Exchange data hub
Download Kraken historical tick trades, L2 order books, liquidations, open interest, and funding data for spot and futures markets.
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.
Coverage
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.
| Dataset | Stored markets | Archive ID | History start | Example object path |
|---|---|---|---|---|
| Order Book | Spot · Futures | kraken_derivatives · kraken_spot | 2025-06-28 | kraken_spot/2026-09-02/12/BTC_USD_orderbook.parquetHourly Parquet/Zstd |
| Tick Trades | Spot · Futures | kraken_derivatives · kraken_spot | 2025-06-28 | kraken_derivatives/2026-09-02/12/PF_XBTUSD_trades.parquetHourly Parquet/Zstd |
| Ticker Statistics | Spot · Futures | kraken_derivatives · kraken_spot | 2025-06-28 | kraken_derivatives/2026-09-02/12/PF_XBTUSD_ticker.parquetHourly Parquet/Zstd |
| Liquidations | Futures | kraken_derivatives | 2025-06-28 | kraken_derivatives/2026-09-02/12/PF_XBTUSD_liquidations.parquetHourly Parquet/Zstd |
| Open Interest | Futures | kraken_derivatives | 2025-06-28 | kraken_derivatives/2026-09-02/12/PF_XBTUSD_open_interest.parquetHourly Parquet/Zstd |
| Funding & Mark Price | Futures | kraken_derivatives | 2025-06-28 | kraken_derivatives/2026-09-02/12/PF_XBTUSD_mark_price.parquetHourly Parquet/Zstd |
Before analysis
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
The spot book feed keeps a 1,000-level window per side and does not delete levels that leave it; since the 2026-09 data-integrity release those levels are published as delete rows, and earlier files should be truncated to the best 1,000 levels per side after each update.
03
From the 2026-09 data-integrity release, futures funding_rate is Kraken's relative rate (a fraction per period) and inverse PI_/FI_ open interest value uses the USD contract size; corrections to earlier history are planned.
Missing hours, partially affected periods, and planned corrections for every venue are listed on Known Gaps & Corrections.
Next steps
Use the dataset pages for exact semantics, then download a small interval and validate it against your research assumptions.
