Free Historical Crypto Trade/Tick data from Binance

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  • Опубликовано: 17 май 2024
  • Historical Trade or Tick level-data can be expensive from an external data provider. Fortunately Binance provides a free data source. Using trade data and aggregating the candles yourself can often improve the quality of the dataset your're using as you're not mixing prices from different exchanges.
    TimescaleDB real-time streaming tutorial:
    • TimescaleDB for Algotr...
    00:00 - Intro
    02:05 - Binance Trade Data Download
    07:29 - Aggregating Trade data to OHLC with Pandas

Комментарии • 24

  • @danyalt8221
    @danyalt8221 Год назад

    What a great content! Thanks man🌹

  • @timvildanov
    @timvildanov Год назад

    Very cool video! Thanks a lot!

  • @yadelvazquez6201
    @yadelvazquez6201 Год назад

    Great video, thanks!

  • @baczkie
    @baczkie Год назад +1

    lov ya Bro. Thank you for studying

  • @hiphopdelhi4908
    @hiphopdelhi4908 9 месяцев назад

    hi please tell me which is live tick data in API of Binance? Aggregate Trade Streams, Individual Symbol Mini Ticker Stream or All Market Mini Tickers Stream, Individual Symbol Ticker Streams, Individual Symbol Book Ticker Streams which I should choose for tick data?

  • @OllieFeraher
    @OllieFeraher Год назад +1

    Chad, thanks a lot for your videos. A video on using python with live data for live candle charts would be very useful (though I imagine a lot of work).

    • @ChadThackray
      @ChadThackray  Год назад

      It's definitely on my list. I'll probably do some work with dash in the future and build an app like you suggested

  • @vladk9152
    @vladk9152 Год назад

    How could i resample it for a certain number of ticks instead of time

  • @ogrekogrek
    @ogrekogrek Год назад

    hello thanx. how to add the volume to the df?

  • @gugabuga250
    @gugabuga250 Год назад +1

    I like it

  • @takiemtam1
    @takiemtam1 Год назад

    Thanks for sharing, but do you know how to find the tick data that contains [Min Ask - Max Bid] at every tick

    • @ChadThackray
      @ChadThackray  Год назад

      Not for crypto no. For forex I just did a video on that

  • @user-cd6rs4mp4v
    @user-cd6rs4mp4v Год назад

    at first, thank you bro. and do you know how can we get earlier historical trade data from Binance?

    • @ChadThackray
      @ChadThackray  Год назад

      I'm not sure there's any other free sources for it. There are plenty of sites that will sell it to you though.

  • @mohamedelhalloufi8622
    @mohamedelhalloufi8622 Год назад

    Why not just download K-line data in desired aggregated formats? Is there an added-benefit to holding and maintaining such large datasets?

    • @ChadThackray
      @ChadThackray  Год назад

      Backtesting with tick data will give you a more accurate simulation as you know what's happening inside the candlestick

  • @dataml-trading4085
    @dataml-trading4085 Год назад

    Let's make this datasets as HDFS files :) hope they provide HDFS files

  • @itsmohdiii3689
    @itsmohdiii3689 Год назад

    You are fucking amazing bro !

  • @TradingBantai
    @TradingBantai Год назад

    Bro how can we add volume in the data frame

    • @ChadThackray
      @ChadThackray  Год назад +1

      You can add it in the agg. Just sum over either the qty or quoteqty

    • @TradingBantai
      @TradingBantai Год назад

      @@ChadThackray thank you sir

  • @itsmohdiii3689
    @itsmohdiii3689 Год назад

    okay so i tried doing this myself at 8:53 i got the error file not found after copy pasting file name idk why :D

    • @ChadThackray
      @ChadThackray  Год назад +1

      Try pasting the full file path and/or make sure the file is in the same folder as the notebook you're working on

    • @itsmohdiii3689
      @itsmohdiii3689 Год назад

      @@ChadThackray I did the second part on my second attempt I will try pasting the full file path now thanks for the comment