KrakenDelistedDataBuild

Internal tool for extracting historical OHLC price data for asset pairs that have been delisted from the Kraken exchange.

Purpose

Kraken publishes full OHLC history downloads for all trading pairs. When a pair is delisted, it disappears from the exchange but its historical data remains in those downloads. This tool processes the downloaded CSV files, identifies which pairs are no longer active, and collects their historical rows into a single output file for use in downstream analysis or backtesting.

How It Works

1. Point the tool at a directory containing Kraken OHLC files ending in 1440.csv (the 1440-minute / daily interval files). Subdirectories are scanned automatically.
2. Set the cutoff date — any pair whose last entry is before this date is considered delisted. The Find Latest button will scan all files and set the date to the most recent entry found across the whole dataset.
3. Click Process Files. The tool reads every file and classifies each pair as active or delisted, logging the first and last date on record for each.
4. For every delisted pair, all rows from 6 April 2022 onwards are written to a timestamped output CSV in the selected directory.

Input Format

Files must follow the Kraken OHLC download naming convention:

PAIRSYMBOL_1440.csv

Each file contains daily candles with no header row:

timestamp,open,high,low,close,vwap,volume,count

Timestamps are Unix seconds (UTC).

Output Format

A single CSV file named kraken_delisted_YYYYMMDD_HHmmss.csv is written to the selected directory:

pair,timestamp,open,high,low,close,vwap,volume,count
LUNAUSD,1649203200,0.9421,...
LUNAUSD,1649289600,0.7813,...
...

Rows are sorted by pair name then by timestamp.

Requirements

• Windows
• .NET 10 Desktop Runtime or SDK

Settings

The selected directory and cutoff date are saved automatically between sessions to:

%LOCALAPPDATA%\KrakenDelistedDataBuild\settings.json

On startup, if GBPUSD files are present in the saved directory the cutoff date is automatically derived from the latest entry in those files, as GBPUSD is a reliably active pair and its most recent candle reflects the freshest data available in the download.