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
What a great content! Thanks man🌹
Very cool video! Thanks a lot!
Great video, thanks!
lov ya Bro. Thank you for studying
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?
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).
It's definitely on my list. I'll probably do some work with dash in the future and build an app like you suggested
How could i resample it for a certain number of ticks instead of time
hello thanx. how to add the volume to the df?
I like it
Thanks for sharing, but do you know how to find the tick data that contains [Min Ask - Max Bid] at every tick
Not for crypto no. For forex I just did a video on that
at first, thank you bro. and do you know how can we get earlier historical trade data from Binance?
I'm not sure there's any other free sources for it. There are plenty of sites that will sell it to you though.
Why not just download K-line data in desired aggregated formats? Is there an added-benefit to holding and maintaining such large datasets?
Backtesting with tick data will give you a more accurate simulation as you know what's happening inside the candlestick
Let's make this datasets as HDFS files :) hope they provide HDFS files
You are fucking amazing bro !
Bro how can we add volume in the data frame
You can add it in the agg. Just sum over either the qty or quoteqty
@@ChadThackray thank you sir
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
Try pasting the full file path and/or make sure the file is in the same folder as the notebook you're working on
@@ChadThackray I did the second part on my second attempt I will try pasting the full file path now thanks for the comment