Datasets:

KEDevO
/

crypto-market-datasets

agg_id int64 18.4M 99.4M	price float64 3.62k 10.5k	quantity float64 0 410	first_trade_id int64 25.2M 138M	last_trade_id int64 25.2M 138M	timestamp int64 1,578B 1,591B	is_buyer_maker bool 2 classes	symbol stringclasses 1 value	market stringclasses 1 value
18,619,927	6,896.28	0.29	25,594,323	25,594,323	1,578,016,223,887	false	BTCUSDT	futures
18,619,928	6,896.07	0.571	25,594,324	25,594,324	1,578,016,224,224	true	BTCUSDT	futures
18,619,929	6,896.27	0.012	25,594,325	25,594,325	1,578,016,225,308	false	BTCUSDT	futures
18,619,930	6,896.08	0.007	25,594,326	25,594,326	1,578,016,227,624	false	BTCUSDT	futures
18,619,931	6,896.08	0.148	25,594,327	25,594,327	1,578,016,228,888	false	BTCUSDT	futures
18,619,932	6,896.1	0.758	25,594,328	25,594,328	1,578,016,228,888	false	BTCUSDT	futures
18,619,933	6,896.07	0.026	25,594,329	25,594,329	1,578,016,229,051	true	BTCUSDT	futures
18,619,934	6,896	0.274	25,594,330	25,594,330	1,578,016,229,051	true	BTCUSDT	futures
18,619,935	6,896.01	0.001	25,594,331	25,594,331	1,578,016,231,471	false	BTCUSDT	futures
18,619,936	6,896	0.076	25,594,332	25,594,332	1,578,016,232,493	true	BTCUSDT	futures
18,619,937	6,896.01	0.001	25,594,333	25,594,333	1,578,016,233,053	false	BTCUSDT	futures
18,619,938	6,896	0.003	25,594,334	25,594,334	1,578,016,233,172	true	BTCUSDT	futures
18,619,939	6,896	1.78	25,594,335	25,594,336	1,578,016,233,464	true	BTCUSDT	futures
18,619,940	6,896	0.319	25,594,337	25,594,338	1,578,016,233,585	true	BTCUSDT	futures
18,619,941	6,895.27	0.001	25,594,339	25,594,339	1,578,016,233,603	true	BTCUSDT	futures
18,619,942	6,895.28	0.03	25,594,340	25,594,340	1,578,016,233,807	true	BTCUSDT	futures
18,619,943	6,895.27	0.075	25,594,341	25,594,341	1,578,016,233,807	true	BTCUSDT	futures
18,619,944	6,895	0.1	25,594,342	25,594,342	1,578,016,234,423	true	BTCUSDT	futures
18,619,945	6,894.76	0.409	25,594,343	25,594,343	1,578,016,234,947	false	BTCUSDT	futures
18,619,946	6,894.77	0.316	25,594,344	25,594,344	1,578,016,234,947	false	BTCUSDT	futures
18,619,947	6,894.71	0.1	25,594,345	25,594,345	1,578,016,235,459	true	BTCUSDT	futures
18,619,948	6,894.54	1.272	25,594,346	25,594,346	1,578,016,235,459	true	BTCUSDT	futures
18,619,949	6,894.72	0.056	25,594,347	25,594,348	1,578,016,235,937	true	BTCUSDT	futures
18,619,950	6,894.54	0.079	25,594,349	25,594,349	1,578,016,235,937	true	BTCUSDT	futures
18,619,951	6,894.55	0.03	25,594,350	25,594,350	1,578,016,237,185	true	BTCUSDT	futures
18,619,952	6,894.54	0.026	25,594,351	25,594,351	1,578,016,237,186	true	BTCUSDT	futures
18,619,953	6,894.44	3.604	25,594,352	25,594,352	1,578,016,237,186	true	BTCUSDT	futures
18,619,954	6,894.26	0.409	25,594,353	25,594,353	1,578,016,237,186	true	BTCUSDT	futures
18,619,955	6,894.21	0.931	25,594,354	25,594,354	1,578,016,237,186	true	BTCUSDT	futures
18,619,956	6,894.45	0.193	25,594,355	25,594,355	1,578,016,237,961	true	BTCUSDT	futures
18,619,957	6,894.44	0.184	25,594,356	25,594,356	1,578,016,237,961	true	BTCUSDT	futures
