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The dataset generation failed because of a cast error
Error code:   DatasetGenerationCastError
Exception:    DatasetGenerationCastError
Message:      An error occurred while generating the dataset

All the data files must have the same columns, but at some point there are 1 new columns ({'Timestamp'}) and 1 missing columns ({'Date'}).

This happened while the csv dataset builder was generating data using

hf://datasets/akhverm/Bedrock/BTC/BTCUSD_1-MIN_DATA.csv (at revision f576292eae6764e3f1e3db9c810becf88cf3107b), ['hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/AAPL/AAPL_2025.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/AAPL/AAPL_USD.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/BTC/BTCUSD_1-MIN_DATA.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/ETH/ETH_1H.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/ETH/ETH_1min.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/ETH/ETH_day.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_12hours.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_15minutes.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1day.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1hour.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1minute.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1month.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1week.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_2hours.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_30minutes.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_3days.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_3minutes.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_4hours.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_5minutes.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_6hours.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_8hours.csv']

Please either edit the data files to have matching columns, or separate them into different configurations (see docs at https://hf.co/docs/hub/datasets-manual-configuration#multiple-configurations)
Traceback:    Traceback (most recent call last):
                File "/usr/local/lib/python3.14/site-packages/datasets/builder.py", line 1848, in _prepare_split_single
                  writer.write_table(table)
                  ~~~~~~~~~~~~~~~~~~^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/arrow_writer.py", line 765, in write_table
                  self._write_table(pa_table, writer_batch_size=writer_batch_size)
                  ~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/arrow_writer.py", line 773, in _write_table
                  pa_table = table_cast(pa_table, self._schema)
                File "/usr/local/lib/python3.14/site-packages/datasets/table.py", line 2378, in table_cast
                  return cast_table_to_schema(table, schema)
                File "/usr/local/lib/python3.14/site-packages/datasets/table.py", line 2306, in cast_table_to_schema
                  raise CastError(
                  ...<3 lines>...
                  )
              datasets.table.CastError: Couldn't cast
              Timestamp: int64
              Open: double
              High: double
              Low: double
              Close: double
              Volume: double
              -- schema metadata --
              pandas: '{"index_columns": [{"kind": "range", "name": null, "start": 0, "' + 945
              to
              {'Date': Value('string'), 'Open': Value('float64'), 'High': Value('float64'), 'Low': Value('float64'), 'Close': Value('float64'), 'Volume': Value('float64')}
              because column names don't match
              
              During handling of the above exception, another exception occurred:
              
              Traceback (most recent call last):
                File "/src/services/worker/src/worker/job_runners/config/parquet_and_info.py", line 1369, in compute_config_parquet_and_info_response
                  parquet_operations, partial, estimated_dataset_info = stream_convert_to_parquet(
                                                                        ~~~~~~~~~~~~~~~~~~~~~~~~~^
                      builder, max_dataset_size_bytes=max_dataset_size_bytes
                      ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                  )
                  ^
                File "/src/services/worker/src/worker/job_runners/config/parquet_and_info.py", line 948, in stream_convert_to_parquet
                  builder._prepare_split(split_generator=splits_generators[split], file_format="parquet")
                  ~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/builder.py", line 1694, in _prepare_split
                  for job_id, done, content in self._prepare_split_single(
                                               ~~~~~~~~~~~~~~~~~~~~~~~~~~^
                      gen_kwargs=gen_kwargs, job_id=job_id, **_prepare_split_args
                      ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                  ):
                  ^
                File "/usr/local/lib/python3.14/site-packages/datasets/builder.py", line 1850, in _prepare_split_single
                  raise DatasetGenerationCastError.from_cast_error(
                  ...<4 lines>...
                  )
              datasets.exceptions.DatasetGenerationCastError: An error occurred while generating the dataset
              
              All the data files must have the same columns, but at some point there are 1 new columns ({'Timestamp'}) and 1 missing columns ({'Date'}).
              
