About this Dataset

Bitcoin BTC, 7 Exchanges, 1D Full Historical Data

I am a new developer and I would greatly appreciate your support. If you find this dataset helpful, please consider giving it an upvote!

Key Features:

Complete 1d Data: Raw 1d historical data from multiple exchanges, covering the entire trading history of BTCUSD available through their API endpoints. This dataset is updated daily to ensure up-to-date coverage.

Combined Index Dataset: A unique feature of this dataset is the combined index, which is derived by averaging all other datasets into one, please see attached notebook. This creates the longest continuous, unbroken BTCUSD dataset available on Kaggle, with no gaps and no erroneous values. It gives a much more comprehensive view of the market i.e. total volume across multiple exchanges.

Superior Performance: The combined index dataset has demonstrated superior 'mean average error' (MAE) metric performance when training machine learning models, compared to single-source datasets by a whole order of MAE magnitude.

Unbroken History: The combined dataset's continuous history is a valuable asset for researchers and traders who require accurate and uninterrupted time series data for modeling or back-testing.

This plot illustrates the continuity of the dataset over time, with no gaps in data, making it ideal for time series analysis.

Included Resources:

Two Notebooks:

Dataset Usage and Diagnostics: This notebook demonstrates how to use the dataset and includes a powerful data diagnostics function, which is useful for all time series analyses.

Aggregating Multiple Data Sources: This notebook walks you through the process of combining multiple exchange datasets into a single, clean dataset. (Currently unavailable, will be added shortly)

Tables

Btcusd 1d Binance

@kaggle.imranbukhari_comprehensive_btcusd_1d_data.btcusd_1d_binance

245.96 KB
2706 rows
12 columns


CREATE TABLE btcusd_1d_binance (
  "open_time" TIMESTAMP,
  "close_time" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE,
  "quote_asset_volume" DOUBLE,
  "number_of_trades" DOUBLE,
  "taker_buy_base_asset_volume" DOUBLE,
  "taker_buy_quote_asset_volume" DOUBLE,
  "ignore" DOUBLE
);

Btcusd 1d Bitfinex

@kaggle.imranbukhari_comprehensive_btcusd_1d_data.btcusd_1d_bitfinex

180.17 KB
4059 rows
6 columns


CREATE TABLE btcusd_1d_bitfinex (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "close" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1d Bitmex

@kaggle.imranbukhari_comprehensive_btcusd_1d_data.btcusd_1d_bitmex

141.9 KB
3398 rows
6 columns


CREATE TABLE btcusd_1d_bitmex (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1d Bitstamp

@kaggle.imranbukhari_comprehensive_btcusd_1d_data.btcusd_1d_bitstamp

213.74 KB
4897 rows
6 columns


CREATE TABLE btcusd_1d_bitstamp (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "close" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1d Coinbase

@kaggle.imranbukhari_comprehensive_btcusd_1d_data.btcusd_1d_coinbase

157.42 KB
3465 rows
6 columns


CREATE TABLE btcusd_1d_coinbase (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1d Combined Index

@kaggle.imranbukhari_comprehensive_btcusd_1d_data.btcusd_1d_combined_index

260.88 KB
4894 rows
6 columns


CREATE TABLE btcusd_1d_combined_index (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1d Kucoin

@kaggle.imranbukhari_comprehensive_btcusd_1d_data.btcusd_1d_kucoin

146.52 KB
2580 rows
7 columns


CREATE TABLE btcusd_1d_kucoin (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "close" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "volume" DOUBLE,
  "amount" DOUBLE
);

Btcusd 1d Okx

@kaggle.imranbukhari_comprehensive_btcusd_1d_data.btcusd_1d_okx

164.18 KB
2559 rows
9 columns


CREATE TABLE btcusd_1d_okx (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE,
  "volume_currency" DOUBLE,
  "volume_quote" DOUBLE,
  "confirm" DOUBLE
);