Trade Print Data
Often times it can be hard to wrangle and manage Binance trade print data due to the sheer size of the data on any given day; the volumes are just huge! Some days have file sizes that reach up to 150mb (while zipped!) This can be hard to load into memory at once or analyze, and it is certainly too large to load into one Excel file. You may wonder, "Can anyone use this script to access the data?" ---> One of the best parts of this Python script is that we use a Binance data repository that allows all users, even those from now "restricted locations" (ie. USA).
What the Script Does
Basically we are going to allow the user to pass two basic parameters: the symbol and the date. We will then generate the corresponding data URL location in a string, and access programmatically. Once we download the data, we will split the data into equal sized Excel files in the same directory where the script was executed. (This process is called reading the data in "chunks"). Due to the chunking size, the largest each individual CSV file will be is ~25mb. Depending on how large the zipped file is, there could be just a few resulting excel files or up to 20-25! Each line is commented so you know exactly how to modify. Feel free to use to your purpose.
Bonus Idea
Just as an additional thought if you were looking to analyze data over a short time window, it may be useful to combine this script with an additional function that would load the Excel files into a SQLite database!
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THE PERFORMANCE OF TRADING SYSTEMS IS BASED ON THE USE OF COMPUTERIZED SYSTEM LOGIC. IT IS HYPOTHETICAL.
PLEASE NOTE THE FOLLOWING DISCLAIMER.
CFTC RULE 4.41: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL
PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN
EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS,
SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE
DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY
TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN. U.S. GOVERNMENT REQUIRED DISCLAIMER: COMMODITY FUTURES
TRADING COMMISSION. FUTURES AND OPTIONS TRADING HAS LARGE POTENTIAL REWARDS, BUT ALSO LARGE POTENTIAL RISK.
YOU MUST BE AWARE OF THE RISKS AND BE WILLING TO ACCEPT THEM IN ORDER TO INVEST IN THE FUTURES AND OPTIONS MARKETS.
DON’T TRADE WITH MONEY YOU CAN’T AFFORD TO LOSE. THIS IS NEITHER A SOLICITATION NOR AN OFFER TO BUY/SELL FUTURES
OR OPTIONS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES
SIMILAR TO THOSE DISCUSSED ON THIS WEBSITE. THE PAST PERFORMANCE OF ANY TRADING SYSTEM OR METHODOLOGY IS NOT
NECESSARILY INDICATIVE OF FUTURE RESULTS.