five

Torch-Trade/btcusdt_perp_1m_05_2021_to_02_2026

收藏
Hugging Face2026-03-02 更新2026-03-29 收录
下载链接:
https://hf-mirror.com/datasets/Torch-Trade/btcusdt_perp_1m_05_2021_to_02_2026
下载链接
链接失效反馈
官方服务:
资源简介:
--- license: mit task_categories: - time-series-forecasting - reinforcement-learning tags: - finance - cryptocurrency - bitcoin - trading - ohlcv - perpetual-futures - derivatives - binance size_categories: - 1M<n<10M --- # BTCUSDT Perpetual Futures 1-Minute OHLCV (1 2021 - Mar 2026) ![Price History](price_history.png) ## Overview 1-minute OHLCV candlestick data for the **BTC/USDT USDT-margined perpetual futures** contract on Binance, covering **May 1, 2021** to **February 28, 2026**. - **Rows**: 2,541,592 - **Completeness**: ~100% (only 7 single-bar month-boundary gaps from data packaging) ## Why futures OHLCV? Perpetual futures are the most actively traded crypto instruments, with volume typically **3-10x higher** than spot. This dataset provides several signals not available in spot data: - **Futures volume**: Higher liquidity and more representative of actual trading interest - **Taker buy/sell ratio**: `taker_buy_base_volume / volume` shows whether aggressive buyers or sellers dominate each candle (>0.5 = buyer-dominated) - **Number of trades**: Trade count as a proxy for market activity independent of order size - **Quote volume**: Notional value traded, useful for comparing activity across price levels ## Columns | Column | Type | Description | |--------|------|-------------| | `timestamp` | `datetime64[ns]` | Candle open time (UTC) | | `open` | `float64` | Opening price (USDT) | | `high` | `float64` | Highest price in the candle | | `low` | `float64` | Lowest price in the candle | | `close` | `float64` | Closing price (USDT) | | `volume` | `float64` | Trading volume (base asset) | | `quote_volume` | `float64` | Trading volume (USDT notional) | | `num_trades` | `int64` | Number of trades | | `taker_buy_base_volume` | `float64` | Taker buy volume (base asset) | | `taker_buy_quote_volume` | `float64` | Taker buy volume (USDT notional) | ## Statistics | Metric | Value | |--------|-------| | Start price | $57,550.00 | | End price | $66,937.10 | | Min price | $15,502.00 | | Max price | $126,086.80 | | Return | +16.3% | | Avg daily volume | 345,284 BTC | | Mean taker buy ratio | 0.4971 | | Mean trades/candle | 2,600 | ## Data Quality The only gaps are single missing bars at month boundaries (23:59 -> 00:01, missing the 00:00 candle). This is a Binance data packaging artifact, not actual missing trading data. Completeness is effectively 100%. ## Joining with spot OHLCV This dataset complements the spot OHLCV dataset [`Torch-Trade/btcusdt_spot_1m_05_2021_to_03_2026`](https://huggingface.co/datasets/Torch-Trade/btcusdt_spot_1m_05_2021_to_03_2026). To join at training time: ```python from datasets import load_dataset import pandas as pd # Load both spot = load_dataset("Torch-Trade/btcusdt_spot_1m_05_2021_to_03_2026")["train"].to_pandas() spot["timestamp"] = pd.to_datetime(spot["timestamp"]) futures = load_dataset("Torch-Trade/btcusdt_perp_1m_05_2021_to_02_2026")["train"].to_pandas() futures["timestamp"] = pd.to_datetime(futures["timestamp"]) # Merge — rename futures columns to avoid clash futures = futures.rename(columns={ "open": "fut_open", "high": "fut_high", "low": "fut_low", "close": "fut_close", "volume": "fut_volume", "quote_volume": "fut_quote_volume", "num_trades": "fut_num_trades", "taker_buy_base_volume": "fut_taker_buy_volume", "taker_buy_quote_volume": "fut_taker_buy_quote_volume", }) df = spot.merge(futures, on="timestamp", how="left") # Derive taker buy ratio df["taker_buy_ratio"] = df["fut_taker_buy_volume"] / df["fut_volume"] ``` ## Usage ```python from datasets import load_dataset import pandas as pd ds = load_dataset("Torch-Trade/btcusdt_perp_1m_05_2021_to_02_2026") df = ds["train"].to_pandas() df["timestamp"] = pd.to_datetime(df["timestamp"]) print(df.shape) # (2541592, 10) print(df.head()) ``` ## License MIT -- data sourced from [Binance Data Collection](https://data.binance.vision/).
提供机构:
Torch-Trade
5,000+
优质数据集
54 个
任务类型
进入经典数据集
二维码
社区交流群

面向社区/商业的数据集话题

二维码
科研交流群

面向高校/科研机构的开源数据集话题

数据驱动未来

携手共赢发展

商业合作