Dataset

Check data list to see the list of all data names.

Interval data

Interval data are the collections of the data with the regular interval. Whole data here can be accessed by importing data at the analytics function mode or by using methods such as get_raw_data at the analytics python mode and terminal.

1. CEX data

CEX data is a collection of dataset from the centralized exchanges such Binance and OKX. Most of it are the market data of each exchange. For example, candlestick data, which have open, high, low, close price, and volume could be one of the data you will be accessing most. Or you could require funding_history to track the history of the funding rates of a symbol in the perpetual swap.

Whenever you try to access the data, there are four arguments required: data_name, symbol, start_time, and end_time.

• data_name

The name of the dataset. Usually, it contains the information of the exchange or market, dataset type, and interval. For example, binance_um_futures_mark_candlestick_1h means 1 hour-interval candlestick data of the mark price in the Binance USD-M futures market.

• symbol

symbol is a sub-category in the dataset. Usually it corresponds to the symbol in the market or the asset name in the dataset. For example, to get the daily BTC/USDT price in the Binance spot market, then you have to set the symbol as BTCUSDT with the data_name as binance_candlestick_1d.

Beware that the rules of the symbol argument can be varied by the exchanges. For instance, if you want to require BTC/USDT data in OKX, you may have to write symbol as BTC-USDT.

In the function mode, you will set data_name and symbol at the select data step

• start_time & end_time

start_time and end_time is a time range of the data you require. Both of them should not be empty.

In the function mode, you'll be setting them at the select time range step. On the other hand, you'll be setting them as the strings in yyyy-MM-dd HH:mm:ss format. You can easily set them by using strftime in datetime library.

# string representing now in yyyy-MM-dd HH:mm:ss format
datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')

# 60 day ago from now. using '%F %T' returns same as above.
(datetime.datetime.now() - datetime.timedelta(days=60)).strftime('%F %T')

1-1. Binance spot

- Binance spot candlestick

Candlestick data of the Binance spot market.

data_name:

binance_candlestick_1d, binance_candlestick_1h and binance_candlestick_5min

symbol:

BTCUSDT, ETHUSDT, XRPBUSD, 1INCHBTC and etc.

values	description
time
open, high, low and close	open, high, low and close - Candlestick prices.
base_volume	Volume in base asset. In BTCUSDT, it is the sum of trades in BTC.
quote_volume	Volume in quote asset. In BTCUSDT, it is the sum of the trades in USDT. - The sum of buys in base asset.
buy_base_volume	The sum of buys in base asset.
buy_quote_volume	The sum of buys in quote asset.
trade_count	The number of the trades.

1-2. Binance USD-M futures

- Binance USD-M futures candlestick

Candlestick data of the Binance USD-M futures market.

data_name:

binance_um_futures_candlestick_1d, binance_um_futures_candlestick_1h and binance_um_futures_candlestick_5min

symbol:

BTCUSDT, BTCUSDT_230929, ETHBUSD and etc.

value	description
time
open, high, low and close	Candlestick prices.
base_volume	Volume in base asset. In BTCUSDT, it is the sum of trades in BTC.
quote_volume	Volume in quote asset. In BTCUSDT, it is the sum of the trades in USDT.
buy_base_volume	The sum of buys in base asset.
buy_quote_volume	The sum of buys in quote asset.
trade_count	The number of the trades.

- Binance USD-M futures index price

Index price data of the Binance USD-M futures market.

data_name:

binance_um_futures_index_price_1d, binance_um_futures_index_price_1h and binance_um_futures_index_price_5min

symbol:

BTCUSDT, BTCUSDT_230929, ETHBUSD and etc.

value	description
time
open, high, low and close	OHLC of the index prices.

- Binance USD-M futures mark price

Mark price data of the Binance USD-M futures market.

data_name:

binance_um_futures_mark_candlestick_1d, binance_um_futures_mark_candlestick_1h and binance_um_futures_mark_candlestick_5min

symbol:

BTCUSDT, BTCUSDT_230929, ETHBUSD and etc.

value	description
time
open, high, low and close	OHLC of the mark prices.

- Binance USD-M futures funding rate history

Funding history data of the Binance USD-M futures market.

data_name:

binance_um_futures_funding_history

symbol:

BTCUSDT, 1000LUNCUSDT, ETHBUSD and etc.

value	description
time
funding_rate	The rate of the funding fee. If it is positive, then it means that the long positions pay fee to the short positions.

