Data Overview

Coin API gives you access to three types of historical cryptocurrency market data. Each entity focuses on a different level of market detail — from aggregated candles to tick-level trades and quotes.

Entities

Entity
Best for

OHLCV Historical Data

Price trend analysis, charting, backtesting strategies

Trades Historical Data

Execution analysis, volume profiling, microstructure research

Quotes Historical Data

Spread analysis, liquidity research, bid/ask dynamics

OHLCV Historical Data

Metrics

Field
Description

price_open

Opening price at the start of the period

price_high

Highest price during the period

price_low

Lowest price during the period

price_close

Closing price at the end of the period

volume_traded

Total volume of the base asset traded during the period

trades_count

Number of individual trades that occurred during the period

Dimensions

Field
Description

symbol_id

The trading pair identifier (e.g., BITSTAMP_SPOT_BTC_USD)

time_period_start

Start timestamp of the candle period

time_period_end

End timestamp of the candle period

time_open

Exact timestamp of the first trade in the period

time_close

Exact timestamp of the last trade in the period

Trades Historical Data

Metrics

Field
Description

price

Execution price of the trade

size

Volume of the base asset traded

Dimensions

Field
Description

symbol_id

The trading pair identifier

time_exchange

Timestamp reported by the exchange

time_coinapi

Timestamp recorded by Coin API

uuid

Unique identifier for the trade

taker_side

Side of the taker (buy or sell, where available)

Quotes Historical Data

Metrics

Field
Description

ask_price

Best ask (sell) price at the time of the quote

ask_size

Volume available at the ask price

bid_price

Best bid (buy) price at the time of the quote

bid_size

Volume available at the bid price

Dimensions

Field
Description

symbol_id

The trading pair identifier

time_exchange

Timestamp reported by the exchange

time_coinapi

Timestamp recorded by Coin API

Common metric combinations

  • OHLCV + volume_traded + trades_count — identify high-activity periods where price moved on large volume

  • Quotes: ask_price - bid_price — calculate spread over time to measure market liquidity

  • Trades: price + size — compute volume-weighted average price (VWAP) across a session

  • OHLCV across multiple symbols — use the Append transformation to combine candle data from different trading pairs for cross-asset comparison

Use cases by role

  • Pull OHLCV data for multiple symbols and use Append to build a unified price history table for backtesting

  • Calculate rolling volatility and Sharpe ratios directly in BigQuery or a connected spreadsheet

  • Use trades data to analyze execution slippage and fill quality

Platform-specific notes

  • Symbol IDs are exchange-specific — BITSTAMP_SPOT_BTC_USD and COINBASE_SPOT_BTC_USD are different symbols even for the same asset pair

  • The time interval (period) parameter only applies to OHLCV data — trades and quotes return tick-level records

  • Leaving the end date empty will pull data up to the current time, which is useful for scheduled incremental flows

  • Very short time intervals (e.g., 1-second candles) over long date ranges can produce millions of rows — use the record limit parameter to control output size

  • Coin API's free tier has rate limits and a cap on historical data depth; paid plans unlock full historical coverage

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