Good quality cryptocurrency trading data are important for research as well as building trading bots. This post will summarize some places where one can get data.
The most common data are open, high, low, and close prices, and some datasets have volume.
Further, order book snapshots containing bids (maximum price an investor is willing to pay) and asks (minimum price an investor is willing to accept) (the difference between the bid and ask is the spread) are provided by some data sources. The order book is a list of all limit buy and sell orders for a currency pair sorted by price. A snapshot of the order book looks at the order book for a given time stamp. With order book data one can calculate metrics such as market depth which tells us how large orders can be absorbed by the market without price slippage, and thus helps in identifying liquid markets.
CryptoDataDownload has historical data for each pair listed by each trading exchange.
This website gives an excellent overview over common cryptocurrency data.
Minute data from 2013-11-13 to 2019-06-19. The data is collected from Bitfinex API and consists of OHLC of various crypto currency pairs.
Daily observations from 2017-04-28 to 2018-05-21. Covering all historic open, high, low, close, trading volume and market cap info for 878 cryptocurrencies. The author scraped Coinmarketcap for all historical data.