| --- |
| license: mit |
| task_categories: |
| - time-series-forecasting |
| tags: |
| - finance |
| - cryptocurrency |
| - stocks |
| - commodities |
| - ohlcv |
| - price-data |
| - bittensor |
| - synth-subnet |
| size_categories: |
| - 100K<n<1M |
| --- |
| |
| # Synth Price Data |
|
|
| Historical price data for the **Bittensor Synth subnet (subnet 50)**, formatted as realized price paths matching the exact validator scoring intervals. |
|
|
| **191,447 price path windows** across 12 assets and 2 horizons. |
|
|
| ## Dataset Files |
|
|
| | File | Horizon | Time Increment | Points/Window | Assets | Entries | |
| |------|---------|---------------|---------------|--------|---------| |
| | `synth_dataset_24h.jsonl` | 24h | 300s (5 min) | 289 | 12 | 121,633 | |
| | `synth_dataset_1h.jsonl` | 1h | 60s (1 min) | 61 | 5 | 69,814 | |
|
|
| ## Format |
|
|
| Each line is a JSON object: |
|
|
| ```json |
| { |
| "asset": "BTC", |
| "horizon": "24h", |
| "start_time": "2024-06-05T00:00:00Z", |
| "time_increment": 300, |
| "time_length": 86400, |
| "real_prices": [67869.22, 67798.38, ...], |
| "source": "historical_1m" |
| } |
| ``` |
|
|
| | Field | Type | Description | |
| |-------|------|-------------| |
| | `asset` | string | Subnet asset name (BTC, ETH, SOL, etc.) | |
| | `horizon` | string | "24h" or "1h" | |
| | `start_time` | string | ISO 8601 UTC start time | |
| | `time_increment` | int | Seconds between price points (300 for 24h, 60 for 1h) | |
| | `time_length` | int | Total window in seconds (86400 for 24h, 3600 for 1h) | |
| | `real_prices` | list[float] | Realized prices at each interval (289 or 61 points) | |
| | `source` | string | Data source identifier | |
|
|
| ## Asset Coverage |
|
|
| ### 24h Dataset (12 assets, 5-min intervals) |
|
|
| | Asset | Class | Source | Windows | Coverage | |
| |-------|-------|--------|---------|----------| |
| | BTC | Crypto | Binance | 17,496 | 2 years | |
| | ETH | Crypto | Binance | 17,496 | 2 years | |
| | SOL | Crypto | Binance | 17,496 | 2 years | |
| | XRP | Crypto | Binance | 17,496 | 2 years | |
| | HYPE | Crypto | Bybit | 7,878 | ~11 months | |
| | SPYX | Stock | Polygon.io | 7,369 | ~2 years | |
| | NVDAX | Stock | Polygon.io | 6,683 | ~2 years | |
| | TSLAX | Stock | Polygon.io | 6,819 | ~2 years | |
| | AAPLX | Stock | Polygon.io | 7,656 | ~2 years | |
| | GOOGLX | Stock | Polygon.io | 7,475 | ~2 years | |
| | XAU | Commodity | Polygon.io | 6,676 | ~2 years | |
| | WTIOIL | Commodity | yfinance | 1,093 | ~71 days | |
|
|
| ### 1h Dataset (5 assets, 1-min intervals) |
|
|
| | Asset | Class | Source | Windows | Coverage | |
| |-------|-------|--------|---------|----------| |
| | BTC | Crypto | Binance | 17,536 | 2 years | |
| | ETH | Crypto | Binance | 17,536 | 2 years | |
| | SOL | Crypto | Binance | 17,536 | 2 years | |
| | XAU | Commodity | Polygon.io | 11,723 | ~2 years | |
| | HYPE | Crypto | Bybit | 5,483 | ~8 months | |
|
|
| ## Data Sources |
|
|
| - **Binance API**: BTC, ETH, SOL, XRP — 1-minute and 5-minute klines (2 years) |
| - **Bybit API**: HYPE — 1-minute and 5-minute klines (~11 months, all available) |
| - **Polygon.io**: SPYX, NVDAX, TSLAX, AAPLX, GOOGLX, XAU — 1-minute and 5-minute aggregates (~2 years) |
| - **yfinance**: WTIOIL — 5-minute data (~71 days, limited by source) |
|
|
| ## Usage |
|
|
| ```python |
| import json |
| |
| # Load 24h dataset |
| with open("synth_dataset_24h.jsonl") as f: |
| for line in f: |
| entry = json.loads(line) |
| # entry["real_prices"] has 289 price points at 5-min intervals |
| # Use with tune_walk_forward.py, purged_walkforward_backtest.py, etc. |
| break |
| ``` |
|
|
| ## Notes |
|
|
| - Stock tickers map to subnet names: SPY→SPYX, NVDA→NVDAX, TSLA→TSLAX, AAPL→AAPLX, GOOGL→GOOGLX |
| - Commodity tickers: GC=F→XAU (Gold), CL=F→WTIOIL (Crude Oil) |
| - All timestamps in UTC |
| - Prices are from exchange APIs (Binance/Bybit/Polygon/yfinance), not Pyth Network |
| - WTIOIL 5m data limited to ~71 days — WTIOIL only receives 24h prompts on the subnet |
| - HYPE data starts from coin launch (~July 2025) — all available history included |
|
|
