About this Dataset

Bitcoin BTC, 7 Exchanges, 1m 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 1m Data: Raw 1m 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 1m Binance

@kaggle.imranbukhari_comprehensive_btcusd_1m_data.btcusd_1m_binance

249.9 MB
3887428 rows
12 columns


CREATE TABLE btcusd_1m_binance (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE,
  "close_time" TIMESTAMP,
  "quote_asset_volume" DOUBLE,
  "number_of_trades" DOUBLE,
  "taker_buy_base_asset_volume" DOUBLE,
  "taker_buy_quote_asset_volume" DOUBLE,
  "ignore" DOUBLE
);

Btcusd 1m Bitfinex

@kaggle.imranbukhari_comprehensive_btcusd_1m_data.btcusd_1m_bitfinex

136.5 MB
5070583 rows
6 columns


CREATE TABLE btcusd_1m_bitfinex (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "close" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1m Bitmex

@kaggle.imranbukhari_comprehensive_btcusd_1m_data.btcusd_1m_bitmex

97.46 MB
4892002 rows
6 columns


CREATE TABLE btcusd_1m_bitmex (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1m Bitstamp

@kaggle.imranbukhari_comprehensive_btcusd_1m_data.btcusd_1m_bitstamp

170.98 MB
7050583 rows
6 columns


CREATE TABLE btcusd_1m_bitstamp (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "close" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1m Coinbase

@kaggle.imranbukhari_comprehensive_btcusd_1m_data.btcusd_1m_coinbase

149.11 MB
4926428 rows
6 columns


CREATE TABLE btcusd_1m_coinbase (
  "open_time" TIMESTAMP,
  "low" DOUBLE,
  "high" DOUBLE,
  "open" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE
);

Btcusd 1m Combined Index

@kaggle.imranbukhari_comprehensive_btcusd_1m_data.btcusd_1m_combined_index

269.09 MB
6943916 rows
6 columns


CREATE TABLE btcusd_1m_combined_index (
  "open_time" TIMESTAMP,
  "volume" DOUBLE,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE
);

Btcusd 1m Kucoin

@kaggle.imranbukhari_comprehensive_btcusd_1m_data.btcusd_1m_kucoin

135.35 MB
3517719 rows
7 columns


CREATE TABLE btcusd_1m_kucoin (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "close" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "volume" DOUBLE,
  "amount" DOUBLE
);

Btcusd 1m Okx

@kaggle.imranbukhari_comprehensive_btcusd_1m_data.btcusd_1m_okx

162.72 MB
3683947 rows
9 columns


CREATE TABLE btcusd_1m_okx (
  "open_time" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE,
  "volume_currency" DOUBLE,
  "volume_quote" DOUBLE,
  "confirm" DOUBLE
);