Update README: combined file structure + daily updater docs
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README.md
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# 1-Second Crypto OHLCV Data (Binance)
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Historical 1-second kline (
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downloaded from [Binance Vision](https://data.binance.vision/).
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## Assets
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| Symbol | Start |
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|----------|------------|------------|
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| BTCUSDT | 2019-01 |
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| ETHUSDT | 2019-01 |
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| BNBUSDT | 2019-01 |
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| XRPUSDT | 2019-01 |
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| DOGEUSDT | 2019-07 |
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| SOLUSDT | 2020-10 |
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## Schema
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| Column | Type | Description |
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|--------------|---------|----------------------------------|
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| open_time_s | int64 | Unix timestamp in **seconds** |
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| open | float64 | 1-second open price |
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| high | float64 | 1-second high price |
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| low | float64 | 1-second low price |
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| close | float64 | 1-second close price |
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| volume | float64 | Base asset volume |
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## File Structure
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```
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data/{SYMBOL}
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```
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## Usage
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```python
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import pandas as pd
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# Load one asset,
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df = pd.read_parquet(
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"hf://datasets/commanderzee/1s-crypto-data/data/
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)
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# Load all
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```
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## Source
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All data
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Timestamps normalised to Unix seconds (integer division
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# 1-Second Crypto OHLCV Data (Binance)
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Historical 1-second kline (OHLCV) data for 6 major cryptocurrencies
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downloaded from [Binance Vision](https://data.binance.vision/).
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Updated daily — never more than 24h behind.
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## Assets
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| Symbol | Start | Updated |
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|----------|------------|------------|
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| BTCUSDT | 2019-01 | daily |
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| ETHUSDT | 2019-01 | daily |
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| BNBUSDT | 2019-01 | daily |
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| XRPUSDT | 2019-01 | daily |
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| DOGEUSDT | 2019-07 | daily |
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| SOLUSDT | 2020-10 | daily |
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## File Structure
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```
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data/{SYMBOL}_1s.parquet ← full history, one file per asset
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scripts/daily_update.py ← run to append latest daily data
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```
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## Schema
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| Column | Type | Description |
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|--------------|---------|-------------------------------|
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| open_time_s | int64 | Unix timestamp in **seconds** |
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| open | float64 | 1-second open price |
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| high | float64 | 1-second high price |
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| low | float64 | 1-second low price |
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| close | float64 | 1-second close price |
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| volume | float64 | Base asset volume |
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## Usage
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```python
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import pandas as pd
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# Load one asset (full history, ~200M rows for BTC)
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df = pd.read_parquet(
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"hf://datasets/commanderzee/1s-crypto-data/data/BTCUSDT_1s.parquet"
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)
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# Load all assets
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SYMBOLS = ["BTCUSDT","ETHUSDT","BNBUSDT","XRPUSDT","DOGEUSDT","SOLUSDT"]
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frames = {
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sym: pd.read_parquet(
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f"hf://datasets/commanderzee/1s-crypto-data/data/{sym}_1s.parquet"
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)
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for sym in SYMBOLS
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}
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```
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## Daily Auto-Update
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The `scripts/daily_update.py` checks the latest timestamp in each asset's
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Parquet, downloads any missing days from Binance Vision's
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[daily 1s endpoint](https://data.binance.vision/?prefix=data/spot/daily/klines/),
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appends new rows, and re-uploads.
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```bash
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# Run manually (requires HF_TOKEN with write access):
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HF_TOKEN=<your_token> python scripts/daily_update.py
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# Dry-run (shows what would be fetched, no upload):
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HF_TOKEN=<your_token> python scripts/daily_update.py --dry-run
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# Update specific symbols only:
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HF_TOKEN=<your_token> python scripts/daily_update.py --symbols BTCUSDT ETHUSDT
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```
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Binance publishes daily files roughly 2–4h after UTC midnight.
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## Source
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All data from [Binance Vision](https://data.binance.vision/) public archives.
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Timestamps normalised to Unix seconds (integer division from raw ms/μs timestamps).
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Duplicate bars removed; rows sorted ascending by `open_time_s`.
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