📦 Datasets
OHLCV 1DAY
Daily Open, High, Low, Close, and Volume information for trading pairs across exchanges.
OHLCV 1DAY
Overview
The OHLCV 1DAY data type provides daily Open, High, Low, Close, and Volume information for trading pairs across exchanges. This data is essential for analyzing daily price movements, trading volumes, and market trends.
File Organization
OHLCV 1DAY data is organized in the S3 bucket as follows:
E-[EXCHANGE]/
└── T-OHLCV+TP-1DAY/
└── D-YYYYMMDD.csv.gzExample: E-XMLI/T-OHLCV+TP-1DAY/D-20250410.csv.gz
Where:
E-[EXCHANGE]: Exchange identifier (e.g., E-XMLI, E-BINANCE)T-OHLCV+TP-1DAY: Data type (OHLCV) with time period (1DAY)D-YYYYMMDD: Date in YYYYMMDD format
File Format
Files are in CSV format with semicolon (;) delimiters, compressed with gzip. Each row represents a single symbol's daily OHLCV data.
Data Fields
| Column Name | Type | Description |
|---|---|---|
| id_exchange | string | Exchange identifier |
| exchange_symbol | string | Symbol as identified by the exchange |
| time_period_start | datetime | UTC timestamp when the 1DAY period starts |
| time_period_end | datetime | UTC timestamp when the 1DAY period ends |
| time_open | datetime | UTC timestamp of the first trade in the period |
| time_close | datetime | UTC timestamp of the last trade in the period |
| price_open | decimal | Opening price (first trade price in the period) |
| price_high | decimal | Highest price during the period |
| price_low | decimal | Lowest price during the period |
| price_close | decimal | Closing price (last trade price in the period) |
| volume_traded | decimal | Total volume traded during the period |
| trades_count | integer | Number of trades executed during the period |
Example Data
id_exchange;exchange_symbol;time_period_start;time_period_end;time_open;time_close;price_open;price_high;price_low;price_close;volume_traded;trades_count
XMLI;FR0013256393;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;0;0;0;100;0;0
XMLI;FR0013286903;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;0;0;0;28.4;0;0
XMLI;FR0013424934;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;0;0;0;100;0;0
XMLI;FR0013433992;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;0;0;0;106.5;0;0Data Collection Process
- We continuously monitor trades and order book updates from supported exchanges.
- Daily OHLCV data is calculated from the collected trade data for each symbol.
- The data is processed, normalized, and aggregated into daily summaries.
- At the end of each day (UTC), the aggregated data is stored in daily files and uploaded to the S3 bucket.
Corner Cases and Special Considerations
- Zero Values: Some fields may contain zero values, particularly for symbols with no trading activity during the period.
- Missing Data: If an exchange experiences downtime or connectivity issues, there may be gaps in the OHLCV data.
- Time Periods: All time periods are aligned to UTC daily boundaries (00:00:00 to 23:59:59 UTC).
- Inactive Symbols: Symbols with no trades during the day may still appear with zero or null values for price and volume fields.
Usage Tips
- Daily Analysis: Use this data for daily technical analysis, trend identification, and volatility calculations.
- Volume Analysis: The
volume_tradedfield provides insights into market activity and liquidity. - Price Ranges: Calculate daily price ranges using
price_high - price_lowfor volatility analysis. - Trading Activity: Use
trades_countto understand market participation levels. - Time Alignment: All timestamps are in UTC, ensuring consistent time alignment across different exchanges.
For any questions or issues with the OHLCV 1DAY data, please contact our support team.