| --- |
| license: mit |
| task_categories: |
| - time-series-forecasting |
| language: |
| - en |
| tags: |
| - crypto |
| - cryptocurrency |
| - finance |
| - ohlcv |
| - klines |
| - okx |
| - futures |
| - perpetual |
| - trading |
| pretty_name: OKX USDT Perpetual OHLCV Klines |
| size_categories: |
| - 1B<n<10B |
| --- |
| |
| # OKX USDT Perpetual OHLCV Klines |
|
|
| Historical OHLCV candlestick (kline) data for **OKX** USDT-margined **perpetual |
| futures**, stored as zstd-compressed Parquet. Includes **delisted symbols** where |
| available, for point-in-time / survivorship-bias-free backtests. |
|
|
| > ⚠️ **Under construction.** This dataset is being actively built and is currently |
| > **partial** — light timeframes (15m · 1h · 4h · 1d) are being backfilled across |
| > the full ~408-pair universe, with 5m/3m and **1m still to come**. Pair and |
| > timeframe coverage will grow. A per-file `COVERAGE.md` will follow once settled. |
|
|
| ## Coverage (in progress) |
|
|
| | | futures (USDT perp) | |
| |---|---| |
| | **Pairs** | building toward ~408 (incl. delisted) | |
| | **Timeframes** | 15m · 1h · 4h · 1d being filled first; 5m · 3m · **1m coming** | |
| | **History** | from each contract's listing (mostly 2020–2021 onward) → present | |
| | **Extras** | `mark` price and `funding_rate` series for many pairs | |
|
|
| ## File layout |
|
|
| ``` |
| futures/{timeframe}/{PAIR}.parquet |
| ``` |
|
|
| Examples: |
| - `futures/1d/BTC_USDT_USDT.parquet` |
| - `futures/1h/BTC_USDT_USDT-mark.parquet` (mark price) |
| - `futures/8h/BTC_USDT_USDT-funding_rate.parquet` (funding rate) |
|
|
| Pairs are `BASE_USDT_USDT` (USDT-margined perpetual). Each OHLCV Parquet has |
| columns `date` (UTC candle open), `open`, `high`, `low`, `close`, `volume`. |
|
|
| ## Usage |
|
|
| ```python |
| from huggingface_hub import hf_hub_download |
| import pandas as pd |
| |
| path = hf_hub_download("rogerdehe/klines-okx", |
| "futures/1d/BTC_USDT_USDT.parquet", repo_type="dataset") |
| df = pd.read_parquet(path) |
| ``` |
|
|
| ## Notes |
|
|
| - Timestamps are UTC. Coverage varies per pair; this dataset is still filling in. |
| - The HF **dataset viewer is disabled** (custom per-pair layout); load files directly. |
| - Data provided **as-is** for research; no warranty of accuracy or completeness. |
|
|
