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