              This happened while the csv dataset builder was generating data using
              
              hf://datasets/akhverm/Bedrock/BTC/BTCUSD_1-MIN_DATA.csv (at revision f576292eae6764e3f1e3db9c810becf88cf3107b), ['hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/AAPL/AAPL_2025.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/AAPL/AAPL_USD.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/BTC/BTCUSD_1-MIN_DATA.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/ETH/ETH_1H.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/ETH/ETH_1min.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/ETH/ETH_day.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_12hours.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_15minutes.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1day.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1hour.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1minute.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1month.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_1week.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_2hours.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_30minutes.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_3days.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_3minutes.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_4hours.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_5minutes.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_6hours.csv', 'hf://datasets/akhverm/Bedrock@f576292eae6764e3f1e3db9c810becf88cf3107b/SOL/SOLUSDT_8hours.csv']
              
              Please either edit the data files to have matching columns, or separate them into different configurations (see docs at https://hf.co/docs/hub/datasets-manual-configuration#multiple-configurations)

Need help to make the dataset viewer work? Make sure to review how to configure the dataset viewer, and open a discussion for direct support.

Date
string
Open
float64
High
float64
Low
float64
Close
float64
Volume
float64
1984-09-07
0.099824
0.101049
0.098619
0.099824
98,594,718.564571
1984-09-10
0.099824
0.10013
0.097424
0.099232
76,525,586.295332
1984-09-11
0.10013
0.102846
0.10013
0.101049
180,451,874.77626
1984-09-12
0.101049
0.101641
0.098007
0.098007
157,640,102.52492
1984-09-13
0.10346
0.103754
0.10346
0.10346
245,518,630.11974
1984-09-14
0.103754
0.10736
0.103754
0.10495
292,335,803.43719
1984-09-17
0.107676
0.109178
0.107676
0.107676
228,250,569.55885
1984-09-18
0.107676
0.108565
0.103754
0.103754
115,226,112.83191
1984-09-19
0.103754
0.10495
0.101641
0.101641
125,862,763.03932
1984-09-20
0.101938
0.102846
0.101938
0.101938
78,355,891.528485
1984-09-21
0.101938
0.10495
0.099824
0.101049
118,223,408.41933
1984-09-24
0.101049
0.101641
0.10013
0.10013
93,554,928.38315
1984-09-25
0.099824
0.099824
0.098007
0.098007
197,507,733.82648
1984-09-26
0.098007
0.102529
0.096821
0.096821
131,406,575.97819
1984-09-27
0.096821
0.097424
0.096821
0.096821
125,438,353.94308
1984-09-28
0.096821
0.096821
0.092594
0.094401
276,394,064.83889
1984-10-01
0.094115
0.094115
0.092288
0.092288
115,783,123.95238
1984-10-02
0.092891
0.096209
0.092891
0.092891
140,027,248.55398
1984-10-03
0.094401
0.095903
0.094401
0.094401
142,600,267.68059
1984-10-04
0.095587
0.096209
0.095587
0.095587
148,594,984.40346
1984-10-05
0.095587
0.095587
0.092891
0.093503
115,544,422.69155
1984-10-08
0.093503
0.094115
0.093503
0.093503
55,623,662.064464
1984-10-09
0.093503
0.094115
0.092594
0.092594
148,329,712.51856
1984-10-10
0.092594
0.092594
0.089868
0.089868
432,044,786.68085
1984-10-11
0.089868
0.092288
0.089275
0.089275
216,420,287.49924
1984-10-12
0.089275
0.089868
0.084732
0.085345
314,749,750.37867
1984-10-15
0.090165
0.091073
0.090165
0.090165
288,065,225.88692
1984-10-16
0.090165
0.09048
0.089868
0.089868
139,762,070.83012
1984-10-17
0.093503
0.094115
0.093503
0.093503
185,491,765.19363
1984-10-18
0.096209
0.096821
0.096209
0.096209
292,680,633.29668
1984-10-19
0.096209
0.102846
0.095903
0.096209
386,182,514.59274
1984-10-22
0.096209
0.09771
0.095587
0.095587
135,889,371.2389
1984-10-23
0.09771
0.098619
0.09771
0.09771
220,770,467.57341
1984-10-24
0.098619
0.099824
0.098619
0.098619
197,772,989.51164
1984-10-25
0.098619
