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.

  • 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

Tick data is available at cryptoarchive.com.au, for some pairs it's free.

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