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Plus+ Files




Custom file aggregations and enhanced OHLCV historical files are pre-calculated and included in the below data files and packages.
New customizations available on request

Available to Plus+ members

OHLCV Tick File(s)

"Ticks" or "trade prints" is a type of high frequency data that refer to the individual transactions that occur when participants buy or sell an asset. Ticks are the most granular level of data in markets and can be used to construct more aggregated forms. We transform individual trade(s) into OHLCV data by aggregating by trade counts, or "tick size". We offer 3 standard sizes of Tick OHLCV sizing: 4500, 1500, 610. There were "610" individual trades that make up one OHLCV Tick candlestick. Binance transactional data is used. Custom aggregation sizes are available on request.

  • Ticks_SAMPLE.csv
  • BTCUSDT -    <4500 Ticks>     <1500 Ticks>   <610 Ticks>
  • ETHUSDT -    <4500 Ticks>     <1500 Ticks>   <610 Ticks>


  • Enhanced Volatility File(s)

    The Deribit Volatility Index, often referred to as DVOL, is an index that measures the expected volatility of the Bitcoin price. It's similar in concept to the VIX index for the S&P 500. The DVOL index is expressed in annualized volatility terms. Below files include the OHLC of the DVOL index but also enhanced with the implied 1day and 3day moves. The 1D Implied move represents the % move that the volatility index is pricing via the DVOL index for the respective currency.

  • Volatility_SAMPLE.csv
  • BTC - Bitcoin_implied_volatility_moves.csv
  • ETH - Ethereum_implied_volatility_moves.csv


  • Enhanced Volume Statistics

    These meta-statistical files are generated using raw transactional (tick) trade prints (above) and summarize each days' trading activity through the lens of volume. Huge amounts of tick data can be summarized (Just the transaction data for ETHUSDT alone from March 2021 to May 2023 is 892mm+ records!) The meta-volume data allows insight into large transactions, the standard deviation in size of volume (types of market participants), and buy volume vs sell volume.

  • Volume_statistics_SAMPLE.csv
  • BTC - Bitcoin_volume_statistics.csv
  • ETH - Ethereum_volume_statistics.csv

  • Fields:
    • Date - This timestamp is in UTC datetime
    • Symbol - The symbol for which the timeseries data refers
    • Average USD Size - This is the average dollar size of every transaction that occurs on this day.
    • Number Buys - This is the count of number of buy orders that occurred
    • Number Sells - This is the count of number of sell orders that occurred
    • VWAP - Volume Weight Average Price (VWAP) is the average price calculated by volume traded for the day
    • Sell Total Volume - This is the total sell volume in USD
    • Buy Total Volume - This is the total sell volume in USD
    • Largest Transactional Buy - This is the largest buy order in base ccy (ie. BTC)
    • Largest Transactional Sell - This is the largest sell order in base ccy (ie. BTC)
    • Largest Transactional Buy USD- This is the largest buy order in USD
    • Largest Transactional Sell USD - This is the largest buy order in USD
    • Dollar Transactional USD Stdev - This represents the volatility of transaction size(s) in USD amounts


    OHLCV + Technical Analysis Indicators

    Common technical analysis indicators are automatically calculated and added as columns into this file (see sample). The moving averages typically have multiple time periods used, while all of the other indicators use standard default values (shown below). We include over 70+ indicators in this file! OHLCV data from Binance, any pair available.
  • OHLC_TA_SAMPLE.csv
  • BTC - Bitcoin_technical_analysis.csv
  • ETH - Ethereum_technical_analysis.csv
  • LTC - Litecoin_technical_analysis.csv
  • XRP - Ripple_technical_analysis.csv
  • SOL - Solana_technical_analysis.csv
  • BNB - BinanceCoin_technical_analysis.csv

  • Includes:
      Momentum Indicators
    • ADX - Average Directional Movement Index, timeperiod=14
    • ADXR - Average Directional Movement Index Rating, timeperiod=14
    • APO - Absolute Price Oscillator, fastperiod=12, slowperiod=26, matype=0
    • AROON_osc - Aroon Oscillator, timeperiod=14
    • BOP - Balance Of Power
    • CCI - Commodity Channel Index, timeperiod=14
    • CMO - Chande Momentum Oscillator, timeperiod=14
    • DX - Directional Movement Index, timeperiod=14
    • MACD - Moving Average Convergence Divergence, fastperiod=12, slowperiod=26, signalperiod=9
    • MACDEXT - MACD with controllable MA type, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0
    • MACDFIX - Moving Average Convergence Divergence Fix 12/26, signalperiod=9
    • MFI - Money Flow Index, timeperiod=14
    • MINUS_DI - Minus Directional Indicator, timeperiod=14
    • MINUS_DM - Minus Directional Movement, timeperiod=14
    • MOM - Momentum, timeperiod=10
    • PLUS_DI - Plus Directional Indicator, timeperiod=14
    • PLUS_DM - Plus Directional Movement, timeperiod=14
    • PPO - Percentage Price Oscillator, fastperiod=12, slowperiod=26, matype=0
    • ROC - Rate of change : ((price/prevPrice)-1)*100, timeperiod=10
    • ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice, timeperiod=10
    • ROCR - Rate of change ratio: (price/prevPrice), timeperiod=10
    • ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100, timeperiod=10
    • RSI - Relative Strength Index, timeperiod=14
    • SLOWK and SLOWD - Stochastic, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0
    • FASTK and FASTD - Stochastic Fast, fastk_period=5, fastd_period=3, fastd_matype=0
    • FASTK_rsi and FASTD_rsi - Stochastic Relative Strength Index, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0
    • TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA, timeperiod=30
    • ULTOSC - Ultimate Oscillator, timeperiod1=7, timeperiod2=14, timeperiod3=28
    • WILLR - Williams' %R, timeperiod=14

