This sample is provided for evaluating QuantFeatures data products under the QuantFeatures Sample Evaluation License (see LICENSE.md). Redistribution, resale, and production or live-trading use are not permitted without a separate agreement.

QuantFeatures Binance Hourly Features (Sample)

Research-ready, hourly features derived from licensed historical Binance market data: trade activity and flow, trade distributions, top of book, funding, open interest, and liquidations. This sample lets you evaluate coverage, schema, and data quality before licensing the full product.

Attribute	Value
Venue	Binance
Instruments	BCH, BNB, BTC, ETH, XRP (quoted in USDT)
Markets (splits)	`perp` (perpetual) and `spot`; funding, open-interest, and liquidation modules are perpetual only
Sample days	First UTC day of each month, 2019-12-01 through 2026-10-01
Interval	1 hour, 24 intervals per sample day
Feature version	`3.0.0`
Rows	313,584 across 32 files

Some instruments start later because the contract was not yet listed: BCH perp from 2020-01-01; BNB perp from 2020-03-01; XRP perp from 2020-02-01.

Load

from datasets import load_dataset

perp = load_dataset("QuantFeatures/binance-hourly-features", "TradeFlow", split="perp")
spot = load_dataset("QuantFeatures/binance-hourly-features", "QuoteBasic", split="spot")

Or with pandas:

import pandas as pd
df = pd.read_parquet("hf://datasets/QuantFeatures/binance-hourly-features/data/TradeFlow/perp.parquet")

Modules (configs)

Config	Family	Input	Splits	Columns	Rows
`TradeFlow`	Trade activity	Exchange trades	perp, spot	45	19,776
`TradeTick`	Extended trade activity	Exchange trades	perp, spot	33	19,776
`TradeCovar`	Trade relationships	Exchange trades	perp, spot	30	19,776
`TradeCovarPlus`	Extended trade relationships	Exchange trades	perp, spot	54	19,776
`TradeStats`	Trade distribution	Exchange trades	perp, spot	24	19,776
`TradeGroup`	Trade grouping	Exchange trades	perp, spot	123	19,776
`TradeGroupPlus`	Grouped trade distribution	Exchange trades	perp, spot	124	19,776
`TradeLarge`	Trade tails	Exchange trades	perp, spot	123	19,776
`TradeGradient`	Trade dynamics	Exchange trades	perp, spot	42	19,776
`TradeImpact`	Trade dynamics	Exchange trades	perp, spot	42	19,776
`QuoteBasic`	Top of book	Best-bid/offer quotes	perp, spot	71	19,776
`FundingRate`	Funding	Derivative ticker feed	perp	33	9,816
`LiqFlow`	Liquidations	Liquidation feed	perp	15	8,616
`LiqStats`	Extended liquidations	Liquidation feed	perp	77	8,616
`OpenIntBasic`	Open interest	Derivative ticker feed	perp	33	9,816
`OpenIntPlus`	Extended open interest	Derivative ticker feed	perp	45	9,816
`OpenIntGradient`	Open-interest dynamics	Derivative ticker feed	perp	39	9,816
`QuoteGradient`	Top-of-book dynamics	Best-bid/offer quotes	perp, spot	60	19,776
`TradeRank`	Cross-sectional market activity	Exchange trades	perp, spot	84	19,776

Full field definitions are in the Feature Catalog.

Record semantics

Each row is one instrument in one half-open UTC interval [start_time_utc, end_time_utc).
exch, type, base, and quote identify the instrument; rows are sorted by start_time_utc, then base.
An interval's information is complete only at end_time_utc. Use end_time_utc as the availability time to avoid look-ahead bias.
NaN means unavailable or not validly computable, never zero; there are no nulls. Integer counts are always defined. A missing row is not zero activity.
Sample days are not contiguous; stateful and long-lookback features can be less reliable early in each sample day.
Prices are in the quote currency (USDT), volumes in the base asset, and _bps fields in basis points.

See the Data specification and Coverage for details. manifest.json lists row counts, coverage, and a SHA-256 checksum for every file.

Intervals with limited or no data

Exchanges and data recorders have outages and maintenance windows. In these sample intervals the source feed had no records:

OpenIntBasic, OpenIntPlus, and OpenIntGradient, 2019-12-01 to 2020-05-01: the source ticker carries no open-interest values before 2020-06-01, so these days have no open-interest data.

License

QuantFeatures Sample Evaluation License (LICENSE.md): you may use this sample internally to sample and review QuantFeatures data products. Redistribution, resale, production use, reconstructing underlying market data, and reverse-engineering the feature methods are not permitted without a separate agreement. No raw exchange or vendor data is included. Not investment advice.

Contact

Full history, other intervals or instruments, and commercial licensing: QuantFeatures@gmail.com

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