YFI/USD (YFIUSD) Historical Market Data — Every Tick, €1 a Day
Every message of each venue's YFI/USD feed — tick-by-tick trades, Level-2 order-book updates at full depth and quotes, not candles — across 4 exchanges and 5 instruments (spot and perpetual), October 2023 – present, captured co-located at each venue with nanosecond timestamps in one schema, 6.15 TB raw, with 1-minute OHLCV derived from it. Any instrument-day is €1 — buy as a guest, download instantly.
Every YFI/USD print, one schema
Every YFI/USD print — price, size, side and exchange timestamp — at full resolution, not sampled.
Every Level-2 snapshot and update at the venue's full book depth, plus top-of-book where the venue publishes it — nanosecond venue and receive timestamps, so YFI/USD liquidity and slippage replay exactly.
Open/high/low/close, volume and VWAP per minute — ready for backtests and YFI/USD signal research.
Bid-ask spreads in bps and ticks, normalized into one schema across every venue for apples-to-apples YFI/USD comparison.
YFI/USD across 4 exchanges
Every venue that lists YFI/USD in the archive, ranked by recorded size, with the instrument class each one carries — spot and perpetual. Open a venue's page for its full catalog, or jump straight to an instrument's day files.
| Venue | Spot | Perpetual | Recorded |
|---|---|---|---|
| Coinbase | YFI-USD since October 2023 · 1,009 days · 4.58 TB | — | 4.58 TB |
| Kraken Futures | — | PF_YFIUSD since December 2023 · 1,028 days · 601 GB | 601 GB |
| crypto.com | YFI_USD since December 2023 · 965 days · 203 GB | YFIUSD-PERP since December 2023 · 962 days · 377 GB | 580 GB |
| Kraken Spot | YFIUSD since October 2023 · 1,081 days · 419 GB | — | 419 GB |
One row per venue; each cell names the heaviest instrument of that class with its first recorded day, recorded UTC days and raw (uncompressed) size. Dated futures fold every contract of the venue into one cell.
YFI/USD spread, depth and turnover per exchange
Where YFI/USD is tightest, deepest and busiest — average quoted spread, order-book depth and daily turnover per venue, computed from our own recordings. The tick files behind these numbers are the same ones in the shop.
| Venue | Instrument | Avg spread (bps) | Top-of-book depth | Top-20 depth | Turnover / day | Trades / day |
|---|---|---|---|---|---|---|
| Coinbase | YFI-USD · Spot | 17 | $184.8 | $16.0K | $205.9K | 1,277 |
| Kraken Spot | YFIUSD · Spot | 20 | $379.64 | $27.8K | $35.2K | 209 |
| crypto.com | YFI_USD · Spot | 47 | $516.75 | $31.6K | $8.9K | 76 |
| Kraken Futures | PF_YFIUSD · Perpetual | 71 | $1.4K | $21.2K | $6.8K | 52 |
| crypto.com | YFIUSD-PERP · Perpetual | 2.72 | $5.93 | $7.2K | $1.7K | 160 |
Averages over the recorded days of the 30 days to 2026-10-06, computed from our own order-book and trade recordings. Spread = average quoted spread in basis points; top-of-book depth = mean of best bid and best ask size in USD; top-20 depth = mid-side total notional over the top 20 levels (((bid + ask) / 2) × 20). Ranked by turnover.
YFI/USD tick size, lot size and contract rules per exchange
The trading rules each venue publishes for its YFI/USD instrument — tick size, lot size, minimum order, contract size and the funding interval of the perpetuals. Backtests need them to round prices and sizes the way the venue does.
| Venue | Instrument | Tick size | Lot size | Min order · notional | Contract size | Funding | Listed |
|---|---|---|---|---|---|---|---|
| Coinbase | YFI-USD Spot · stats | 0.01 | 0.000001 | — | — | — | — |
| Kraken Futures | PF_YFIUSD Perpetual · linear · stats | 1 | 0.0001 | 0.0001 · — | — | 1 h | 2022-07-13 |
| crypto.com | YFI_USD Spot · stats | 0.01 | 0.00001 | 0.00001 · — | — | — | — |
| crypto.com | YFIUSD-PERP Perpetual · linear · stats | 0.01 | 0.0001 | 0.0001 · — | — | 1 h | — |
| Kraken Spot | YFIUSD Spot · stats | 0.1 | 0.00000001 | 0.0022 · — | — | — | — |
Exchange-published instrument rules as synced on 2026-10-07: tick size = smallest price step, lot size = smallest quantity step, minimums as order quantity in base units · notional in quote currency, contract size per contract, funding = settlement interval of the perpetual. Every day file carries the same fields in its first line. Venues change these rules — check the venue before trading.
How to download YFIUSD historical data
- Open the Data Shop — the link lands on the most-recorded YFIUSD instrument; every other venue and class of the pair is one row of the exchange matrix above, and each row links straight to its own instrument.
- Pick a UTC day in the calendar. Each day is one file with every trade, order-book update and quote the venue published — the shop shows the day's candle and file size before you buy.
- Try a free sample day first — one complete day of a major pair, same schema, no sign-up.
- Check out as a guest — pay by card, no account, no sales call — and the file downloads immediately at €1 per instrument-day. Buying many days? Select them across the calendar or use the scanner bulk-add.
- Need CSV or Parquet instead of the native tick file? Append
?format=to any download — see the formats overview for the trades, BBO and liquidation exports.
Market structure & coverage
YFI quoted in USD: tick data has been recorded since October 2023, with new days added daily — over 3 years of history across spot and perpetual on 4 venues: 5 instruments, 5,045 recorded instrument-days, 6.15 TB raw. Each day is one complete tick file — not a snapshot or candle feed — at €1 per instrument-day, self-service, with no subscription.
