klines-binance / README.md
rogerdehe's picture
coverage summary + gaps + links to full COVERAGE.md
b212747 verified
|
Raw
History Blame Contribute Delete
9.5 kB
---
license: mit
task_categories:
- time-series-forecasting
language:
- en
tags:
- crypto
- cryptocurrency
- finance
- ohlcv
- klines
- binance
- futures
- trading
pretty_name: Binance USDT OHLCV Klines (spot + futures)
size_categories:
- 1B<n<10B
---
# Binance USDT OHLCV Klines (spot + perpetual futures)
Historical OHLCV candlestick (kline) data for **Binance** USDT markets — both
spot and USDT-margined perpetual futures — stored as zstd-compressed Parquet.
## Coverage
| | spot | futures (USDT perp) |
|---|---|---|
| **Pairs** | ~490 | ~791 (**includes delisted** — survivorship-bias-free) |
| **Timeframes** | 1m · 3m · 5m · 15m · 1h · 4h · 1d | 1m · 3m · 5m · 15m · 1h · 4h · 8h · 1d |
| **History** | 2017-08 → 2025-05 | 2020-05 → **2026-07** |
| **Extras** | — | sparse `mark` price & `funding_rate` for some pairs |
- **Spot** seeded from the DigiTuccar `HistoricalDataForTradeBacktest` snapshot (static, ~2025-05).
- **Futures** is fresh to 2026-07 and **retains delisted symbols**, so it can be used
for point-in-time / survivorship-bias-free backtests.
## File layout
```
{market}/{timeframe}/{PAIR}.parquet
```
Examples:
- `spot/1d/BTC_USDT.parquet`
- `futures/1m/BTC_USDT_USDT.parquet`
- `futures/1h/BTC_USDT_USDT-mark.parquet` (mark price, where available)
- `futures/8h/BTC_USDT_USDT-funding_rate.parquet` (funding rate, where available)
Spot pairs are `BASE_USDT`; futures pairs are `BASE_USDT_USDT` (USDT-margined perp).
Each OHLCV Parquet has columns:
| column | type | description |
|---|---|---|
| `date` | datetime (UTC) | candle open time |
| `open` | float | open price |
| `high` | float | high price |
| `low` | float | low price |
| `close` | float | close price |
| `volume` | float | base-asset volume |
## Usage
```python
from huggingface_hub import hf_hub_download
import pandas as pd
path = hf_hub_download("rogerdehe/klines-binance",
"futures/1d/BTC_USDT_USDT.parquet", repo_type="dataset")
df = pd.read_parquet(path)
```
Subset / whole dataset:
```python
from huggingface_hub import snapshot_download
snapshot_download("rogerdehe/klines-binance", repo_type="dataset",
allow_patterns=["futures/1d/*"]) # e.g. daily futures only
```
## Notes
- Timestamps are UTC. Timeframe coverage varies slightly per pair (some newer
listings have shorter history; `1h` futures is a partial subset).
- `mark` / `funding_rate` files exist only for a subset of futures pairs.
- The HF **dataset viewer is disabled** (custom per-pair layout); load files directly as above.
- Data provided **as-is** for research; no warranty of accuracy or completeness.
<!-- COVERAGE:START -->
## Coverage (per-file verified)
_Every file was inspected directly — parquet footer for the date range and row count, and a full timestamp scan wherever a file was not provably complete. Dates are UTC candle-open. A last date far in the past means the pair was delisted / went inactive._
### Summary
| Market | Pairs | Timeframes |
|---|---|---|
| futures | 791 | 1m · 3m · 5m · 15m · 1h · 4h · 8h · 1d |
| spot | 603 | 1m · 3m · 5m · 15m · 1h · 4h · 8h · 1d |
**The full per-pair coverage table (every pair × timeframe, with `first→last` ranges) and the complete list of 329 internal gaps are in [`COVERAGE.md`](COVERAGE.md); the raw scan is in [`coverage.csv`](coverage.csv).** The largest gaps are shown below.