18,619,958	6,894.44	0.744	25,594,357	25,594,357	1,578,016,238,016	true	BTCUSDT	futures
18,619,959	6,894.76	0.085	25,594,358	25,594,358	1,578,016,238,576	false	BTCUSDT	futures
18,619,960	6,894.77	0.388	25,594,359	25,594,359	1,578,016,238,576	false	BTCUSDT	futures
18,619,961	6,894.76	0.047	25,594,360	25,594,360	1,578,016,242,149	false	BTCUSDT	futures
18,619,962	6,894.77	1.809	25,594,361	25,594,362	1,578,016,242,150	false	BTCUSDT	futures
18,619,963	6,894.77	0.273	25,594,363	25,594,363	1,578,016,242,857	false	BTCUSDT	futures
18,619,964	6,894.98	0.026	25,594,364	25,594,364	1,578,016,242,858	false	BTCUSDT	futures
18,619,965	6,895.58	0.818	25,594,365	25,594,366	1,578,016,242,858	false	BTCUSDT	futures
18,619,966	6,895.59	0.383	25,594,367	25,594,367	1,578,016,242,858	false	BTCUSDT	futures
18,619,967	6,895.19	0.026	25,594,368	25,594,368	1,578,016,243,758	true	BTCUSDT	futures
18,619,968	6,895.13	0.03	25,594,369	25,594,369	1,578,016,243,758	true	BTCUSDT	futures
18,619,969	6,895.12	0.244	25,594,370	25,594,370	1,578,016,243,758	true	BTCUSDT	futures
18,619,970	6,895.12	0.056	25,594,371	25,594,372	1,578,016,245,805	true	BTCUSDT	futures
18,619,971	6,894.76	0.875	25,594,373	25,594,373	1,578,016,245,805	true	BTCUSDT	futures
18,619,972	6,894.77	0.001	25,594,374	25,594,374	1,578,016,248,713	false	BTCUSDT	futures
18,619,973	6,894.76	0.056	25,594,375	25,594,376	1,578,016,252,407	true	BTCUSDT	futures
18,619,974	6,894.34	0.184	25,594,377	25,594,377	1,578,016,252,408	true	BTCUSDT	futures
18,619,975	6,894.34	4.101	25,594,378	25,594,378	1,578,016,252,548	true	BTCUSDT	futures
18,619,976	6,894.28	3.471	25,594,379	25,594,379	1,578,016,252,579	true	BTCUSDT	futures
18,619,977	6,894.08	0.056	25,594,380	25,594,380	1,578,016,252,596	true	BTCUSDT	futures
18,619,978	6,893.85	5.87	25,594,381	25,594,385	1,578,016,252,658	true	BTCUSDT	futures
18,619,979	6,893.51	0.01	25,594,386	25,594,386	1,578,016,252,759	true	BTCUSDT	futures
18,619,980	6,893.71	1.32	25,594,387	25,594,387	1,578,016,252,762	true	BTCUSDT	futures
18,619,981	6,893.51	0.049	25,594,388	25,594,389	1,578,016,252,769	true	BTCUSDT	futures
18,619,982	6,893.49	0.03	25,594,390	25,594,390	1,578,016,252,769	true	BTCUSDT	futures
18,619,983	6,893.21	0.015	25,594,391	25,594,391	1,578,016,252,786	true	BTCUSDT	futures
18,619,984	6,893.34	0.709	25,594,392	25,594,392	1,578,016,252,825	true	BTCUSDT	futures
18,619,985	6,893.21	2.14	25,594,393	25,594,397	1,578,016,252,864	true	BTCUSDT	futures
18,619,986	6,893.15	0.014	25,594,398	25,594,398	1,578,016,253,098	false	BTCUSDT	futures
18,619,987	6,893.16	0.086	25,594,399	25,594,399	1,578,016,253,098	false	BTCUSDT	futures
18,619,988	6,893.11	0.032	25,594,400	25,594,400	1,578,016,253,213	false	BTCUSDT	futures
18,619,989	6,892.99	0.001	25,594,401	25,594,401	1,578,016,253,213	true	BTCUSDT	futures
18,619,990	6,893.01	0.026	25,594,402	25,594,402	1,578,016,255,938	true	BTCUSDT	futures
18,619,991	6,893.01	0.03	25,594,403	25,594,404	1,578,016,256,161	true	BTCUSDT	futures
18,619,992	6,892.69	0.007	25,594,405	25,594,405	1,578,016,256,161	true	BTCUSDT	futures
