johnsmith414718/crypto-market-datasets

Crypto Market Data Lake

Created and maintained by Eimantas Kulbe

⭐ If you use this dataset in research, a product, or any publication, please cite the author (see Citation below). It took significant infrastructure and months of collection effort — a citation is the simplest way to give credit.

A continuously growing data lake of crypto market microstructure data sourced from Binance and alternative data providers. Currently covers BTCUSDT from August 2017 → April 2026 — nearly a full decade of tick-level data. Additional symbols (ETHUSDT, SOLUSDT, BNBUSDT …) will be added in future releases.

Version v202618 — BTCUSDT full history, April 2026 snapshot.

All files are compressed Parquet (Snappy), sized 50–300 MB each for efficient streaming and DuckDB / pandas compatibility. All timestamps are int64 milliseconds UTC.

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Datasets included

Dataset	Market	Coverage	Granularity	Rows (approx)
Aggregate trades	Spot	Aug 2017 – Apr 2026	Every trade	~16 billion
Aggregate trades	Futures UM	Jan 2020 – Apr 2026	Every trade	~9 billion
Klines (OHLCV 1m)	Spot	Sep 2017 – Apr 2026	1-minute bars	~4.5 M
Klines (OHLCV 1m)	Futures UM	Sep 2019 – Apr 2026	1-minute bars	~3.5 M
Funding rates	Futures UM	Sep 2019 – Apr 2026	Every 8 h	~7,200
Open interest	Futures UM	Apr 2026	Hourly	~720
Premium index	Futures UM	Apr 2026 onwards	1-minute	growing
Fear & Greed index	—	Apr 2026 onwards	Daily	growing
Deribit BTC DVOL + options	—	Apr 2026 onwards	15-minute	growing
Macro (DXY, SPX, Gold, US10Y)	—	Apr 2026 onwards	Daily	growing

Note: Futures aggregate trades for Sep–Dec 2019 are unavailable from all Binance public sources (vault returns 404); those months are omitted.

File layout

raw/
  agg_trades/
    market={spot,futures}/symbol=BTCUSDT/year=YYYY/month=MM/
      {start_ms}_{end_ms}.parquet          ← 50–300 MB each
  klines/
    market={spot,futures}/symbol=BTCUSDT/interval=1m/year=YYYY/month=MM/
      {start_ms}_{end_ms}.parquet
  funding_rates/symbol=BTCUSDT/year=YYYY/month=MM/
  open_interest/symbol=BTCUSDT/year=YYYY/month=MM/
  premium_index/symbol=BTCUSDT/year=YYYY/month=MM/
  alternative_me/fear_greed/year=YYYY/
  deribit/year=YYYY/month=MM/
  macro/{dxy,spx,gold,us10y}/year=YYYY/

Schemas

agg_trades

Column	Type	Description
agg_id	int64	Binance aggregate trade ID
price	float64	Trade price (USDT)
quantity	float64	Trade quantity (BTC)
first_trade_id	int64	First raw trade in the aggregate
last_trade_id	int64	Last raw trade in the aggregate
timestamp	int64	Execution time (ms UTC)
is_buyer_maker	bool	True = seller is aggressor
symbol	string	BTCUSDT
market	string	spot

klines

Column	Type	Description
open_time	int64	Bar open (ms UTC)
open / high / low / close	float64	OHLC prices (USDT)
volume	float64	Base volume (BTC)
close_time	int64	Bar close (ms UTC)
quote_volume	float64	Quote volume (USDT)
trades	int32	Trade count in bar
taker_buy_base	float64	Taker buy base volume
taker_buy_quote	float64	Taker buy quote volume
symbol	string	BTCUSDT
interval	string	1m
market	string	spot

funding_rates

Column	Type	Description
timestamp	int64	Funding time (ms UTC)
funding_rate	float64	Rate applied
funding_time	int64	Funding settlement time (ms UTC)
symbol	string	BTCUSDT

