Order Book data on cryptocurrencies such as Bitcoin and Ethereum recorded by Gemini, a digital asset exchange.
The offering shows open orders at the beginning of the day, orders placed, filled, and canceled during the day and are distinguished by the Event Type field. A filter to only receive the Fill events is also available.
This data set does *not* include auctions. Please refer to the Gemini Auction Order Book for purchase options.
The currency pair symbols are formatted as CCY1CCY2 where prices are in CCY2 and quantities are in CCY1, the following pairs are supported:
|Currency Pair||Quantity currency||Price currency|