18,619,993	6,892.57	0.85	25,594,406	25,594,407	1,578,016,256,161	true	BTCUSDT	futures
18,619,994	6,892.58	0.071	25,594,408	25,594,408	1,578,016,257,319	false	BTCUSDT	futures
18,619,995	6,892.57	0.4	25,594,409	25,594,409	1,578,016,257,896	true	BTCUSDT	futures
18,619,996	6,893.03	0.656	25,594,410	25,594,410	1,578,016,259,525	true	BTCUSDT	futures
18,619,997	6,892.97	0.344	25,594,411	25,594,411	1,578,016,259,525	true	BTCUSDT	futures
18,619,998	6,893.13	3.333	25,594,412	25,594,412	1,578,016,262,826	false	BTCUSDT	futures
18,619,999	6,893.62	0.014	25,594,413	25,594,413	1,578,016,267,824	false	BTCUSDT	futures
18,620,000	6,893.32	2	25,594,414	25,594,415	1,578,016,268,612	true	BTCUSDT	futures
18,620,001	6,893.37	2.052	25,594,416	25,594,416	1,578,016,269,513	false	BTCUSDT	futures
18,620,002	6,893.25	3.623	25,594,417	25,594,419	1,578,016,270,346	false	BTCUSDT	futures
18,620,003	6,893.72	4.149	25,594,420	25,594,423	1,578,016,270,365	false	BTCUSDT	futures
18,620,004	6,893.72	0.542	25,594,424	25,594,426	1,578,016,270,477	false	BTCUSDT	futures
18,620,005	6,894.33	1.36	25,594,427	25,594,427	1,578,016,270,580	false	BTCUSDT	futures
18,620,006	6,893.86	4.314	25,594,428	25,594,428	1,578,016,270,588	false	BTCUSDT	futures
18,620,007	6,893.86	5.231	25,594,429	25,594,431	1,578,016,270,699	false	BTCUSDT	futures
18,620,008	6,893.91	0.056	25,594,432	25,594,433	1,578,016,274,905	true	BTCUSDT	futures
18,620,009	6,893.81	2.556	25,594,434	25,594,435	1,578,016,274,905	true	BTCUSDT	futures
18,620,010	6,893.51	0.032	25,594,436	25,594,436	1,578,016,274,972	true	BTCUSDT	futures
18,620,011	6,893.34	2.833	25,594,437	25,594,437	1,578,016,274,972	true	BTCUSDT	futures
18,620,012	6,893.29	0.1	25,594,438	25,594,439	1,578,016,274,973	true	BTCUSDT	futures
18,620,013	6,893.18	0.273	25,594,440	25,594,440	1,578,016,274,973	true	BTCUSDT	futures
18,620,014	6,893	4.564	25,594,441	25,594,441	1,578,016,274,973	true	BTCUSDT	futures
18,620,015	6,893.34	0.1	25,594,442	25,594,443	1,578,016,276,681	true	BTCUSDT	futures
18,620,016	6,893.28	0.15	25,594,444	25,594,444	1,578,016,276,682	true	BTCUSDT	futures
18,620,017	6,893.33	0.136	25,594,445	25,594,448	1,578,016,279,528	true	BTCUSDT	futures
18,620,018	6,893.28	1.347	25,594,449	25,594,449	1,578,016,279,529	true	BTCUSDT	futures
18,620,019	6,893.39	0.24	25,594,450	25,594,450	1,578,016,280,879	true	BTCUSDT	futures
18,620,020	6,893.72	0.303	25,594,451	25,594,451	1,578,016,281,792	false	BTCUSDT	futures
18,620,021	6,893.86	2.697	25,594,452	25,594,452	1,578,016,281,792	false	BTCUSDT	futures
18,620,022	6,893.45	8.76	25,594,453	25,594,454	1,578,016,282,331	true	BTCUSDT	futures
18,620,023	6,893.44	0.298	25,594,455	25,594,455	1,578,016,282,331	true	BTCUSDT	futures
18,620,024	6,893.43	0.433	25,594,456	25,594,457	1,578,016,282,331	true	BTCUSDT	futures
18,620,025	6,893.42	0.03	25,594,458	25,594,458	1,578,016,282,332	true	BTCUSDT	futures
18,620,026	6,893.41	1.235	25,594,459	25,594,461	1,578,016,282,332	true	BTCUSDT	futures

