Datasets:

vaquum
/

binance_btcusdt_spot_agg_120M_klines

start_datetime timestamp[ms, tz=UTC]date 2020-01-01 00:00:00 2026-09-24 23:28:48	end_datetime timestamp[ms, tz=UTC]date 2020-01-01 23:36:44 2026-09-24 23:59:59	dollar_bar_id uint64 0 145	open float64 4.12k 126k	high float64 4.77k 126k	low float64 3.78k 125k	close float64 4.12k 126k	mean float64 4.2k 126k	std float64 0 1.6k	volume float64 0.92 28.6k	maker_ratio float64 0.15 0.92	no_of_trades uint64 65 363k	open_liquidity float64 0.01 2.68M	high_liquidity float64 14.6k 33.8M	low_liquidity float64 0 10.2	close_liquidity float64 0.17 23.9M	liquidity_sum float64 65.6k 141M	maker_volume float64 0.07 15.3k	maker_liquidity float64 4.68k 106M
2020-01-01T00:00:00	2020-01-01T23:36:44	0	7,195.24	7,255	7,175.15	7,188.53	7,218.40114	17.372324	16,624.36646	0.471121	181,100	10.79286	531,211.28762	0.007177	6,584.628783	120,005,214.8	7,763.039666	56,023,746.5
2020-01-01T23:36:46	2020-01-01T23:59:58	1	7,189.32	7,204.17	7,188.51	7,200.85	7,196.38044	3.516151	168.021705	0.569533	1,884	21.115033	46,067.2	0.007194	433.707196	1,209,237.3	82.392964	592,920.4
2020-01-02T00:00:00	2020-01-02T16:30:30	0	7,200.77	7,212.5	7,105	7,118.01	7,146.92059	21.118896	16,794.524728	0.491544	161,953	835.498142	797,582.92797	0.007108	14,236.02	120,000,222.9	8,882.821543	63,458,549.5
2020-01-02T16:30:30	2020-01-02T23:59:59	1	7,117.98	7,125.96	6,924.74	6,965.71	6,986.04127	39.883495	15,156.959204	0.475997	119,507	4,204.128117	394,639.581	0.006945	93.835079	105,982,118.4	7,927.051049	55,462,962.7
2020-01-03T00:00:00	2020-01-03T04:57:28	0	6,965.49	7,264.71	6,871.04	7,212.65	7,022.91608	119.438809	17,038.647228	0.485015	113,077	326.479482	479,827.57086	0.006879	1,707.49391	120,000,868.1	8,152.903581	57,300,111.9
2020-01-03T04:57:28	2020-01-03T09:53:08	1	7,212.71	7,342	7,168.48	7,331.91	7,243.87812	45.249173	16,563.905689	0.542609	110,457	1,999.99793	299,626.14503	0.007171	199.816543	119,999,240.2	8,234.143238	59,654,881.9
2020-01-03T09:53:08	2020-01-03T15:51:37	2	7,331.21	7,380	7,229.3	7,308.75	7,311.71404	33.573538	16,415.155872	0.51556	120,469	859.914277	316,808.699463	0.00725	5,262.3	120,004,778.5	7,814.972315	57,112,015.5
2020-01-03T15:51:37	2020-01-03T22:51:53	3	7,308.93	7,405	7,260.01	7,280.16	7,334.87537	32.037854	16,347.843221	0.503086	124,915	3,040.51488	444,469.714751	0.007265	1,724.706305	119,996,144.3	7,867.619762	57,730,829.1
2020-01-03T22:51:53	2020-01-03T23:59:59	4	7,279.53	7,346.08	7,279.49	7,344.96	7,318.1021	12.943022	2,062.948441	0.423688	16,616	2,911.812	152,774.5785	0.00728	29.37984	15,097,551.9	763.365282	5,587,630.6
2020-01-04T00:00:00	2020-01-04T13:53:34	0	7,345	7,369.63	7,280.85	7,303.8	7,331.82593	19.262152	16,365.571702	0.470127	145,367	443.292785	249,835.4	0.007284	2,499.900841	120,001,158.9	7,565.517955	55,469,066.7
