At Kraken, please download two types of files - ledger and trades.
1. Logon to Kraken, and click "History"
2. Choose "Export"
3. Download "ledger"
Choose file type as "ledgers", and specify all of your trade period and click "Select All".
If you hit "Submit", a file will be generated after a while. Download it.
4. Download "trades"
Repeat the procedure above by changing file type to be "trades".