PXIN/fracture-crypto-dollar-bars

该数据集包含从Binance Futures USD-M永续合约的原始交易数据中提取的美元价值柱（也称为USDT柱）。原始交易数据从基于时间的采样转换为基于交易量的采样，从而提供了更稳健的市场活动统计表示。数据集涵盖多种加密货币对，包括BTCUSDT、ETHUSDT等，时间跨度为2025年9月至2026年3月。美元柱的优势在于其能够更好地处理市场活动的不均匀性，减少时间采样带来的偏差，并为机器学习和高频交易策略提供更稳定的特征空间。

This dataset contains Dollar Value Bars (also called USDT Bars) derived from raw tick-level trade data from Binance Futures USD-M perpetual contracts. The raw trades were transformed from time-based sampling to volume-based sampling, producing a more statistically robust representation of market activity. It includes pairs like BTCUSDT, ETHUSDT, and others, covering the date range from September 2025 to March 2026. Dollar bars offer advantages over traditional time-based bars by better handling uneven market activity, reducing time-sampling bias, and providing a more stable feature space for machine learning and high-frequency trading strategies.