- Binance USD-M futures open interest

Open interest data of Binance USD-M futures market

data_name:

binance_um_futures_open_interest_1d, binance_um_futures_open_interest_1h, and binance_um_futures_open_interest_5min

symbol:

BTCUSDT, 1000LUNCUSDT, XRPBUSD and etc.

value	description
time
open_interest	The size of open positions. Usually, the value of it is the base asset of the symbol.
open_interest_value	Open interest value in quote asset of the symbol.

- Binance USD-M futures Long/Short ratio by accounts

Long/Short ratio data by the number of accounts of the Binance USD-M futures market.

data_name:

binance_um_futures_long_short_ratio_by_account_1d, binance_um_futures_long_short_ratio_by_account_1h and binance_um_futures_long_short_ratio_by_account_5min

symbol:

BTCUSDT, BTCUSDT_230929, ETHBUSD and etc.

value	description
time
_long	The ratio of Long position ranged from 0 to 1.

- Binance USD-M futures Long/Short ratio by top traders accounts

Long/Short ratio data by the number of top traders accounts of the Binance USD-M futures market.

data_name:

binance_um_futures_long_short_ratio_by_top_trader_account_1d, binance_um_futures_long_short_ratio_by_top_trader_account_1h and binance_um_futures_long_short_ratio_by_top_trader_account_5min

symbol:

BTCUSDT, BTCUSDT_230929, ETHBUSD and etc.

value	description
time
_long	The ratio of Long position ranged from 0 to 1.

- Binance USD-M futures Long/Short ratio by top traders positions

Long/Short ratio data by the sum of the open positions of the top traders of the Binance USD-M futures market.

data_name:

binance_um_futures_long_short_ratio_by_top_trader_position_1d, binance_um_futures_long_short_ratio_by_top_trader_position_1h and binance_um_futures_long_short_ratio_by_top_trader_position_5min

symbol:

BTCUSDT, BTCUSDT_230929, ETHBUSD and etc.

value	description
time
_long	The ratio of Long position ranged from 0 to 1.

1-3. Binance COIN-M futures

- Binance COIN-M futures candlestick

Candlestick data of the Binance COIN-M futures market.

data_name:

binance_cm_futures_candlestick_1d, binance_cm_futures_candlestick_1h and binance_cm_futures_candlestick_5min

symbol:

BTCUSD_PERP, XRPUSD_230929, ETHUSD_PERP and etc.

value	description
time
open, high, low and close	Candlestick prices.
base_volume	Volume in base asset. In BTCUSD_PERP, it is the sum of trades in BTC.
cont_volume	Volume in contracts. In BTCUSD_PERP, since 1 cont is same as 100USD, cont_volume * 100 is same as the volume in USD.
buy_base_volume	The sum of buys in base asset.
cont_buy_volume	The sum of buys in contracts.
trade_count	The number of the trades.

- Binance COIN-M futures index price

Index price data of the Binance COIN-M futures market. The symbol of it is actually a pair, which means that the symbol are made by base asset and quote asset only. For example, BTCUSD_PERP doesn't work here.

data_name:

binance_cm_futures_index_price_1d, binance_cm_futures_index_price_1h and binance_cm_futures_index_price_5min

symbol:

BTCUSD, ETHUSD and etc.

value	description
time
open, high, low and close	OHLC of the index prices.

- Binance COIN-M futures mark price

Mark price data of the Binance COIN-M futures market.

data_name:

binance_cm_futures_mark_candlestick_1d, binance_cm_futures_mark_candlestick_1h and binance_cm_futures_mark_candlestick_5min

symbol:

BTCUSD_PERP, XRPUSD_230929, ETHUSD_PERP and etc.

value	description
time
open, high, low and close	OHLC of the mark prices.

- Binance COIN-M futures funding rate history

Funding history data of the Binance COIN-M futures market.

data_name:

binance_cm_futures_funding_history

symbol:

BTCUSD_PERP, ETHUSD_PERP and etc.

value	description
time
funding_rate	The rate of the funding fee. If it is positive, then it means that the long positions pay fee to the short positions.

- Binance COIN-M futures open interest

Open interest data of Binance COIN-M futures market

data_name:

binance_cm_futures_open_interest_1d, binance_cm_futures_open_interest_1h, and binance_cm_futures_open_interest_5min

symbol:

BTCUSD_PERP, XRPUSD_230929, ETHUSD_PERP and etc.

value	description
time
open_interest	The size of open positions. The unit of the value is cont(contract). For example, 1 cont of BTCUSD_PERP is 100USD. If open_interest of it is 1500, then it means that 1500 cont(=150000 USD) is the size of the open positions of BTCUSD_PERP. Cont varies by the symbols.
open_interest_value	Open interest value in base asset of the symbol. Unlike USD-M, it is in base asset.

