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Kraken Historical Market Data

Download Kraken historical tick trades, L2 order books, liquidations, open interest, and funding data for spot and futures markets.

SpotFutures
View Kraken datasetsRead access docs

Why Kraken on CryptoHFTData?

Study Kraken spot and futures in a shared columnar format while keeping their distinct APIs and symbol systems explicit. This hub links the exact dataset scope instead of treating Kraken as one homogeneous feed.

  • Spot and Kraken Futures data remain separate archive identifiers
  • Order book and individual trade feeds support microstructure research
  • Futures-only liquidation, open-interest, and funding datasets are labeled clearly

Coverage

Kraken historical datasets

Each row is a separate landing page with its own exchange IDs, schema, sample path, caveats, and documented history start. A listed market applies only to that dataset row.

DatasetStored marketsArchive IDHistory startExample object path
Order BookSpot · Futureskraken_derivatives · kraken_spot2025-06-28kraken_spot/2025-08-01/20/BTC_USD_orderbook.parquetHourly Parquet/Zstd
Tick TradesSpot · Futureskraken_derivatives · kraken_spot2025-06-28kraken_derivatives/2025-08-01/20/PF_XBTUSD_trades.parquetHourly Parquet/Zstd
Ticker StatisticsSpot · Futureskraken_derivatives · kraken_spot2025-06-28kraken_derivatives/2025-08-01/20/PF_XBTUSD_ticker.parquetHourly Parquet/Zstd
LiquidationsFutureskraken_derivatives2025-06-28kraken_derivatives/2025-08-01/20/PF_XBTUSD_liquidations.parquetHourly Parquet/Zstd
Open InterestFutureskraken_derivatives2025-06-28kraken_derivatives/2025-08-01/20/PF_XBTUSD_open_interest.parquetHourly Parquet/Zstd
Funding & Mark PriceFutureskraken_derivatives2025-06-28kraken_derivatives/2025-08-01/20/PF_XBTUSD_mark_price.parquetHourly Parquet/Zstd

Before analysis

Kraken conventions that matter

Normalization makes columns consistent; it does not erase contract design, symbol mapping, or limits in the exchange's public feed.

01

Kraken spot and futures use different symbol conventions. Examples include BTC_USD in the normalized spot archive and PF_XBTUSD for a perpetual futures instrument.

02

Do not join instruments by string equality alone; build an explicit base, quote, and contract mapping.

03

Kraken Futures book messages carry sequence numbers, while quantity and contract semantics still require the venue's instrument specification.

Research questions this archive supports

  • Measure spot versus futures lead-lag with explicit symbol mapping
  • Reconstruct futures depth using snapshot and sequence-aware updates
  • Align futures funding and open interest with tick trades

A safer first analysis

  1. 1. Open the relevant dataset page and confirm the market ID.
  2. 2. Download one known hour and inspect types, timestamps, and units.
  3. 3. Validate gaps and book sequence rules before scaling the date range.
  4. 4. Keep venue-specific contract metadata with every cross-venue join.

Next steps

Start working with Kraken data

Use the dataset pages for exact semantics, then download a small interval and validate it against your research assumptions.

Download data

Choose an exchange ID, date, hour, symbol, and dataset in the download workspace.

Read the SDK docs

Review schemas and Python methods before integrating the files into a pipeline.

Check ingestion status

Confirm current collector health separately from historical file availability.

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