0.098619
0.095014
0.095014
187,295,501.82768
1984-10-26
0.095014
0.095014
0.092288
0.092594
135,995,424.91372
1984-10-29
0.092891
0.093503
0.092891
0.092891
59,973,813.789083
1984-10-30
0.094115
0.095014
0.094115
0.094115
88,329,409.104153
1984-10-31
0.094115
0.095014
0.093503
0.093503
71,326,668.014926
1984-11-01
0.094115
0.095014
0.094115
0.094115
55,703,206.876754
1984-11-02
0.094115
0.094401
0.092891
0.093503
32,785,326.276445
1984-11-05
0.093503
0.095587
0.092891
0.092891
124,775,235.48612
1984-11-06
0.098619
0.099232
0.098619
0.098619
266,818,454.58432
1984-11-07
0.098619
0.099232
0.096821
0.096821
274,192,477.58284
1984-11-08
0.096821
0.096821
0.092891
0.092891
104,350,696.56469
1984-11-09
0.092891
0.093503
0.086569
0.087478
348,304,331.81058
1984-11-12
0.09048
0.091073
0.09048
0.09048
134,112,134.35501
1984-11-13
0.09048
0.092594
0.088387
0.088387
150,000,851.17833
1984-11-14
0.089275
0.090165
0.089275
0.089275
123,554,998.58537
1984-11-15
0.089275
0.090165
0.089275
0.089275
126,234,079.48667
1984-11-16
0.089275
0.09048
0.086875
0.087478
196,287,581.9744
1984-11-19
0.087478
0.088081
0.082332
0.082332
275,890,075.49341
1984-11-20
0.085038
0.085345
0.085038
0.085038
311,725,822.40563
1984-11-21
0.086875
0.087478
0.086875
0.086875
211,645,702.37876
1984-11-23
0.088081
0.09048
0.088081
0.089275
162,335,062.84685
1984-11-26
0.090165
0.090165
0.090165
0.090165
119,178,406.84716
1984-11-27
0.092594
0.093503
0.092594
0.092594
150,876,144.82136
1984-11-28
0.097424
0.099824
0.097424
0.097424
486,130,035.63285
1984-11-29
0.097424
0.097424
0.095587
0.095587
207,083,406.85506
1984-11-30
0.095587
0.096209
0.092594
0.092891
128,727,522.41397
1984-12-03
0.092891
0.093503
0.091676
0.091676
116,048,379.63753
1984-12-04
0.093503
0.095587
0.093503
0.093503
142,547,194.26891
1984-12-05
0.098007
0.098007
0.098007
0.098007
311,327,992.03334
1984-12-06
0.102846
0.10346
0.102846
0.102846
375,705,024.88382
1984-12-07
0.102846
0.106766
0.101938
0.102529
585,599,984.05395
1984-12-10
0.102529
0.102529
0.100447
0.100447
132,016,623.04843
1984-12-11
0.100447
0.101938
0.099232
0.099232
146,579,036.1339
1984-12-12
0.099232
0.099232
0.095903
0.095903
130,345,577.53722
1984-12-13
0.096821
0.098619
0.096821
0.096821
79,151,602.897304
1984-12-14
0.096821
0.10013
0.096821
0.099232
113,846,793.39398
1984-12-17
0.101641
0.102529
0.101641
0.101641
148,303,229.98063
1984-12-18
0.107676
0.107971
0.107676
0.107676
403,291,302.2694
1984-12-19
0.107676
0.107971
0.10346
0.10346
375,970,256.26934
1984-12-20
0.10346
0.105245
0.102846
0.102846
165,597,727.51766
1984-12-21
0.102846
0.10346
0.100447
0.101641
146,711,672.58258
1984-12-24
0.10346
0.103754
0.10346
0.10346
79,973,927.414525
1984-12-26
0.103754
0.10495
0.103754
0.103754
79,549,540.592937
1984-12-27
0.104356
0.10495
0.104356
0.104356
116,950,231.75482
1984-12-28
0.104356
0.108565
0.103754
0.107971
195,783,558.20447
1984-12-31
0.109483
0.110087
0.109483
0.109483
246,022,565.80355
1985-01-02
0.109483
0.109483
0.10495
0.10495
207,587,291.91468
1985-01-03
0.106766
0.109483
0.106766
0.106766
197,295,457.39199
1985-01-04
0.106766
0.10736
0.105245
0.106766
162,547,277.51982
1985-01-07
0.106766
0.10736
0.106165
0.106165
202,388,414.13364
1985-01-08
0.106165
0.10736
0.105245
0.105245
167,109,614.55536
1985-01-09
0.107971
0.109483
0.107971
0.107971
197,428,183.95177
1985-01-10
0.112792
0.113097
0.112792
0.112792
328,092,007.56211
1985-01-11
0.112792
0.113732
0.11069
0.111893
242,813,025.16866
1985-01-14
0.114896
0.116099
0.114896
0.114896
320,240,424.09438
1985-01-15
0.114896
0.117019
0.112792
0.112792
313,768,288.65009
1985-01-16
0.113732
0.115527
0.113732
0.113732
224,855,351.46307
1985-01-17
0.113732
0.115527
0.105553
0.105553
648,358,923.30678
1985-01-18
0.105553
0.110087
0.105245
0.107676
417,615,048.51849
1985-01-21
0.110087
0.11069
0.110087
0.110087
385,360,209.31272
1985-01-22
0.113097
0.113732
0.113097
0.113097
503,079,724.57257
1985-01-23
0.113097
0.113732
0.111282
0.111282
509,790,668.60102
1985-01-24
0.111282
0.111282
0.109178
0.109178
470,188,206.92345
1985-01-25
0.109178
0.111282
0.106766
0.111282
377,110,839.0095
1985-01-28
0.113732
0.114896
0.113732
0.113732
488,092,828.47951
1985-01-29
0.113732
0.114627
0.112475
0.112475
264,935,191.3627
End of preview.