### Large internal gaps (largest contiguous hole > 3 days)
_329 pair·timeframe series contain a contiguous hole longer than 3 days (usually a delisting/relisting or a trading halt)._
| Pair | Market | TF | Kind | Gap (days) | From | To |
|---|---|---|---|---|---|---|
| FTT_USDT | spot | 1h | ohlcv | 311.2 | 2022-11-15 | 2023-09-22 |
| FTT_USDT | spot | 4h | ohlcv | 311.2 | 2022-11-15 | 2023-09-22 |
| FTT_USDT | spot | 15m | ohlcv | 311.2 | 2022-11-15 | 2023-09-22 |
| FTT_USDT | spot | 1m | ohlcv | 311.1 | 2022-11-15 | 2023-09-22 |
| FTT_USDT | spot | 3m | ohlcv | 311.1 | 2022-11-15 | 2023-09-22 |
| FTT_USDT | spot | 5m | ohlcv | 311.1 | 2022-11-15 | 2023-09-22 |
| FTT_USDT | spot | 1d | ohlcv | 311.0 | 2022-11-15 | 2023-09-22 |
| TUSD_USDT | spot | 1h | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDP_USDT | spot | 1h | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDC_USDT | spot | 1h | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| TUSD_USDT | spot | 4h | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDC_USDT | spot | 4h | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDP_USDT | spot | 4h | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| TUSD_USDT | spot | 15m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDC_USDT | spot | 15m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDP_USDT | spot | 15m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| TUSD_USDT | spot | 1m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDC_USDT | spot | 1m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDP_USDT | spot | 1m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| TUSD_USDT | spot | 3m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDC_USDT | spot | 3m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDP_USDT | spot | 3m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| TUSD_USDT | spot | 5m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDC_USDT | spot | 5m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDP_USDT | spot | 5m | ohlcv | 166.5 | 2022-09-26 | 2023-03-11 |
| USDC_USDT | spot | 1d | ohlcv | 166.0 | 2022-09-26 | 2023-03-11 |
| TUSD_USDT | spot | 1d | ohlcv | 166.0 | 2022-09-26 | 2023-03-11 |
| USDP_USDT | spot | 1d | ohlcv | 166.0 | 2022-09-26 | 2023-03-11 |
| CVC_USDT | spot | 4h | ohlcv | 154.3 | 2022-12-09 | 2023-05-12 |
| CVC_USDT | spot | 1h | ohlcv | 154.2 | 2022-12-09 | 2023-05-12 |
| CVC_USDT | spot | 15m | ohlcv | 154.2 | 2022-12-09 | 2023-05-12 |
| CVC_USDT | spot | 1m | ohlcv | 154.2 | 2022-12-09 | 2023-05-12 |
| CVC_USDT | spot | 3m | ohlcv | 154.2 | 2022-12-09 | 2023-05-12 |
| CVC_USDT | spot | 5m | ohlcv | 154.2 | 2022-12-09 | 2023-05-12 |
| SOL_USDT_USDT | futures | 1d | ohlcv | 154.0 | 2021-02-28 | 2021-08-01 |
| CVC_USDT | spot | 1d | ohlcv | 154.0 | 2022-12-09 | 2023-05-12 |
| COS_USDT_USDT | futures | 1m | ohlcv | 61.0 | 2025-10-31 | 2026-01-01 |
| DGB_USDT_USDT | futures | 8h | ohlcv | 31.3 | 2023-04-30 | 2023-06-01 |
| FIDA_USDT_USDT | futures | 1m | ohlcv | 31.0 | 2026-04-30 | 2026-06-01 |