    • Overlap Indicators
    • BBANDS - Bollinger Bands, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0
    • DEMA - Double Exponential Moving Average, timeperiod=30
    • EMA - Exponential Moving Average, several timeperiods used. ex. EMA_21, EMA_100
    • HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline
    • KAMA - Kaufman Adaptive Moving Average, timeperiod=30
    • MA - Moving average, several timeperiods used. ex. MA_21, MA_100
    • MAMA and FAMA - MESA Adaptive Moving Average, fastlimit=0.5, slowlimit=0.05
    • MAVP - Moving average with variable period, periods, minperiod=2, maxperiod=30, matype=0
    • MIDPOINT - MidPoint over period, timeperiod=14
    • MIDPRICE - Midpoint Price over period, timeperiod=14
    • SAR - Parabolic SAR, acceleration=0, maximum=0
    • SAREXT - Parabolic SAR - Extended
    • SMA - Simple Moving Average, several timeperiods used. ex. SMA_21, SMA_100
    • T3 - Triple Exponential Moving Average (T3), timeperiod=5, vfactor=0
    • TEMA - Triple Exponential Moving Average, timeperiod=30
    • TRIMA - Triangular Moving Average, timeperiod=30
    • WMA - Weighted Moving Average, timeperiod=30

    • Volatility Indicators
    • ATR - Average True Range, timeperiod=14
    • NATR - Normalized Average True Range, timeperiod=14
    • TRANGE - True Range

    • Volume Indicators
    • AD - Chaikin A/D Line


    OHLCV + Candlestick Pattern Indicators

    Classic candlestick patterns are pre-identified in the OHLCV data set and (see sample). The resulting file will show "100" for a bullish candlestick pattern identified and "-100" when a bearish candlestick pattern is identified. We include over 70+ candlestick patterns in this file! OHLCV data from Binance, any pair available.
  • OHLC_CANDLESTICK_SAMPLE.csv
  • BTC - Bitcoin_technical_candlesticks.csv
  • ETH - Ethereum_technical_candlesticks.csv
  • LTC - Litecoin_technical_candlesticks.csv
  • XRP - Ripple_technical_candlesticks.csv
  • SOL - Solana_technical_candlesticks.csv
  • BNB - BinanceCoin_technical_candlesticks.csv

  • Includes these candlestick patterns:
    • CDL2CROWS - Two Crows
    • CDL3BLACKCROWS - Three Black Crows
    • CDL3INSIDE - Three Inside Up/Down
    • CDL3LINESTRIKE - Three-Line Strike
    • CDL3OUTSIDE - Three Outside Up/Down
    • CDL3STARSINSOUTH - Three Stars In The South
    • CDL3WHITESOLDIERS - Three Advancing White Soldiers
    • CDLABANDONEDBABY - Abandoned Baby
    • CDLADVANCEBLOCK - Advance Block
    • CDLBELTHOLD - Belt-hold
    • CDLBREAKAWAY - Breakaway
    • CDLCLOSINGMARUBOZU - Closing Marubozu
    • CDLCONCEALBABYSWALL - Concealing Baby Swallow
    • CDLCOUNTERATTACK - Counterattack
    • CDLDARKCLOUDCOVER - Dark Cloud Cover
    • CDLDOJI - Doji
    • CDLDOJISTAR - Doji Star
    • CDLDRAGONFLYDOJI - Dragonfly Doji
    • CDLENGULFING - Engulfing Pattern
    • CDLEVENINGDOJISTAR - Evening Doji Star
    • CDLEVENINGSTAR - Evening Star
    • CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines
    • CDLGRAVESTONEDOJI - Gravestone Doji
    • CDLHAMMER - Hammer
    • CDLHANGINGMAN - Hanging Man
    • CDLHARAMI - Harami Pattern
    • CDLHARAMICROSS - Harami Cross Pattern
    • CDLHIGHWAVE - High-Wave Candle
    • CDLHIKKAKE - Hikkake Pattern
    • CDLHIKKAKEMOD - Modified Hikkake Pattern
    • CDLHOMINGPIGEON - Homing Pigeon
    • CDLIDENTICAL3CROWS - Identical Three Crows
    • CDLINNECK - In-Neck Pattern
    • CDLINVERTEDHAMMER - Inverted Hammer
    • CDLKICKING - Kicking
    • CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu
    • CDLLADDERBOTTOM - Ladder Bottom
    • CDLLONGLEGGEDDOJI - Long Legged Doji
    • CDLLONGLINE - Long Line Candle
    • CDLMARUBOZU - Marubozu
    • CDLMATCHINGLOW - Matching Low
    • CDLMATHOLD - Mat Hold
    • CDLMORNINGDOJISTAR - Morning Doji Star
    • CDLMORNINGSTAR - Morning Star
    • CDLONNECK - On-Neck Pattern
    • CDLPIERCING - Piercing Pattern
    • CDLRICKSHAWMAN - Rickshaw Man
    • CDLRISEFALL3METHODS - Rising/Falling Three Methods
    • CDLSEPARATINGLINES - Separating Lines
    • CDLSHOOTINGSTAR - Shooting Star
    • CDLSHORTLINE - Short Line Candle
    • CDLSPINNINGTOP - Spinning Top
    • CDLSTALLEDPATTERN - Stalled Pattern
    • CDLSTICKSANDWICH - Stick Sandwich
    • CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow)
    • CDLTASUKIGAP - Tasuki Gap
    • CDLTHRUSTING - Thrusting Pattern
    • CDLTRISTAR - Tristar Pattern
    • CDLUNIQUE3RIVER - Unique 3 River
    • CDLUPSIDEGAP2CROWS - Upside Gap Two Crows
    • CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods


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