Context

Data collected from Binance Futures API at 10s intervals 24 hours a day 7 days a week.

Content

A text file containing the mark price in each row. The earliest time point is around Jan 11th 2020. latest: The last time point is 2021-01-07 1:52 a.m UTC (unix time: 1609984372).

Extensive and dependable pricing information spanning the entire range of financial markets. Encompassing worldwide coverage from stock exchanges, trading platforms, indicative contributed prices, assessed valuations, expert third-party sources, and our enhanced data offerings. User-friendly request-response, bulk access, and tailored desktop interfaces to meet nearly any organizational or application data need. Worldwide, real-time, delayed streaming, intraday updates, and meticulously curated end-of-day pricing information.

Introduction

This is a collection of all 1 minute candlesticks of all cryptocurrency pairs on Binance.com. All 80 of them are included. Both retrieval and uploading the data is fully automated—see this GitHub repo.

Content

For every trading pair, the following fields from Binance's official API endpoint for historical candlestick data are saved into a Parquet file:

 #  Column            Dtype     
--- ------            -----     
 0  open_time           datetime64[ns]
 1  open             float32    
 2  high             float32    
 3  low              float32    
 4  close             float32    
 5  volume            float32    
 6  quote_asset_volume      float32    
 7  number_of_trades       uint16    
 8  taker_buy_base_asset_volume  float32    
 9  taker_buy_quote_asset_volume float32    
dtypes: datetime64[ns](1), float32(8), uint16(1)

The dataframe is indexed by open_time and sorted from oldest to newest. The first row starts at the first timestamp available on the exchange, which is July 2017 for the longest running pairs.

Here are two simple plots based on a single file; one of the opening price with an added indicator (MA50) and one of the volume and number of trades:

https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F2234678%2Fb8664e6f26dc84e9a40d5a3d915c9640%2Fdownload.png?generation=1582053879538546&alt=media" alt=""> https://www.googleapis.com/download/storage/v1/b/kaggle-user-content/o/inbox%2F2234678%2Fcd04ed586b08c1576a7b67d163ad9889%2Fdownload-1.png?generation=1582053899082078&alt=media" alt="">

Inspiration

One obvious use-case for this data could be technical analysis by adding indicators such as moving averages, MACD, RSI, etc. Other approaches could include backtesting trading algorithms or computing arbitrage potential with other exchanges.

License

This data is being collected automatically from crypto exchange Binance.

Cryptocurrency trading analysis and algorithmic strategy development rely on high-quality, high-frequency historical data. This dataset provides clean, structured OHLCV data for one of the most liquid and popular trading pairs, ETH/USDT, sourced directly from the Bybit exchange. It is ideal for quantitative analysts, data scientists, and trading enthusiasts looking to backtest strategies, perform market analysis, or build predictive models across different time horizons.

Content

The dataset consists of three separate CSV files, each corresponding to a different time frame:

BYBIT_ETHUSDT_15m.csv: Historical data in 15-minute intervals. BYBIT_ETHUSDT_1h.csv: Historical data in 1-hour intervals. BYBIT_ETHUSDT_4h.csv: Historical data in 4-hour intervals.

Each file contains the same six columns:

• Datetime: The UTC timestamp for the start of the candle/bar.
• Open: The opening price of ETH at the start of the interval.
• High: The highest price reached during the interval.
• Low: The lowest price reached during the interval.
• Close: The closing price at the end of the interval.
• Volume: The trading volume in the base asset (ETH) during the interval.

Methodology & Update Schedule

• Source: The data was collected using the public API of the Bybit cryptocurrency exchange via a Python script utilizing the ccxt library.
• Data Range: The dataset currently covers the period from July 5, 2021, to June 28, 2025.
• Update Frequency: This dataset is maintained locally and will be updated on a weekly basis to include the most recent trading data, ensuring its relevance for ongoing analysis.

Acknowledgements

This dataset is made possible by the publicly available data from the Bybit exchange. Please consider this when using the data for your projects.

Inspiration (Potential Use Cases)

• Backtesting Trading Strategies: Test the performance of strategies like moving average crossovers, RSI-based signals, or MACD indicators.
• Time Series Forecasting: Build models (e.g., ARIMA, LSTM, Prophet) to predict future price movements.
• Volatility Analysis: Analyze market volatility by calculating rolling standard deviations or other risk metrics.
• Feature Engineering: Create new technical indicators and features for machine learning models.
• Market Visualization: Plot candlestick charts and overlay them with various technical analysis tools.

Please provide the Taiwan Stock Exchange (TAIEX) put/call ratio (Taiwan Futures Exchange).