Historical candlestick (OHLCV) data for BTCUSDT on the Binance exchange
at 4-hour intervals. Contains 500 candles of sample data for demonstration
purposes. Produced by binance_backfill_klines().
Format
A data.table::data.table with 500 rows and 14 columns:
open_time(POSIXct): Candle open time in UTC.open(Numeric): Opening price.high(Numeric): Highest price during the interval.low(Numeric): Lowest price during the interval.close(Numeric): Closing price.volume(Numeric): Trading volume in base currency (BTC).close_time(POSIXct): Candle close time in UTC.quote_volume(Numeric): Trading volume in quote currency (USDT).trades(Integer): Number of trades during the interval.taker_buy_base_volume(Numeric): Taker buy volume in base currency.taker_buy_quote_volume(Numeric): Taker buy volume in quote currency.ignore(Character): Unused field from Binance API.symbol(Character): Trading pair identifier,"BTCUSDT".interval(Character): Candle interval,"4h".
Source
Binance API via binance_backfill_klines()
Examples
data(binance_btc_usdt_4h_ohlcv)
head(binance_btc_usdt_4h_ohlcv)
#> open_time open high low close volume
#> <POSc> <num> <num> <num> <num> <num>
#> 1: 2024-01-01 00:00:00 42000.00 42099.44 41921.66 41883.96 534.70
#> 2: 2024-01-01 04:00:00 42279.19 42430.65 42062.94 42224.05 550.12
#> 3: 2024-01-01 08:00:00 42171.25 42316.99 42045.05 42162.67 444.42
#> 4: 2024-01-01 12:00:00 42248.88 42348.75 42100.34 42155.15 155.05
#> 5: 2024-01-01 16:00:00 42380.45 42487.25 42261.60 42468.64 98.66
#> 6: 2024-01-01 20:00:00 42466.30 42530.30 42416.10 42391.80 241.64
#> close_time quote_volume trades taker_buy_base_volume
#> <POSc> <num> <int> <num>
#> 1: 2024-01-01 03:59:59 22457400 5997 235.75
#> 2: 2024-01-01 07:59:59 23258629 6234 241.07
#> 3: 2024-01-01 11:59:59 18741748 4990 199.67
#> 4: 2024-01-01 15:59:59 6550688 4817 78.46
#> 5: 2024-01-01 19:59:59 4181255 5799 43.69
#> 6: 2024-01-01 23:59:59 10261558 6177 97.91
#> taker_buy_quote_volume ignore symbol interval
#> <num> <char> <char> <char>
#> 1: 9901500 0 BTCUSDT 4h
#> 2: 10192245 0 BTCUSDT 4h
#> 3: 8420334 0 BTCUSDT 4h
#> 4: 3314847 0 BTCUSDT 4h
#> 5: 1851602 0 BTCUSDT 4h
#> 6: 4157876 0 BTCUSDT 4h