KuCoin

Once a data agreement with KuCoin is in place, we capture KuCoin 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

8 hours

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

Nanoseconds on trades; milliseconds on book updates 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

KuCoin futures symbols use XBT and an M suffix. Spot symbols already follow BASE-QUOTE. The full rules are in symbology.

• Quiet periods on thinly traded pairs are not gaps; gaps only records periods where capture itself was interrupted.
• Delisted instruments stay in instruments with a delisted_at time, and their history stays in the archive.
• Nanosecond trade timestamps are stored without rounding in ts_exchange.

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_...")

# L3 order events
book = fdc.book(
    venue="kucoin",
    symbol="BTC-PERP",
    depth="L3",
    start="2029-06-04",
    end="2029-06-04T01:00:00",
)
df = book.to_polars()

# funding at every settlement, then live
funding = fdc.funding(venue="kucoin", symbol="BTC-PERP",
                      start="2029-06-04", live=True)

curl -H "Authorization: Bearer fdc_live_..." \
  "https://api.financedatacloud.com/v1/book/l3?venue=kucoin&symbol=BTC-PERP&start=2029-06-04T00:00:00Z&end=2029-06-04T00:05:00Z"

{"op":"subscribe","channel":"book_l3","venue":"kucoin","symbol":"BTC-PERP"}

aws s3 cp \
  s3://fdc-archive/book_l3/venue=kucoin/date=2029-06-04/BTC-PERP.parquet .