2020-01-04T13:53:34	2020-01-04T23:59:59	1	7,303.77	7,404	7,272.21	7,354.11	7,330.68822	23.154346	13,622.403275	0.464363	122,779	520.79532	249,050	0.007289	254.29777	99,873,082	6,053.074774	44,370,062.5
2020-01-05T00:00:01	2020-01-05T07:51:50	0	7,354.19	7,495	7,354.11	7,467.02	7,442.83773	30.514509	16,118.424222	0.477081	116,456	299.97741	472,436.8	0.007365	479.658964	120,000,167.5	7,399.827986	55,103,744
2020-01-05T07:51:52	2020-01-05T20:36:36	1	7,466.03	7,484	7,400	7,432.96	7,442.66193	16.96996	16,126.727209	0.494288	149,411	239.935806	282,522.4304	0.007406	1,241.393516	120,000,852.4	8,079.352929	60,118,386.2
2020-01-05T20:36:36	2020-01-05T23:59:58	2	7,432.91	7,439.98	7,318	7,358.75	7,370.0465	30.823086	6,085.934173	0.504752	48,396	151.787455	263,396.39912	0.007325	10.088846	44,847,663.8	3,396.535125	25,026,459.2
2020-01-06T00:00:00	2020-01-06T05:37:26	0	7,357.64	7,580	7,346.76	7,501.08	7,486.91746	63.418826	16,015.032198	0.49014	105,529	219.964005	506,579.25	0.007352	1,385.344461	120,000,914.7	7,459.604983	55,912,702.9
2020-01-06T05:37:26	2020-01-06T14:05:43	1	7,501	7,622	7,465.44	7,525	7,540.33499	19.54684	15,918.973179	0.523279	132,845	375.05	367,857.23728	0.007497	57,942.5	120,050,868.5	8,197.624243	61,809,888.3
2020-01-06T14:05:43	2020-01-06T22:43:26	2	7,525	7,752	7,509.43	7,725.7	7,575.67889	56.547503	15,818.858076	0.468802	140,072	430.121475	506,618.97216	0.00751	4,635.42	119,950,510.7	7,111.747811	53,866,052.2
2020-01-06T22:43:26	2020-01-06T23:59:59	3	7,725.69	7,795.34	7,682.22	7,758	7,746.26975	22.964338	6,882.831863	0.450121	45,941	92.70828	426,873.71686	0.007691	660.616974	53,328,187.4	3,012.950509	23,330,227.1
2020-01-07T00:00:01	2020-01-07T01:34:19	0	7,758.9	8,000	7,758.29	7,891.48	7,896.47347	51.5837	15,194.877384	0.45806	92,025	91.2757	385,672.04853	0.007777	12,626.368	120,011,546.7	7,158.324515	56,541,893.3
2020-01-07T01:34:19	2020-01-07T08:46:25	1	7,891.47	7,940	7,821	7,877.34	7,882.29754	23.447348	15,220.916674	0.469452	116,719	9,013.652817	526,512.019693	0.00783	1,134.013989	119,988,917	7,501.06949	59,129,263.3
2020-01-07T08:46:25	2020-01-07T14:53:47	2	7,877.39	7,965	7,810.73	7,859.2	7,878.20899	31.665511	15,228.641058	0.484026	115,595	15.959592	549,402.833616	0.007824	18,834.171981	120,002,502.9	7,536.663045	59,400,387.1
2020-01-07T14:53:47	2020-01-07T17:58:25	3	7,858.01	7,952.05	7,723.71	7,927.58	7,854.79867	61.184538	15,286.225856	0.495483	97,636	120.023245	669,132.288	0.007744	1,003.259032	119,997,043.7	7,603.797717	59,664,465.8
2020-01-07T17:58:25	2020-01-07T20:17:21	4	7,927.48	8,137	7,919.22	8,086.65	8,058.96311	44.758896	14,895.211671	0.490096	99,652	45.765342	425,278.79108	0.00792	41,118.415681	120,005,818.7	7,077.68656	57,031,321.6
2020-01-07T20:17:21	2020-01-07T23:51:35	5	8,086.66	8,207.68	7,945.72	8,152.88	8,085.79299	59.564713	14,831.139573	0.498043	119,307	808.666	489,633.218523	0.007954	2,449.353433	119,996,470	7,825.889991	63,314,815.1
