Crypto Archive
Historical data. Ready to go.
Focus on your alpha, let us take care of the historicals.
Historical data. Ready to go.
Focus on your alpha, let us take care of the historicals.
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Frequently Asked Questions click to expand/collapse
Q. What is the data format?
A. Both tick and OHLCV data files are gzipped pipe-delimited text files.
For the tick data the format is:
For the 1-minute OHLCV data the format is:
A general advice is to ignore all volumes other than the traded ones.
For the tick data the format is:
| # | Name | Sample | Meaning |
|---|---|---|---|
| 1 | Trade ID | 148786 | Unique trade ID for this particular pair |
| 2 | Price | 0.02234 | Price of base asset in quote currency |
| 3 | Volume | 12268.7 | Number of base assets traded |
| 4 | Timestamp | 1564979285094 | Unix timestamp, in milliseconds |
| 5 | Buy Side | 0 | 1 if it was BUY, otherwise - SELL |
| # | Name | Sample | Meaning |
|---|---|---|---|
| 1 | Open timestamp | 1564976880 | Unix timestamp of the bar |
| 2 | Open | 11522.85 | Price in quote asset (USDT here) |
| 3 | High | 11528.86 | |
| 4 | Low | 11514.00 | |
| 5 | Close | 11514.00 | |
| 6 | Volume | 26.260843 | Volume traded, in base asset (BTC) |
| 7 | Taker Buy Quote Asset Volume | 89577.598002 | |
| 8 | Taker Buy Base Asset Volume | 7.773834 | |
| 9 | Quote Asset Volume | 302565.699237 | Volume traded, in quote asset (USDT) |
| 10 | Number of trades | 304 | Trades occurred |
Q. What is the source of data?
A. The data is from Binance.
Q. How fresh is the data?
A. The data is updated daily.
Q. Once I'll have the access will I need to pay for the updates?
A. No, you can download the freshest version as soon as it appears.
Q. Is it possible to download the data myself?
A. Yes, you can use publicly available Binance API. You will need to code a API client to fetch the data.
Please keep in mind it will take quite some time to download the data.
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