- Binance COIN-M futures Long/Short ratio by accounts

Long/Short ratio data by the number of accounts of the Binance COIN-M futures market.

data_name:

binance_cm_futures_long_short_ratio_by_account_1d, binance_cm_futures_long_short_ratio_by_account_1h and binance_cm_futures_long_short_ratio_by_account_5min

symbol:

BTCUSD_PERP, XRPUSD_230929, ETHUSD_PERP and etc.

value	description
time
_long	The ratio of Long position ranged from 0 to 1.

- Binance COIN-M futures Long/Short ratio by top traders accounts

Long/Short ratio data by the number of top traders accounts of the Binance COIN-M futures market.

data_name:

binance_cm_futures_long_short_ratio_by_top_trader_account_1d, binance_cm_futures_long_short_ratio_by_top_trader_account_1h and binance_cm_futures_long_short_ratio_by_top_trader_account_5min

symbol:

BTCUSD_PERP, XRPUSD_230929, ETHUSD_PERP and etc.

value	description
time
_long	The ratio of Long position ranged from 0 to 1.

- Binance COIN-M futures Long/Short ratio by top traders positions

Long/Short ratio data by the sum of the open positions of the top traders of the Binance COIN-M futures market.

data_name:

binance_cm_futures_long_short_ratio_by_top_trader_position_1d, binance_cm_futures_long_short_ratio_by_top_trader_position_1h and binance_cm_futures_long_short_ratio_by_top_trader_position_5min

symbol:

BTCUSD_PERP, XRPUSD_230929, ETHUSD_PERP and etc.

value	description
time
_long	The ratio of Long position ranged from 0 to 1.

- Binance COIN-M futures basis

Basis rate data of the Binance COIN-M futures market.

data_name:

binance_cm_futures_basis_1d, binance_cm_futures_basis_1h and binance_cm_futures_basis_5min

symbol:

BTCUSD_PERP, XRPUSD_230929, ETHUSD_PERP and etc.

value	description
time
basis_rate
basis
annualized_basis_rate

2-1. OKX spot

- OKX spot candlestick

Candlestick data of the OKX spot market.

data_name:

okx_candlestick_1d, okx_candlestick_1h and okx_candlestick_5min

symbol:

BTC-USDT, ETH-USDT and etc.

value	description
time
open, high, low and close	Candlestick prices.
base_volume	Volume in base asset. In BTC-USDT, it is the sum of trades in BTC.
quote_volume	Volume in quote asset. In BTC-USDT, it is the sum of the trades in USDT.

2-2. OKX futures

In the dataset, futures and perpetual swap markets in OKX are merged into the okx_futures.

- OKX futures & perpetual swap candlestick

Candlestick data of the OKX futures & perpetual swap markets.

data_name:

okx_futures_candlestick_1d, okx_futures_candlestick_1h and okx_futures_candlestick_5min

symbol:

BTC-USDC-SWAP, BTC-USD-230414, TRX-USD-SWAP and etc.

value	description
time
open, high, low and close	Candlestick prices.
base_volume	Volume in base asset.
quote_volume	Volume in quote asset.
cont_volume	Volume in contracts.

- OKX index price

Index price data of the OKX. In actual OKX, the index price is not compared by the market types. But in UnBlinked, you can find it at OKX futures category.

data_name:

okx_futures_index_price_1d, okx_futures_index_price_1h and okx_futures_index_price_5min

symbol:

BTC-USD, XRP-USDT, SOL-USDT and etc.

value	description
time
open, high, low and close	OHLC of the index prices.

- OKX futures & perpetual swap mark price

Mark price data of the OKX futures & perpetual swap markets

data_name:

okx_futures_mark_price_1d, okx_futures_mark_price_1h and okx_futures_mark_price_5min

symbol:

BTC-USDC-SWAP, BTC-USD-230414, TRX-USD-SWAP and etc.

value	description
time
open, high, low and close	OHLC of the mark prices.

2-3. OKX option

- OKX option mark price

Mark price data of the OKX option market

data_name:

okx_option_mark_price_1d, okx_option_mark_price_1h and okx_option_mark_price_5min

symbol:

BTC-USD-230408-26000-C, BTC-USD-230414-20000-P and etc.

value	description
time
open, high, low and close	OHLC of the mark prices.

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