free.

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You can use exchange's public APIs to get historical trade data, but look out for API rate limits as you can get IP based ban - been there.

If you're looking for order book tick by tick data or historical liquidations data, check out https://tardis.dev/ it's not free, but pricing is affordable and you can play around with data samples without API key (API access for first day of each month is free).

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    What use exchange's public APIs are you refering to? Please edit. – user4293 Jul 17 '19 at 14:26
  • Depending on exchange you're interested in, but for example for bitmex check out bitmex.com/api/explorer especially /trade endpoint – Thad Jul 17 '19 at 17:22
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    first link is not open data. second one is behind a paywall and not 100% accessible to US users. please provide more information or this will be flagged as not open data. – albert♦ Jul 20 '19 at 5:06
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With exchange's public WebSocket API, you can get tick by tick level data. But I am aware that no data with that much detail are provided free.

edit: You can use exchange's API such as wss://api-pub.bitfinex.com/ws/2 to get data now and record it for sometime to get historical dataset. But this requires time.

In this case, we are providing historical raw WebSocket data. You can get free samples for every dataset at https://www.exchangedataset.cc .

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  • This was flagged as spam. I won't delete it yet, but please edit the question to point to the free resources. I see no open data on the linked site. – philshem♦ Jan 7 '20 at 7:42
  • I edited the original post. I wanted to let author know such an free data does not exist yet. – Exchange Dataset Jan 8 '20 at 3:08

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