End of preview. Expand in Data Studio

Crypto Market Data Lake

Created and maintained by Eimantas Kulbe

⭐ If you use this dataset in research, a product, or any publication, please cite the author (see Citation below). It took significant infrastructure and months of collection effort — a citation is the simplest way to give credit.

A continuously growing data lake of crypto market microstructure data sourced from Binance and alternative data providers. Currently covers BTCUSDT from August 2017 → April 2026 — nearly a full decade of tick-level data. Additional symbols (ETHUSDT, SOLUSDT, BNBUSDT …) will be added in future releases.

Version v202618 — BTCUSDT full history, April 2026 snapshot.

All files are compressed Parquet (Snappy), sized 50–300 MB each for efficient streaming and DuckDB / pandas compatibility. All timestamps are int64 milliseconds UTC.

Datasets included

Dataset	Market	Coverage	Granularity	Rows (approx)
Aggregate trades	Spot	Aug 2017 – Apr 2026	Every trade	~16 billion
Aggregate trades	Futures UM	Jan 2020 – Apr 2026	Every trade	~9 billion
Klines (OHLCV 1m)	Spot	Sep 2017 – Apr 2026	1-minute bars	~4.5 M
Klines (OHLCV 1m)	Futures UM	Sep 2019 – Apr 2026	1-minute bars	~3.5 M
Funding rates	Futures UM	Sep 2019 – Apr 2026	Every 8 h	~7,200
Open interest	Futures UM	Apr 2026	Hourly	~720
Premium index	Futures UM	Apr 2026 onwards	1-minute	growing
Fear & Greed index	—	Apr 2026 onwards	Daily	growing
Deribit BTC DVOL + options	—	Apr 2026 onwards	15-minute	growing
Macro (DXY, SPX, Gold, US10Y)	—	Apr 2026 onwards	Daily	growing

Note: Futures aggregate trades for Sep–Dec 2019 are unavailable from all Binance public sources (vault returns 404); those months are omitted.

File layout

raw/
  agg_trades/
    market={spot,futures}/symbol=BTCUSDT/year=YYYY/month=MM/
      {start_ms}_{end_ms}.parquet          ← 50–300 MB each
  klines/
    market={spot,futures}/symbol=BTCUSDT/interval=1m/year=YYYY/month=MM/
      {start_ms}_{end_ms}.parquet
  funding_rates/symbol=BTCUSDT/year=YYYY/month=MM/
  open_interest/symbol=BTCUSDT/year=YYYY/month=MM/
  premium_index/symbol=BTCUSDT/year=YYYY/month=MM/
  alternative_me/fear_greed/year=YYYY/
  deribit/year=YYYY/month=MM/
  macro/{dxy,spx,gold,us10y}/year=YYYY/

Schemas

agg_trades

Column	Type	Description
agg_id	int64	Binance aggregate trade ID
price	float64	Trade price (USDT)
quantity	float64	Trade quantity (BTC)
first_trade_id	int64	First raw trade in the aggregate
last_trade_id	int64	Last raw trade in the aggregate
timestamp	int64	Execution time (ms UTC)
is_buyer_maker	bool	True = seller is aggressor
symbol	string	BTCUSDT
market	string	spot

klines

Column	Type	Description
open_time	int64	Bar open (ms UTC)
open / high / low / close	float64	OHLC prices (USDT)
volume	float64	Base volume (BTC)
close_time	int64	Bar close (ms UTC)
quote_volume	float64	Quote volume (USDT)
trades	int32	Trade count in bar
taker_buy_base	float64	Taker buy base volume
taker_buy_quote	float64	Taker buy quote volume
symbol	string	BTCUSDT
interval	string	1m
market	string	spot

funding_rates

Column	Type	Description
timestamp	int64	Funding time (ms UTC)
funding_rate	float64	Rate applied
funding_time	int64	Funding settlement time (ms UTC)
symbol	string	BTCUSDT

