Kraken

Once a data agreement with Kraken is in place, we capture Kraken independently from two regions and merge the two streams by venue sequence number, as we do for every venue. Production capture starts at least 90 days before early access, so depth history covers three months or more on day one.

Venue type

Centralized exchange

Funding interval

Not planned at launch

Integrity

Venue sequence numbers, and book checksums where the feed includes them, verified at capture

Snapshots

A full-depth book snapshot at the top of every UTC hour (the 00:00 snapshot opens each daily file), plus the venue's own snapshots on reconnect, flagged with is_snapshot and snapshot_reason

Timestamps

Microseconds in ts_exchange. ts_capture is int64 nanoseconds from a PTP-disciplined clock.

Regions

Two independent regions, assigned once the data agreement is in place

Participant id

Offered if the data agreement includes participant-level data

Kraken uses XBT for bitcoin in some symbols. symbol always uses BTC; the native spelling stays in venue_symbol. Multi-collateral perpetuals are quoted in USD, hence BTC-USD-PERP. The full rules are in symbology.

• Asset codes such as XXBT and ZUSD are mapped to BTC and USD in instruments.
• Fiat pairs in six currencies are kept as separate instruments, so BTC-USD and BTC-EUR never mix.
• Spot and perpetual instruments share one instruments table, with the market type in instruments.venue_market.

Extended fields are computed on ts_capture and published on a 100 ms grid. A field is available on a venue when its source data is.

The same calls work on every venue; only venue and symbol change. Endpoints go live with Phase 1, and the v1 spec is a draft until then.

from fdc import Client

fdc = Client(api_key="fdc_live_...")

# L4 order events with participant ids
book = fdc.book(
    venue="kraken",
    symbol="BTC-USD",
    depth="L4",
    start="2028-09-04",
    end="2028-09-04T01:00:00",
)
df = book.to_polars()

curl -H "Authorization: Bearer fdc_live_..." \
  "https://api.financedatacloud.com/v1/book/l4?venue=kraken&symbol=BTC-USD&start=2028-09-04T00:00:00Z&end=2028-09-04T00:05:00Z"

{"op":"subscribe","channel":"book_l4","venue":"kraken","symbol":"BTC-USD"}

aws s3 cp \
  s3://fdc-archive/book_l4/venue=kraken/date=2028-09-04/BTC-USD.parquet .