| --- |
| 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. |
|
|