Quick-start (DuckDB)

import duckdb

# Spot aggregate trades for 2021 — full year, fast scan
df = duckdb.sql("""
    SELECT date_trunc('hour', to_timestamp(timestamp/1000)) AS hour,
           sum(quantity * price) AS usd_volume,
           count(*)              AS trade_count
    FROM read_parquet(
        'raw/agg_trades/market=spot/symbol=BTCUSDT/year=2021/**/*.parquet',
        hive_partitioning=true
    )
    GROUP BY 1 ORDER BY 1
""").df()

# All-history 1-minute klines (spot)
klines = duckdb.read_parquet(
    'raw/klines/market=spot/symbol=BTCUSDT/interval=1m/**/*.parquet',
    hive_partitioning=True
)

Data sources

Source	Used for	URL
Binance REST API (`/api/v3/aggTrades`, `/fapi/v1/aggTrades`)	Aggregate trades 2022–2026	docs.binance.com
Binance Data Vault (monthly ZIP archives)	Aggregate trades 2017–2021	data.binance.vision
Binance REST API (`/api/v3/klines`, `/fapi/v1/klines`)	OHLCV klines all history	docs.binance.com
Binance REST API (`/fapi/v1/fundingRate`)	Funding rates	docs.binance.com
Binance REST API (`/futures/data/openInterestHist`)	Open interest (30-day window)	docs.binance.com
Binance WebSocket (spot + futures public streams)	Live klines + trades	docs.binance.com
Deribit REST API (public)	BTC DVOL + options market	docs.deribit.com
alternative.me Fear & Greed API	Fear & Greed index	alternative.me/crypto/fear-and-greed-index
Yahoo Finance (`yfinance`)	DXY, SPX, Gold, US10Y macro	finance.yahoo.com

Collection methodology

Built and maintained by Eimantas Kulbe using a custom Python pipeline running on four VPS nodes with rotating HTTP proxy pools to handle Binance rate limits without API keys.

Pre-2022 aggregate trades: downloaded from the Binance Data Vault monthly ZIP archives; parsed with DuckDB for out-of-core efficiency
2022–2026 aggregate trades: collected via Binance REST API using 1-hour time-range windows, distributed across workers with modulo assignment
Klines / Funding rates / OI: Binance REST API, full history
Real-time data: Binance WebSocket public streams (no API key required)
Alt data: Deribit REST, alternative.me, Yahoo Finance — polled every 15 minutes to 1 hour

Infrastructure: all writes are idempotent with a PostgreSQL chunk-log tracking every hourly window (done | skipped | failed). Schema version 1 is embedded in every Parquet file's metadata for forward-compatibility.

Known gaps

Gap	Reason
Futures agg_trades Sep–Dec 2019	Binance Data Vault returns 404; no public source exists
Isolated zero-trade hours (early 2017)	Genuine gaps in exchange history

License

This dataset is released under the Creative Commons Attribution 4.0 International (CC BY 4.0) license.

You are free to share, adapt, and use this data for any purpose including commercial, as long as you give appropriate credit to the author.

⚠️ Attribution is required. If you use this dataset, you must cite Eimantas Kulbe as the author. See the Citation section below.

Citation

If you use this dataset in academic work, a commercial product, a blog post, or any other publication, please cite it. This is a large-scale data collection effort and proper attribution helps sustain open data projects.

BibTeX:

@dataset{kulbe_btcusdt_2026,
  author    = {Kulbe, Eimantas},
  title     = {Crypto Market Data Lake (Binance + Alt Data)},
  year      = {2026},
  publisher = {HuggingFace Datasets},
  url       = {https://huggingface.co/datasets/KEDevO/crypto-market-datasets},
  license   = {CC BY 4.0},
  note      = {Contains aggregate trades, OHLCV klines, funding rates,
               open interest, and alternative data for BTCUSDT on Binance,
               covering August 2017 to April 2026.}
}

APA:

Kulbe, E. (2026). Crypto Market Data Lake (Binance + Alt Data) [Data set]. HuggingFace Datasets. https://huggingface.co/datasets/KEDevO/crypto-market-datasets

Acknowledgement (for papers):

The cryptocurrency market data used in this work was sourced from the Crypto Market Data Lake compiled by Eimantas Kulbe (2026), available at https://huggingface.co/datasets/KEDevO/crypto-market-datasets under CC BY 4.0.

Dataset compiled and maintained by Eimantas Kulbe. For issues or questions, open a discussion on the dataset page.

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