OHLCV Only

What is this dataset?

This dataset offers the OHLCV history for an instrument on an exchange.

Update frequencies

Channel	Update frequency
AWS	New CSV once a day
Azure	New CSV once a day
Google Cloud Platform	New CSV once a day
Snowflake	Data refreshes once a day Also available in near real-time
BigQuery	Data refreshes once a day Also available in near real-time

File structure details

• The time granularity that we provide through CSV files is 1min, 5min, 10min, 15min and 30min for monthly grouped CSV files, while 1hour, 4hour and 1day for yearly grouped CSV files.

• File Name: [kaiko_legacy_slug]_[data_feed_code]_ohlcv_[time_granularity]_[date].csv

  • Files are created on a daily basis, but complete as a month or year ends

  • example: bw_btcusdt_perp_ohlcv_5m_2023_02.csv, bw_atomusdt_perp_ohlcv_1h_2023.csv

• Cut-off datetime:

  • Monthly grouped files: The mid-night of the last day of the month

  • Yearly grouped files: The mid-night of the last day of the year

• Column Delimeter: , (comma)

• Decimal Mark (in numbers): . (dot)

• There are no column headers in the CSV files, so I will present the columns in order from left to right.

Column	Description	Example
timestamp	The starting timestamp of the time interval, expressed in Unix Timestamp (in milliseconds)	1672531200000
open	The opening price of a candle	0.4935
high	The highest price of a candle	0.4941
low	The lowest price of a candle	0.4930
close	The closing price of a candle	0.4937
volume	The volume of the trades executed within the time interval of a candle (can be in base_asset, quote_asset or the number of contracts)	86092.08
exchange BigQuery and Snowflake only	Exchange code. See Exchange codes	cbse
instrument BigQuery and Snowflake only	Instrument code. Exchange trading pair codes (instruments)	btc-usd
interval BigQuery and Snowflake only	The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively.	1h