How to Create Aggregated OHLCV Files Using Bitstamp Minute Data
Loading...
Historical OHLC Price Data includes Volume and Trade counts
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 addressed
BTC/USDT [Daily] Please register FREE acct to access Hourly and Minute data
BTC/USD [Daily]
ETH/USDT [Daily]
ETH/USD [Daily]
LTC/USDT [Daily]
LTC/USD [Daily]
BNB/USDT [Daily]
BNB/USD [Daily]
XRP/USDT [Daily]
XRP/USD [Daily]
LINK/USDT [Daily]
LINK/USD [Daily]
BCH/USDT [Daily]
BCH/USD [Daily]
TRX/USDT [Daily]
TRX/USD [Daily]
Futures OHLC Data includes Volume and Tradecounts
In the below, you will find Daily, Hourly, and Minute(!) historical time series data for the derivatives/futures market Perpetual contracts. Each file contains the same field(s) and format as the spot market above. This data can be compared to the spot market prices in order to compare the basis spread (The difference between the spot and futures markets). Please reach out if you find discrepancies or errors in the data that need to be addressed and we will do our best to resolve.
BTC/USDT [Daily] Please register FREE acct to access Hourly and Minute data
ETH/USDT [Daily]
XRP/USDT [Daily]
LINK/USDT [Daily]
LTC/USDT [Daily]
ADA/USDT [Daily]
EOS/USDT [Daily]
BCH/USDT [Daily]
UNI/USDT [Daily]
SUSHI/USDT [Daily]
DOT/USDT [Daily]
BNB/USDT [Daily]
XTZ/USDT [Daily]
TRX/USDT [Daily]
Historical Trade Prints
Every transaction, regardless of size, takes place between a buyer and a seller and is recorded with the timestamp at which it occurred. These are actual historical trades; and these "trade prints" are made available below.
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
How to Find Bitcoin's Expected Price Move Implied by the Options Market
Graphing the 25 Delta Risk Reversal Volatility Skew with Hourly Binance Options
Calculating & Interpreting the Implied Volatility Term Structure Spread
Developing a Long Short Term Memory (LSTM) AI Model for Bitcoin Price Prediction
Five Ways Cryptocurrency Derivatives Open Interest (OI) Can Change
Understanding OHLCV Tick Data Basics & Value as a Data Structure
Transform Binance Trade Prints into Tick OHLCV Data With Custom Tick Size in Python
Basic Scoring Methods of Machine Learning Classification Models
Training a SVM Model to Predict Next Day Positive or Negative Returns
3 Common Ways Market Manipulation Occurs in Cryptocurrency Markets
Maximal Extractable Value (MEV) Bots Profit Strategies Explained
Visualizing Bitcoin Implied Volatility Smile Using Live Data Feed
Understanding the difference between Option Volatility Smile & Skew
Bitcoin Spot vs BTC Quarterly Futures Basis Spread Analysis in Python
Comparing Historical Parkinson Volatility to Option Implied Volatility
Bitcoin Orderbook Volume & Statistical Properties for Best Bid/Ask