Bedrock Market Data Archive

Bedrock is a free and open collection of historical market data covering equities, cryptocurrencies, and other assets across a range of timeframes. The project is built for quantitative researchers, machine learning practitioners, backtesters, students, and developers who need accessible historical data without having to pay for another data API or piece together files from different sources.

The goal is straightforward: keep useful historical market data in one place, make it easy to inspect and download, and keep the underlying files simple enough that they can be used with almost any research stack.

Why this exists

Reliable historical market data is often harder to obtain than it should be. Some datasets are locked behind paid APIs, while others are spread across different providers and stored using inconsistent conventions. Even when the data is available, getting several assets and timeframes into a form that is actually convenient for research can become a project of its own.

Bedrock is an attempt to solve that problem with a simple archive of openly accessible historical data. The project focuses on practical usability rather than building another complicated data platform. The files remain available in plain CSV format so that they can be inspected directly, processed with standard tools, or incorporated into larger research pipelines.

The archive is intended to grow over time as new assets, timeframes, longer historical periods, corrections, and metadata are contributed.

Repository structure

Data is organized by ticker, with the timeframe represented in the filename.

datasets/
β”œβ”€β”€ AAPL/
β”‚   β”œβ”€β”€ AAPL_2025.csv
β”‚   └── AAPL_USD.csv
β”œβ”€β”€ BTC/
β”‚   └── BTCUSD_1-MIN_DATA.csv
β”œβ”€β”€ ETH/
β”‚   β”œβ”€β”€ ETH_1H.csv
β”‚   β”œβ”€β”€ ETH_1min.csv
β”‚   └── ETH_day.csv
└── SOL/
    β”œβ”€β”€ SOLUSDT_1minute.csv
    β”œβ”€β”€ SOLUSDT_5minutes.csv
    β”œβ”€β”€ SOLUSDT_15minutes.csv
    β”œβ”€β”€ SOLUSDT_30minutes.csv
    β”œβ”€β”€ SOLUSDT_1hour.csv
    β”œβ”€β”€ SOLUSDT_2hours.csv
    β”œβ”€β”€ SOLUSDT_3minutes.csv
    β”œβ”€β”€ SOLUSDT_4hours.csv
    β”œβ”€β”€ SOLUSDT_6hours.csv
    β”œβ”€β”€ SOLUSDT_8hours.csv
    β”œβ”€β”€ SOLUSDT_12hours.csv
    β”œβ”€β”€ SOLUSDT_1day.csv
    β”œβ”€β”€ SOLUSDT_3days.csv
    β”œβ”€β”€ SOLUSDT_1week.csv
    └── SOLUSDT_1month.csv

Each ticker has its own directory. File names generally describe the asset and candle resolution, such as 1minute, 1hour, 1day, 1week, or 1month.

Some files retain naming conventions from their original sources. This means that naming and column conventions are not yet perfectly uniform across the archive. Standardization is an ongoing part of the project rather than something being hidden behind a single artificial schema.

Data format

The datasets are primarily provided as standard CSV files containing OHLCV style market data.

A typical file contains the following fields:

Column Description
timestamp / date Candle opening time
open Opening price
high Highest price during the period
low Lowest price during the period
close Closing price
volume Traded volume

The exact column names and available fields can differ between files because the archive currently contains data originating from different sources. Timestamps are generally represented in UTC where that information is known, but users should check the individual dataset before assuming a particular timezone or convention.