2020-01-07T23:51:35	2020-01-07T23:59:59	6	8,152.88	8,180.78	8,145.01	8,145.28	8,161.73693	6.982388	514.672445	0.556723	4,187	26.089216	175,139.911365	0.008155	1,711.673575	4,200,492.2	276.141794	2,253,677.3
2020-01-08T00:00:00	2020-01-08T01:05:33	0	8,145.92	8,455	8,142	8,366.59	8,328.25199	68.511042	14,397.796751	0.448872	90,224	199.949752	528,632.4056	0.008146	436.024838	120,000,315.3	6,214.881487	51,776,883.6
2020-01-08T01:05:33	2020-01-08T03:41:49	1	8,364.74	8,430	8,244.93	8,344	8,348.42872	49.451762	14,368.951401	0.51902	103,052	45.094313	388,524.43882	0.008247	20,906.834872	120,000,339.9	7,628.671331	63,695,906
2020-01-08T03:41:49	2020-01-08T09:30:51	2	8,344	8,377	8,264.86	8,316.59	8,321.76453	22.245593	14,423.281497	0.486073	120,338	2,976.980664	595,760.119052	0.00827	2,631.834805	119,999,492.1	7,369.855048	61,310,753.5
2020-01-08T09:30:52	2020-01-08T13:49:02	3	8,316.58	8,418.61	8,215.2	8,382.69	8,324.33911	40.137736	14,415.403593	0.496427	109,015	502.437864	350,324.270176	0.008232	20,244.389152	120,002,716.2	7,560.072395	62,913,438.1
2020-01-08T13:49:02	2020-01-08T16:30:10	4	8,382.69	8,406.99	8,184	8,200.13	8,302.66171	41.783184	14,469.754992	0.506307	96,080	2,610.75527	436,008.586389	0.008217	63,818.594142	120,055,306.5	7,695.946389	63,828,507.3
2020-01-08T16:30:10	2020-01-08T17:30:07	5	8,200	8,288.21	8,010	8,066.93	8,111.15194	60.949169	14,785.2042	0.492966	80,606	307.3524	418,664.235392	0.008023	23,498.095862	119,950,564.7	7,661.952749	62,119,855.2
2020-01-08T17:30:07	2020-01-08T20:38:26	6	8,067.16	8,108.65	7,870	7,983.92	8,007.42924	65.740588	15,001.973663	0.522077	98,045	2,016.79	416,846.45876	0.007881	221.378134	119,991,312.3	8,428.134625	67,401,241.8
2020-01-08T20:38:26	2020-01-08T23:59:59	7	7,982.28	8,125.57	7,957.55	8,055.98	8,034.10761	34.919014	10,760.276543	0.479315	83,442	472.902196	442,826.9226	0.007981	23.845701	86,410,185.5	4,992.019102	40,079,396.7
2020-01-09T00:00:00	2020-01-09T06:48:39	0	8,054.72	8,055.96	7,901.93	7,903.68	7,967.13757	27.121654	15,062.013308	0.488657	115,711	12.08208	616,223.90869	0.007907	15,807.36	120,011,867.1	7,562.068819	60,261,737.4
2020-01-09T06:48:39	2020-01-09T13:05:36	1	7,903.55	7,976.67	7,852.01	7,917.73	7,904.50081	27.096914	15,179.339174	0.492331	110,517	263.780981	412,311.433014	0.007857	476.021845	119,988,322.2	7,571.791228	59,853,255.5
2020-01-09T13:05:36	2020-01-09T18:28:26	2	7,917.76	7,945	7,778	7,814.49	7,861.31642	48.083638	15,272.664997	0.5155	100,130	476.601645	518,490.302	0.007788	470.268194	119,999,945.7	7,909.928066	62,138,302.6
2020-01-09T18:28:26	2020-01-09T21:53:25	3	7,814.49	8,000	7,750	7,800	7,871.56215	67.85312	15,240.673291	0.508745	96,400	469.377342	392,663.80704	0.007758	14,995.2348	120,004,069.3	7,884.064547	62,077,112.1
2020-01-09T21:53:25	2020-01-09T23:59:57	4	7,800.01	7,873.12	7,785.83	7,817.76	7,820.00973	16.556114	3,484.82906	0.465846	32,002	552.537108	130,195.02563	0.007789	51.573763	27,254,046.1	1,665.907949	13,028,163.6
