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Cryptocurrency Gemini Order Book Data

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. Auction data is not included. 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
BTCUSD BTC USD
ETHUSD ETH USD
ETHBTC ETH BTC
Fields include:
  • Event ID
  • Event Date
  • Event Time
  • Event Millis
  • Order ID
  • Execution Options
  • Event Type
  • Symbol
  • Order Type
  • Side
  • Limit Price (CCY2)
  • Original Quantity (CCY1)
  • Gross Notional Value (CCY2)
  • Fill Price (CCY2)
  • Fill Quantity (CCY1)
  • Total Exec Quantity (CCY1)
  • Remaining Quantity (CCY1)
  • Avg Price (CCY2)
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