If you find inconsistent naming, malformed data, missing information, or another issue, contributions and corrections are welcome.

Current coverage

Bedrock currently contains historical data for AAPL, BTC, ETH, and SOL.

AAPL contains historical Apple equity data. BTC contains BTCUSD data at 1 minute resolution. ETH contains Ethereum data across 1 minute, 1 hour, and daily resolutions.

SOL currently has the broadest timeframe coverage in the archive, ranging from 1 minute through 1 month. This includes 1 minute, 3 minute, 5 minute, 15 minute, 30 minute, 1 hour, 2 hour, 4 hour, 6 hour, 8 hour, 12 hour, 1 day, 3 day, 1 week, and 1 month candles.

Coverage will change as the archive grows, so the repository itself should be treated as the current source of truth for available assets and files.

Using the data

The files can be downloaded directly from Hugging Face or accessed through the repository using your preferred tooling.

For a local copy of the repository, clone it with:

git clone https://huggingface.co/datasets/akhverm/Bedrock

A CSV can then be loaded directly with pandas:

import pandas as pd

df = pd.read_csv(
    "datasets/SOL/SOLUSDT_1hour.csv"
)

print(df.head())

You can also load an individual file directly from Hugging Face without cloning the entire repository:

import pandas as pd

url = "https://huggingface.co/datasets/akhverm/Bedrock/resolve/main/datasets/SOL/SOLUSDT_1hour.csv"

df = pd.read_csv(url)

print(df.head())

The same files can be used with Polars, DuckDB, PyArrow, or other tools capable of reading CSV data.

Time series research

Bedrock is intended to be useful for research involving historical financial time series. Once a dataset has been loaded, users can build features, calculate returns, construct signals, train forecasting models, perform statistical analysis, or use the data as an input to a backtesting framework.

For example:

import pandas as pd

df = pd.read_csv(
    "datasets/SOL/SOLUSDT_1hour.csv"
)

df["timestamp"] = pd.to_datetime(df["timestamp"])
df = df.sort_values("timestamp")

df["return"] = df["close"].pct_change()

print(df.head())

When using the data for machine learning or backtesting, care should be taken to preserve the temporal structure of the dataset. Randomly shuffling financial observations can introduce look ahead bias and produce results that do not represent how a strategy or model would have behaved historically.

Researchers should also account for issues such as missing observations, duplicate timestamps, market closures, exchange outages, corporate actions, survivorship bias, transaction costs, and slippage where relevant to their experiment.

Data provenance

Bedrock is an evolving archive and may contain data collected or derived from multiple sources. Different providers can use different conventions for timestamps, symbols, volume, market sessions, and historical adjustments.

For that reason, users should verify the provenance and characteristics of an individual file before relying on it for a particular research project. The intention is to improve source documentation and metadata as the archive develops.

The project does not claim that every file is perfectly cleaned or standardized. Transparency about the underlying data is considered more useful than presenting an apparently uniform dataset without documenting how that uniformity was produced.

Disclaimer

The data in Bedrock is provided as is for research, educational, and experimental purposes.

No guarantee is made regarding the accuracy, completeness, continuity, or fitness of the data for any particular purpose. Historical market data can contain errors, missing observations, unexpected gaps, or source specific inconsistencies.

Bedrock should not be treated as a source for live trading decisions or financial advice. Data that is important to a financial decision should be independently verified against an appropriate primary or authoritative source.

Contributing

Bedrock is intended to be a community maintained archive. New assets, additional timeframes, longer historical coverage, data quality fixes, metadata, documentation improvements, and useful tooling are all welcome.

If you find a problem with an existing file, please document the issue clearly and open a contribution where possible. If you are adding new data, include whatever information is available about its source, timeframe, timezone, and methodology.

Contribution guidelines are available in CONTRIBUTING.md.

License

Bedrock is released under the MIT License.

See LICENSE for the complete license text.

The licensing of the underlying market data may depend on its original source. Users are responsible for checking applicable source specific terms where relevant.

Maintainer

Bedrock is maintained by github.com/ak495867.

The project is built around a simple idea: historical market data should be easier to access, inspect, and experiment with. If you use the archive in a project, research workflow, or backtesting system, contributions and improvements are welcome.

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