Coinbase historical order book data
Kalshi Eye records Coinbase's public market data around the clock: every change to the order book and every trade, for 19 coins against USD. Each UTC day is published as Parquet files, one per coin. Coinbase sends its whole book, so every level is there.
- Rows on file
- 332.7Mbook changes and trades
- Coins with pages
- 19one per coin
- Size
- 2.34 GBall datasets on file
Biggest Coinbase coins
| Series | Markets | Rows | Size |
|---|---|---|---|
| BTC/USD on Coinbasecb:BTC | 3 markets | 67.2M rows | 433 MB |
| ETH/USD on Coinbasecb:ETH | 3 markets | 59.6M rows | 382 MB |
| ZEC/USD on Coinbasecb:ZEC | 3 markets | 46.8M rows | 292 MB |
| XRP/USD on Coinbasecb:XRP | 3 markets | 17.1M rows | 156 MB |
| NEAR/USD on Coinbasecb:NEAR | 3 markets | 15.6M rows | 104 MB |
| LTC/USD on Coinbasecb:LTC | 3 markets | 15.3M rows | 96.8 MB |
| SOL/USD on Coinbasecb:SOL | 3 markets | 15M rows | 141 MB |
| ADA/USD on Coinbasecb:ADA | 3 markets | 13.6M rows | 109 MB |
See the rows
First rows of each dataset's sample file.
Datasets
One file per dataset per UTC day. Data dictionary
| Dataset | What it holds | Plan | Sample |
|---|---|---|---|
| Coinbase order book (L2, full depth) coinbase_book | Every change to Coinbase's whole order book for 19 coins, with a full snapshot each hour and after each reconnect. 12 columns
| Full book | SampleParquet·CSV |
| Coinbase trades coinbase_trades | Every Coinbase trade on the same coins, with the taker's side. 8 columns
| Research | SampleParquet·CSV |
What each plan opens
Founding members pay half, locked for life. Pricing
| Dataset | Explorer | Research | Full book |
|---|---|---|---|
| Coinbase order book (L2, full depth) | Sample | Sample | ✓ |
| Coinbase trades | Sample | ✓ | ✓ |
Reading the files
- One file per coin per UTC day. Replay in file order: a snapshot (or the hourly book copy) replaces the whole book, and each update sets one level's new size; 0 removes it.
- A gap row means the book is unknown from that row until the next snapshot; its side says why.
- Trades carry the taker's side: buy lifted the ask, sell hit the bid.
- Timestamps are nanoseconds UTC: ts_recv when we received the message, ts_venue the exchange's time. Every dataset shares the recorder clock, so you can join to prediction market books on ts_recv.
Coinbase's API gives the book as it is now and recent trades; it keeps no past order books. Replaying depth, spreads or queue position needs a recording of the book as it changed, which is what these files are.
-- Every BTC trade on Coinbase for one day, in DuckDB SELECT ts_recv, side, price, size, trade_id FROM 'kalshieye-data/coinbase_trades/date=2026-11-12/asset=BTC/coinbase_trades-BTC-2026-11-12.parquet' ORDER BY ts_recv;
Questions
How far back does the Coinbase data go?
Recording started on November 11, 2026 (a partial first day). Every day since then is in the archive.
Which Coinbase coins are recorded?
19 coins against USD: every change to the order book and every trade.
Can I try the Coinbase data for free?
Yes. Every dataset has a sample file, no account needed, linked in the table above.
Is Kalshi Eye affiliated with Coinbase?
No. Kalshi Eye is independent and not affiliated with Coinbase. We record Coinbase's public market data ourselves.