Data on prices and volumes

For the purpose of simulating the profitability of trading pairs, the actual data on trades with volumes is collected in real time. The data is collected without collapsing by period.

The collected data is stored in a SQLite database in a table with the following structure:

  • LocalDateTime - Date and time of record creation in the database
  • ExchangeDateTime - Date and time of the trade on the exchange server
  • Symbol - trade pair of the trade
  • Price - price of the trade
  • Quantity - trade volume in base asset (for example, base asset for BTCUSDT symbol is BTC)
To open the database and further processing, we recommend using the developer tool  SQLiteStudio

If you need to perform simulation or analysis on your own algorithms you can buy the necessary primary data (without collapsing into candlesticks) in our online store here 

Databases can contain the following types of trading pairs:

  • all symbols at the moment of information gathering
  • only symbols containing "USDT", "BUSD", "TUSD", "USDC", "EUR", "GBP" in their names
  • all except for the symbols containing "USDT", "BUSD", "TUSD", "USDC", "EUR", "GBP" in their names

This is due to technical features of the collection, which are periodically changed by the exchange. For more details on the composition of the data, see the description to the specific data file.

An example database file (~100Mb) can be downloaded here