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Description
From 2020-01-01 to 2026-05-20, this dataset contains 180,716 rows of 30-minute dollar bars for the BTC/USDT spot trading pair on Binance. It is derived from higher-frequency data and exported daily by the author 'vaquum'. The dataset includes metrics such as open, high, low, close prices, volume, and liquidity indicators.
Use Cases
Developing trading strategies based on price and volume patterns.
Analyzing market liquidity dynamics based on the provided liquidity columns.
Backtesting algorithmic models using the structured, time-series OHLCV data.
Studying the relationship between trade activity and price volatility based on the number of trades and standard deviation columns.
Strengths
Covers a multi-year period from 2020-01-01 to 2026-05-20.
Contains 180,716 rows of structured financial data.
Includes derived statistical features like mean and standard deviation per bar.
Limitations
Column-level documentation is absent; field semantics must be inferred after download.
The description metadata is limited; actual data quality requires manual inspection after download.
Provenance
Source
Binance spot market, exported from origo.binance_spot_dollar_klines.
Collection Method
Derived from 1-minute dollar-kline foundation to create 30-minute dollar bars.
Time Range
2020-01-01 to 2026-05-20
Freshness
Last updated 2026-05-21 09:05:23; freshness should be verified.
License is unknown; terms of use must be verified before application.