Quick-start (DuckDB)

import duckdb

# Spot aggregate trades for 2021 — full year, fast scan
df = duckdb.sql("""
    SELECT date_trunc('hour', to_timestamp(timestamp/1000)) AS hour,
           sum(quantity * price) AS usd_volume,
           count(*)              AS trade_count
    FROM read_parquet(
        'raw/agg_trades/market=spot/symbol=BTCUSDT/year=2021/**/*.parquet',
        hive_partitioning=true
    )
    GROUP BY 1 ORDER BY 1
""").df()

# All-history 1-minute klines (spot)
klines = duckdb.read_parquet(
    'raw/klines/market=spot/symbol=BTCUSDT/interval=1m/**/*.parquet',
    hive_partitioning=True
)

Data sources

Source	Used for	URL
Binance REST API (/api/v3/aggTrades, /fapi/v1/aggTrades)	Aggregate trades 2022–2026	docs.binance.com
Binance Data Vault (monthly ZIP archives)	Aggregate trades 2017–2021	data.binance.vision
Binance REST API (/api/v3/klines, /fapi/v1/klines)	OHLCV klines all history	docs.binance.com
Binance REST API (/fapi/v1/fundingRate)	Funding rates	docs.binance.com
Binance REST API (/futures/data/openInterestHist)	Open interest (30-day window)	docs.binance.com
Binance WebSocket (spot + futures public streams)	Live klines + trades	docs.binance.com
Deribit REST API (public)	BTC DVOL + options market	docs.deribit.com
alternative.me Fear & Greed API	Fear & Greed index	alternative.me/crypto/fear-and-greed-index
Yahoo Finance (yfinance)	DXY, SPX, Gold, US10Y macro	finance.yahoo.com

Collection methodology

Built and maintained by Eimantas Kulbe using a custom Python pipeline running on four VPS nodes with rotating HTTP proxy pools to handle Binance rate limits without API keys.

• Pre-2022 aggregate trades: downloaded from the Binance Data Vault monthly ZIP archives; parsed with DuckDB for out-of-core efficiency
• 2022–2026 aggregate trades: collected via Binance REST API using 1-hour time-range windows, distributed across workers with modulo assignment
• Klines / Funding rates / OI: Binance REST API, full history
• Real-time data: Binance WebSocket public streams (no API key required)
• Alt data: Deribit REST, alternative.me, Yahoo Finance — polled every 15 minutes to 1 hour

Infrastructure: all writes are idempotent with a PostgreSQL chunk-log tracking every hourly window (done | skipped | failed). Schema version 1 is embedded in every Parquet file's metadata for forward-compatibility.

Known gaps

Gap	Reason
Futures agg_trades Sep–Dec 2019	Binance Data Vault returns 404; no public source exists
Isolated zero-trade hours (early 2017)	Genuine gaps in exchange history

License

This dataset is released under the Creative Commons Attribution 4.0 International (CC BY 4.0) license.

You are free to share, adapt, and use this data for any purpose including commercial, as long as you give appropriate credit to the author.

⚠️ Attribution is required. If you use this dataset, you must cite Eimantas Kulbe as the author. See the Citation section below.

Citation

If you use this dataset in academic work, a commercial product, a blog post, or any other publication, please cite it. This is a large-scale data collection effort and proper attribution helps sustain open data projects.

BibTeX:

@dataset{kulbe_btcusdt_2026,
  author    = {Kulbe, Eimantas},
  title     = {Crypto Market Data Lake (Binance + Alt Data)},
  year      = {2026},
  publisher = {HuggingFace Datasets},
  url       = {https://huggingface.co/datasets/KEDevO/crypto-market-datasets},
  license   = {CC BY 4.0},
  note      = {Contains aggregate trades, OHLCV klines, funding rates,
               open interest, and alternative data for BTCUSDT on Binance,
               covering August 2017 to April 2026.}
}

APA:

Kulbe, E. (2026). Crypto Market Data Lake (Binance + Alt Data) [Data set]. HuggingFace Datasets. https://huggingface.co/datasets/KEDevO/crypto-market-datasets

Acknowledgement (for papers):

The cryptocurrency market data used in this work was sourced from the Crypto Market Data Lake compiled by Eimantas Kulbe (2026), available at https://huggingface.co/datasets/KEDevO/crypto-market-datasets under CC BY 4.0.

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Dataset compiled and maintained by Eimantas Kulbe. For issues or questions, open a discussion on the dataset page.