crypto orderbook collection

Collect 10-minute snapshots of limit order books for BTC, ETH, LTC, ZEC, and other cryptocurrencies at 50 price levels across various exchanges in different countries (e.g., US, UK, Europe, and Asia) in 2020.

Attached is a sample of Bitcoin 10-minute orderbook snapshot data in USD from the Gemini exchange on January 1, 2020.