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)
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