Why buy YFI/USD data here
Four things every page on this site is built on — and the reason the numbers above exist at all.
We record everything
The complete public feed of each venue as it was published: every Level-2 snapshot and update at the venue's full book depth, every trade with its aggressor side, every quote, funding, mark-price and liquidation event — for every instrument the venue lists, every UTC day since we added the venue. Nothing sampled, no top-N cut, no on-demand capture.
Institutional grade
Captured co-located at the venue with the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain that makes any gap visible, and one normalized schema across 35+ venues — the same capture our own high-frequency trading engine and enterprise feeds run on.
€1 per instrument-day
Any instrument-day is €1, series-day bundles start at €1 — no subscription, no minimum order, no tiers to unlock. Credit packs lower the effective price and never expire, and every venue has free full-day samples to test against first.
Self-service for everyone
Pick the days in the Data Shop, pay by card as a guest and download immediately — no sales call, no enterprise contract, no KYC. Coding agents buy the same files through the MCP server, and the free Agent Skill teaches them the format.
Agents: /llms.txt · MCP server /mcp · every page as markdown via Accept: text/markdown
YFI/USD historical data — FAQ
Which exchanges have YFI/USD tick data?
Every venue that lists the pair, every instrument, every day since it was added: 4 venues in the archive, led by Coinbase, Kraken Futures, crypto.com and Kraken Spot — 5 instruments in total across spot and perpetual. The exchange matrix on this page lists every venue with its first recorded day, recorded days and size; the cross-venue analyzer compares them live.
How much does YFI/USD historical data cost?
€1 per YFIUSD instrument-day — no subscription, no minimum order, no account needed: buy as a guest, download instantly, or use credit packs that never expire. Free full-day samples first on the downloads page; details on pricing.
How far back does YFIUSD historical data go?
The earliest YFI/USD day in the archive is 2023-10-11 (Coinbase); the pair is still being recorded and a new day is added every day. Across all venues the pair holds 5,045 recorded instrument-days. Coverage differs per venue — the matrix shows each venue's own span.
How big is one day of YFIUSD data?
On average 1.25 GB of raw data per instrument-day across the 5 YFI/USD instruments; the most-recorded instrument, YFI-USD on Coinbase, averages 4.65 GB per day. Files are zstd-compressed on disk (roughly 20:1); the shop shows the exact compressed size of every day before checkout.
Is YFI/USD available as spot, perpetual and futures data?
Spot on 3 venues (Coinbase, crypto.com and Kraken Spot); Perpetual on 2 venues (Kraken Futures and crypto.com). Each class is a separate instrument with its own day files.
Can I download YFIUSD data as CSV or Parquet?
Yes — every free sample and every purchased tick day also exports as gzipped CSV or Parquet at no extra cost: trades and liquidations (derivatives, 2026 onward) in both formats. Coinbase records full order-book depth without a separate BBO stream — the free reader script converts depth locally. Timestamps are integer microseconds UTC and the columns load straight into pandas, polars or DuckDB — see the formats overview.
Which exchange has the tightest YFI/USD spread?
In the 30 days to 2026-10-06 the lowest average quoted spread among the actively traded YFI/USD instruments in our recordings was on Coinbase (YFI-USD, spot) at 17 basis points; for comparison: crypto.com YFIUSD-PERP 2.72 bps, Kraken Spot YFIUSD 20 bps, crypto.com YFI_USD 47 bps. Measured from the recorded order books, averaged per day — the market-structure table on this page lists every venue.
Which exchange has the deepest YFI/USD order book?
In the 30 days to 2026-10-06 Coinbase (YFI-USD, spot) carried the most resting liquidity: on average $16.0K per side within the top 20 price levels and $184.8 at the best bid/ask. Depth is the mid-side total notional over the top 20 levels, computed from our full-depth order-book recordings.
Where is YFI/USD traded the most?
In the 30 days to 2026-10-06 Coinbase (YFI-USD, spot) led with about $205.9K of turnover and 1,277 trades per day, out of 5 YFI/USD instruments with recorded activity.
What is the tick size of YFI/USD?
The smallest price step per instrument — Coinbase YFI-USD (spot): 0.01; Kraken Futures PF_YFIUSD (perpetual): 1; crypto.com YFI_USD (spot): 0.01; crypto.com YFIUSD-PERP (perpetual): 0.01; Kraken Spot YFIUSD (spot): 0.1. The smallest quantity step (lot size) — Coinbase YFI-USD (spot): 0.000001; Kraken Futures PF_YFIUSD (perpetual): 0.0001; crypto.com YFI_USD (spot): 0.00001; crypto.com YFIUSD-PERP (perpetual): 0.0001; Kraken Spot YFIUSD (spot): 0.00000001. The instrument-specifications table on this page lists every row. Values as synced from the venues on 2026-10-07; exchanges change these rules, so check the venue before trading.
What is the minimum order size for YFI/USD?
Minimum order quantity and, where the venue publishes one, minimum notional — Kraken Futures PF_YFIUSD (perpetual): 0.0001 YFI; crypto.com YFI_USD (spot): 0.00001 YFI; crypto.com YFIUSD-PERP (perpetual): 0.0001 YFI; Kraken Spot YFIUSD (spot): 0.0022 YFI. Values as synced from the venues on 2026-10-07; exchanges change these rules, so check the venue before trading.
What is the funding interval of YFI/USD perpetuals?
Funding settles Kraken Futures PF_YFIUSD (perpetual): every 1 h; crypto.com YFIUSD-PERP (perpetual): every 1 h. Every funding-rate update is part of the recorded perpetual day files (message type 9), so the full funding history replays from the archive. Values as synced from the venues on 2026-10-07; exchanges change these rules, so check the venue before trading.