Instrumetriq — Crypto Market Activity & Sentiment Context Dataset (Weekly Samples)
收藏DataCite Commons2026-05-04 更新2026-05-07 收录
下载链接:
https://zenodo.org/doi/10.5281/zenodo.18508636
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资源简介:
This dataset provides time-aligned observational snapshots of crypto market activity and social sentiment across 270+ crypto assets, designed to contextualize market structure, liquidity, and attention dynamics rather than produce forecasts or signals.
The archive contains weekly Sunday samples drawn from Instrumetriq's continuous monitoring pipeline.
Data Collection
Spot market data sourced from Binance
Mid prices, bid–ask spreads, liquidity percentiles
Aggregated per observation window
Social sentiment data sourced from X (Twitter)
Posts are filtered for crypto relevance, then classified using a two-model transformer-based sentiment pipeline (BERTweet primary, DistilBERT referee)
Sentiment is exposed only in aggregated form (counts and averages)
Each asset is monitored in ~2-hour observation cycles, producing one row per asset per session
Approximately ~2,500 observations per day, regardless of tier
Archive Contents
This archive contains:
19 weekly Sunday samples (2025-12-21 through 2026-05-03)
Three dataset tiers per week, sharing the same observations but differing in schema depth
Apache Parquet format with Snappy compression
Schema documentation for all tiers
Methodology overview
Dataset Tiers
All tiers contain the same number of observations. They differ only in column structure and depth.
Tier 1 — Explorer
19 flat columns
Aggregated sentiment counts and averages
Spot prices, spreads, liquidity, and quality scores
Designed for lightweight inspection, dashboards, and general analysis
Tier 2 — Analyst
Extends Tier 1 with nested columns
Detailed sentiment aggregates, author statistics, and engagement metrics
Designed for deeper behavioral and cross-sectional analysis
Tier 3 — Researcher
Extends Tier 2 with nested futures and microstructure data
Includes 700+ spot price samples per observation window (10-second resolution)
Multi-window sentiment, diagnostics, and futures positioning data
Designed for research, validation, and archival analysis
Note: High-frequency (10-second) spot price samples are available only in Tier 3.
Intended Use
This dataset is intended for:
Market structure research
Behavioral and sentiment analysis
Liquidity and execution context studies
Exploratory and descriptive analytics
Limitations & Ethics
Observational data only
No trading advice, predictions, or signal generation
No individual social media posts or personal data are included
All sentiment data is aggregated and anonymized
Access
Free weekly samples: github.com/SiCkGFX/instrumetriq-public
Methodology: instrumetriq.com/research
Full access via subscription at instrumetriq.com/access. Interactive demo: Open in Colab.
Observational data only. No trading advice, predictions, or signal generation.
提供机构:
Zenodo
创建时间:
2026-02-06



