Recording 7 venues
kr:BNBKrakenCryptoDaily

BNB/USD on Kraken historical data

BNB/USD order book on Kraken: every order book change and trade, as daily Parquet files.

Example market: BNB/USD order book, Kraken, 2026-11-13

Full order book on Full book, $74.50/mo. Each dataset below has a sample file, no account needed.

8.6 million rows107 MB2 datasets, full order book includedUpdated daily

Datasets

One file per dataset per UTC day. Data dictionary · Hourly coverage

DatasetWhat it holdsPlanSample
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
  • ts_recvtimestamp[ns, UTC]
  • ts_venuetimestamp[ns, UTC]
  • assetstring
  • kindstring
  • sidestring
  • pricefloat64
  • sizefloat64
  • seqint64
  • checksumint64
  • price_dpint8
  • qty_dpint8
  • sessionstring
Full bookSampleParquet·CSV
Kraken trades
kraken_trades
Every Kraken trade on the same coins, with the taker's side.
8 columns
  • ts_recvtimestamp[ns, UTC]
  • ts_venuetimestamp[ns, UTC]
  • assetstring
  • sidestring
  • pricefloat64
  • sizefloat64
  • trade_idstring
  • sessionstring
ResearchSampleParquet·CSV

Use it in code

API docs · MCP server

# pip install "kalshieye[pandas]"
from kalshieye import Client

kx = Client()  # reads KALSHIEYE_API_KEY
df = kx.load("kraken_book", "2026-11-13", "2026-11-13", series="kr:BNB")

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