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[PLUS] How to Create Aggregated OHLCV Files Using Bitstamp Minute Data

by CryptoDataDownload


Overview
We already provide historical minute data for free by symbol for most of our exchanges like Binance, Bitstamp, Gemini etc ... However, the data is by default written as individual files. This tutorial Specifically, we will use BTCUSD, ETHUSD and LTCUSD for Bitstamp minute data. (Our Plus+ resources already have these files aggregated for you at EOD granularities). The data is downloaded from our own website (CryptoDataDownload) and then resulting aggregated file is written as a CSV. (see screenshot below). You can use this technique across multiple exchanges as well for as many symbols as you want.

The Code
The code is (as always) totally customizable, but specifically demonstrated for minute data granularity. We will download BTCUSD, ETHUSD, and LTCUSD 2022 minute data for Bitstamp exchange, and combine in such a way that the "Close" values are listed under the respective symbol header name. The data is aggregated by date. We have commented on every line of code (less than 40 lines of code!) so that you know exactly what is going on and you can modify it to fit your purpose.

Example Aggregated Bitstamp Minute File Result


This is a premium post. Create Plus+ Account to view the live, working codebase for this article.




Notice: Information contained herein is not and should not be construed as an offer, solicitation, or recommendation to buy or sell securities. The information has been obtained from sources we believe to be reliable; however no guarantee is made or implied with respect to its accuracy, timeliness, or completeness. Author does not own the any crypto currency discussed. The information and content are subject to change without notice. CryptoDataDownload and its affiliates do not provide investment, tax, legal or accounting advice.

This material has been prepared for informational purposes only and is the opinion of the author, and is not intended to provide, and should not be relied on for, investment, tax, legal, accounting advice. You should consult your own investment, tax, legal and accounting advisors before engaging in any transaction. All content published by CryptoDataDownload is not an endorsement whatsoever. CryptoDataDownload was not compensated to submit this article. Please also visit our Privacy policy; disclaimer; and terms and conditions page for further information.
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Step into the full potential of your cryptocurrency research and market analysis with CryptoDataDownload. Access free historical data in CSV format, unlock unusual option activity signals, explore Plus+ Python code examples (where every line of code is commented), and tap premium aggregated file resources and bespoke data sets. Trusted by academics worldwide, we offer comprehensive data to empower traders, researchers, and enthusiasts alike.

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