OHLCV Only

What is this dataset?

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

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.