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I am primarily looking for price and market cap histories for cryptocurrencies like Bitcoin, Ethereum, zcash, ...
What are some good data sources and APIs where I can download history as well as get updates of current prices?
A nice to have would be Level 1 and Level 2 data of the order books of different exchanges but that's secondary.
As mentioned in other answers, Coinmarketcap and Bitcoincharts are two options. The data they provide is also available from Quandl too.
The only issue is, that data has daily frequency and is only the usual OHLC type, at best. If you want tick data you have no other option than to get it from exchanges themselves. There you can also get the orderbook data too. Just use a websocket for getting all the data. Some examples:
Bitfinex: http://docs.bitfinex.com/
Bitstamp: https://www.bitstamp.net/api/
GDAX: https://docs.gdax.com/
I have found that Bitcoincharts has trade level data from a number of exchanges going back quite far.
It can be downloaded at:
You could web scrape historical snapshots from Coinmarketcap (https://coinmarketcap.com/historical/) that have market cap, price and outstanding supply going back to 2013. They also have an API (https://coinmarketcap.com/api/) but at first glance it appears to only be for real time data.
Cryptowatch (acquired by Kraken) is generally sexy (https://cryptowat.ch/) and are working on a streaming API (https://cryptowat.ch/docs/api)
For more granular (tick by tick trades, full order book L2 data) try https://tardis.dev - it's an API I've build out of need of such service for my own algo backtesting.
Just came across this https://coinmetrics.io/data-downloads/ and https://coinmarketcap.com/currencies/zcash/ c I think have what you are looking for.
If you are looking into buying these data sets you should probably try https://bravenewcoin.com , https://www.coinapi.io/ and https://www.quandl.com . They are currently the ones you could try other than what has been mentioned above. It's a little hard to get such datasets for free, especially if they are clean. Most of the time you'll have to part with something in order to acquire the data.
I built a low-cost detailed data (L2 order book, tick trades) provider on https://crypto-lake.com/. It has Python/Pandas or S3 API and high-performance access eg. for ML.
Another good new binance-only resource is https://data.binance.vision/, which contains trade data for all binance markets, most for the last rolling year.