| NTRN_USDT_USDT | futures | 1m | ohlcv | 31.0 | 2025-04-30 | 2025-06-01 |
| ONT_USDT_USDT | futures | 1m | ohlcv | 31.0 | 2021-06-30 | 2021-08-01 |
| PTB_USDT_USDT | futures | 1m | ohlcv | 31.0 | 2025-09-30 | 2025-11-01 |
| REEF_USDT_USDT | futures | 1m | ohlcv | 31.0 | 2024-04-30 | 2024-06-01 |
| RSR_USDT_USDT | futures | 1m | ohlcv | 31.0 | 2025-02-28 | 2025-04-01 |
| SCRT_USDT_USDT | futures | 1m | ohlcv | 31.0 | 2026-02-28 | 2026-04-01 |
| SKL_USDT_USDT | futures | 1m | ohlcv | 31.0 | 2023-12-31 | 2024-02-01 |
| BLUAI_USDT_USDT | futures | 3m | ohlcv | 31.0 | 2025-11-30 | 2026-01-01 |
| VET_USDT_USDT | futures | 1h | ohlcv | 30.0 | 2020-10-31 | 2020-12-01 |
| BAKE_USDT_USDT | futures | 1m | ohlcv | 30.0 | 2024-05-31 | 2024-07-01 |
| MERL_USDT_USDT | futures | 1m | ohlcv | 30.0 | 2025-10-31 | 2025-12-01 |
| REN_USDT_USDT | futures | 1m | ohlcv | 30.0 | 2024-05-31 | 2024-07-01 |
| AVAX_USDT_USDT | futures | 3m | ohlcv | 30.0 | 2025-08-31 | 2025-10-01 |
| BLESS_USDT_USDT | futures | 3m | ohlcv | 30.0 | 2025-10-31 | 2025-12-01 |
| FTM_USDT_USDT | futures | 3m | ohlcv | 30.0 | 2021-08-31 | 2021-10-01 |
| IMX_USDT_USDT | futures | 3m | ohlcv | 30.0 | 2022-10-31 | 2022-12-01 |
| TLM_USDT_USDT | futures | 4h | ohlcv | 29.7 | 2023-02-28 | 2023-03-30 |
| TLM_USDT_USDT | futures | 8h | ohlcv | 29.7 | 2023-02-28 | 2023-03-30 |
| TLM_USDT_USDT | futures | 15m | ohlcv | 29.5 | 2023-02-28 | 2023-03-30 |
| TLM_USDT_USDT | futures | 1m | ohlcv | 29.5 | 2023-02-28 | 2023-03-30 |
| TLM_USDT_USDT | futures | 3m | ohlcv | 29.5 | 2023-02-28 | 2023-03-30 |
| TLM_USDT_USDT | futures | 5m | ohlcv | 29.5 | 2023-02-28 | 2023-03-30 |
| KEY_USDT | spot | 4h | ohlcv | 28.3 | 2023-02-10 | 2023-03-10 |
| KEY_USDT | spot | 1h | ohlcv | 28.2 | 2023-02-10 | 2023-03-10 |
| KEY_USDT | spot | 15m | ohlcv | 28.2 | 2023-02-10 | 2023-03-10 |
| KEY_USDT | spot | 1m | ohlcv | 28.2 | 2023-02-10 | 2023-03-10 |
| KEY_USDT | spot | 3m | ohlcv | 28.2 | 2023-02-10 | 2023-03-10 |
| KEY_USDT | spot | 5m | ohlcv | 28.2 | 2023-02-10 | 2023-03-10 |
| KEY_USDT | spot | 1d | ohlcv | 28.0 | 2023-02-10 | 2023-03-10 |
| ICP_USDT_USDT | futures | 1d | ohlcv | 27.0 | 2022-08-31 | 2022-09-27 |
| ICP_USDT_USDT | futures | 8h | ohlcv | 26.3 | 2022-08-31 | 2022-09-27 |
| ICP_USDT_USDT | futures | 4h | ohlcv | 26.2 | 2022-08-31 | 2022-09-27 |
| ICP_USDT_USDT | futures | 15m | ohlcv | 26.1 | 2022-08-31 | 2022-09-27 |
| ICP_USDT_USDT | futures | 3m | ohlcv | 26.1 | 2022-08-31 | 2022-09-27 |
| ICP_USDT_USDT | futures | 5m | ohlcv | 26.1 | 2022-08-31 | 2022-09-27 |
| ICP_USDT_USDT | futures | 1m | ohlcv | 26.1 | 2022-08-31 | 2022-09-27 |
| BNX_USDT_USDT | futures | 1d | ohlcv | 22.0 | 2023-01-31 | 2023-02-22 |
| BNX_USDT_USDT | futures | 4h | ohlcv | 21.7 | 2023-01-31 | 2023-02-22 |
| BNX_USDT_USDT | futures | 8h | ohlcv | 21.7 | 2023-01-31 | 2023-02-22 |
| BNX_USDT_USDT | futures | 15m | ohlcv | 21.6 | 2023-01-31 | 2023-02-22 |
| BNX_USDT_USDT | futures | 1m | ohlcv | 21.6 | 2023-01-31 | 2023-02-22 |
_… and 249 more — see the complete list in [`COVERAGE.md`](COVERAGE.md)._
<!-- COVERAGE:END -->