Add dataset card
Browse files
README.md
ADDED
|
@@ -0,0 +1,70 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
---
|
| 2 |
+
license: mit
|
| 3 |
+
task_categories:
|
| 4 |
+
- time-series-forecasting
|
| 5 |
+
language:
|
| 6 |
+
- en
|
| 7 |
+
tags:
|
| 8 |
+
- crypto
|
| 9 |
+
- finance
|
| 10 |
+
- 1s-klines
|
| 11 |
+
- binance
|
| 12 |
+
pretty_name: 1-Second Crypto OHLCV Data (Binance)
|
| 13 |
+
size_categories:
|
| 14 |
+
- 1B<n<10B
|
| 15 |
+
---
|
| 16 |
+
|
| 17 |
+
# 1-Second Crypto OHLCV Data (Binance)
|
| 18 |
+
|
| 19 |
+
Historical 1-second kline (candlestick) data for 6 major cryptocurrencies
|
| 20 |
+
downloaded from [Binance Vision](https://data.binance.vision/).
|
| 21 |
+
|
| 22 |
+
## Assets
|
| 23 |
+
|
| 24 |
+
| Symbol | Start | End |
|
| 25 |
+
|----------|------------|------------|
|
| 26 |
+
| BTCUSDT | 2019-01 | 2026-03 |
|
| 27 |
+
| ETHUSDT | 2019-01 | 2026-03 |
|
| 28 |
+
| BNBUSDT | 2019-01 | 2026-03 |
|
| 29 |
+
| XRPUSDT | 2019-01 | 2026-03 |
|
| 30 |
+
| DOGEUSDT | 2019-07 | 2026-03 |
|
| 31 |
+
| SOLUSDT | 2020-10 | 2026-03 |
|
| 32 |
+
|
| 33 |
+
## Schema
|
| 34 |
+
|
| 35 |
+
| Column | Type | Description |
|
| 36 |
+
|--------------|---------|----------------------------------|
|
| 37 |
+
| open_time_s | int64 | Unix timestamp in **seconds** |
|
| 38 |
+
| open | float64 | 1-second open price |
|
| 39 |
+
| high | float64 | 1-second high price |
|
| 40 |
+
| low | float64 | 1-second low price |
|
| 41 |
+
| close | float64 | 1-second close price |
|
| 42 |
+
| volume | float64 | Base asset volume |
|
| 43 |
+
|
| 44 |
+
## File Structure
|
| 45 |
+
|
| 46 |
+
```
|
| 47 |
+
data/{SYMBOL}/{SYMBOL}_{YEAR}.parquet
|
| 48 |
+
```
|
| 49 |
+
|
| 50 |
+
Each file is one calendar year for one asset, Snappy-compressed Parquet.
|
| 51 |
+
|
| 52 |
+
## Usage
|
| 53 |
+
|
| 54 |
+
```python
|
| 55 |
+
import pandas as pd
|
| 56 |
+
|
| 57 |
+
# Load one asset, one year
|
| 58 |
+
df = pd.read_parquet(
|
| 59 |
+
"hf://datasets/commanderzee/1s-crypto-data/data/BTCUSDT/BTCUSDT_2024.parquet"
|
| 60 |
+
)
|
| 61 |
+
|
| 62 |
+
# Load all years for one asset
|
| 63 |
+
from datasets import load_dataset
|
| 64 |
+
ds = load_dataset("commanderzee/1s-crypto-data", data_files="data/BTCUSDT/*.parquet")
|
| 65 |
+
```
|
| 66 |
+
|
| 67 |
+
## Source
|
| 68 |
+
|
| 69 |
+
All data sourced from [Binance Vision](https://data.binance.vision/) public archives.
|
| 70 |
+
Timestamps normalised to Unix seconds (integer division of raw ms/μs timestamps).
|