How to Create Aggregated OHLCV Files Using Bitstamp Minute Data
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Historical OHLC Price Data includes Volume
We track and produce files for Daily, Hourly, and Minute(!) time series pricing data for the spot/physical market. Each file is easily downloadable in CSV format and can be consumed automatically by Python scripts or other automated processes. In each file, you will find the below/following fields. This OHLC (Open/High/Low/Close) pricing data is updated each day and is taken directly from the exchange(s). Please reach out if you find discrepancies or errors in the data that need to be addressedData Map for Available CEX Daily and Hourly Symbols
Symbol | Timeframe | First Date Available | Last Date Available | File Link |
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Symbol | Timeframe | First Date Available | Last Date Available | File Link |
Historical Trade Prints
Every transaction has a price and size/value. These are the prices at which actual trades took place between a buyer and a seller.
Historical Order Books
Orderbooks are captured by taking a snapshot of the market limit orders for both buyers (bid) and sellers (ask) in 5 minute intervals.How to Create Aggregated OHLCV Files Using Bitstamp Minute Data
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