Kraken historical order book data
Kalshi Eye records Kraken's public market data around the clock: every change to the order book, 1,000 levels a side, and every trade, for 20 coins against USD. Each UTC day is published as Parquet files, one per coin. Each message carries Kraken's checksum, so a replayed book can be checked.
- Rows on file
- 454.8Mbook changes and trades
- Coins with pages
- 20one per coin
- Size
- 4.79 GBall datasets on file
Biggest Kraken coins
| Series | Markets | Rows | Size |
|---|---|---|---|
| ZEC/USD on Krakenkr:ZEC | 3 markets | 56.2M rows | 489 MB |
| BTC/USD on Krakenkr:BTC | 3 markets | 52.1M rows | 518 MB |
| XRP/USD on Krakenkr:XRP | 3 markets | 51.2M rows | 461 MB |
| ETH/USD on Krakenkr:ETH | 3 markets | 48.2M rows | 513 MB |
| ADA/USD on Krakenkr:ADA | 3 markets | 40.7M rows | 394 MB |
| LINK/USD on Krakenkr:LINK | 3 markets | 38.9M rows | 352 MB |
| NEAR/USD on Krakenkr:NEAR | 3 markets | 35.9M rows | 338 MB |
| DOGE/USD on Krakenkr:DOGE | 3 markets | 24.9M rows | 279 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 |
|---|---|---|---|
| Kraken order book (L2, full depth) kraken_book | Every change to Kraken's order book, 1,000 levels a side, for 20 coins, with Kraken's checksum after each message. 12 columns
| Full book | SampleParquet·CSV |
| Kraken trades kraken_trades | Every Kraken 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 |
|---|---|---|---|
| Kraken order book (L2, full depth) | Sample | Sample | ✓ |
| Kraken 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.
Kraken'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 Kraken for one day, in DuckDB SELECT ts_recv, side, price, size, trade_id FROM 'kalshieye-data/kraken_trades/date=2026-11-12/asset=BTC/kraken_trades-BTC-2026-11-12.parquet' ORDER BY ts_recv;
Questions
How far back does the Kraken data go?
Recording started on November 11, 2026 (a partial first day). Every day since then is in the archive.
Which Kraken coins are recorded?
20 coins against USD: every change to the order book (1,000 levels a side) and every trade.
Can I try the Kraken data for free?
Yes. Every dataset has a sample file, no account needed, linked in the table above.
Is Kalshi Eye affiliated with Kraken?
No. Kalshi Eye is independent and not affiliated with Kraken. We record Kraken's public market data ourselves.