2020-01-10T00:00:00	2020-01-10T08:26:59	0	7,817.74	7,854.06	7,700	7,700	7,780.48102	37.489291	15,446.689116	0.51696	117,220	25.782907	296,499.534	0.007716	53,387.95	120,051,865.2	8,145.864933	63,300,877.5
2020-01-10T08:26:59	2020-01-10T12:11:00	1	7,700	7,862	7,672	7,849.65	7,766.35528	52.435421	15,443.827683	0.496628	94,755	129.976	500,935.387073	0.007679	8,328.47865	119,951,955.7	7,915.616477	61,504,608.2
2020-01-10T12:11:00	2020-01-10T15:23:40	2	7,849.65	8,085	7,811	8,053.72	7,928.78225	61.68241	15,125.660212	0.477008	97,709	7,370.82135	654,850.128	0.00782	2,146.59826	119,997,093.2	6,915.637599	54,842,755.1
2020-01-10T15:23:41	2020-01-10T17:57:21	3	8,053.72	8,140.11	7,909.98	7,960	8,011.34248	57.760269	14,975.149333	0.462655	93,212	1,001.58478	496,912.576	0.007912	27,282.6214	120,014,764.3	7,218.706901	57,830,511
2020-01-10T17:57:21	2020-01-10T21:23:45	4	7,960	8,122	7,955	8,110	8,058.82872	35.88523	14,895.868017	0.459381	109,160	2,388	390,616.512	0.007965	75,724.45681	120,021,756.7	6,832.494537	55,062,864.2
2020-01-10T21:23:45	2020-01-10T23:59:59	5	8,110	8,199	7,981.59	8,197.02	8,087.22645	47.788431	6,519.583087	0.466563	60,322	5,505.20587	441,331.0823	0.008004	42.00153	52,736,785.3	3,016.701694	24,387,218.6
2020-01-11T00:00:00	2020-01-11T06:31:33	0	8,198.86	8,253.26	8,044.65	8,113.3	8,152.3435	52.820808	14,715.775502	0.472947	117,142	269.996659	438,109.554675	0.008047	28,396.55	120,023,233.9	7,285.940543	59,412,637.6
2020-01-11T06:31:33	2020-01-11T14:19:51	1	8,113.31	8,150	8,010	8,113.48	8,076.04355	28.70946	14,857.593621	0.49553	127,508	1,680.939906	321,315.868706	0.008013	2,434.044	119,977,954.3	7,123.21008	57,513,712
2020-01-11T14:19:51	2020-01-11T21:40:17	2	8,114.12	8,221.55	8,050	8,215	8,143.53444	38.461182	14,737.877295	0.499439	128,418	70.925523	491,767.5	0.008057	29,574	120,025,859.8	7,063.087177	57,521,355.1
2020-01-11T21:40:17	2020-01-11T23:59:59	3	8,215	8,286.34	8,003.16	8,020.01	8,098.96865	71.031206	10,498.786249	0.527471	72,840	1,800.92516	848,820.4347	0.008004	2,118.533762	85,007,301.6	5,421.669893	43,870,643.5
2020-01-12T00:00:00	2020-01-12T09:30:03	0	8,020.01	8,159.99	7,960	8,158.66	8,083.57942	41.752774	14,856.536079	0.463039	130,639	2,118.485642	730,793.8842	0.007973	2,235.154652	120,001,004.7	6,861.377339	55,411,831.2
2020-01-12T09:30:04	2020-01-12T17:32:15	1	8,159	8,197	8,072	8,084.54	8,136.16272	23.064105	14,747.518716	0.495872	132,157	11.642893	457,856.84763	0.008078	385.42236	119,999,313.8	7,352.373729	59,816,699.3
2020-01-12T17:32:15	2020-01-12T23:59:59	2	8,084.55	8,185	8,083.77	8,184.98	8,133.78442	20.856165	8,527.439541	0.506696	71,457	487.449858	808,341.26255	0.008096	491.884558	69,351,601.9	4,199.202172	34,150,725.9
2020-01-13T00:00:00	2020-01-13T10:32:43	0	8,184.97	8,196	8,057.59	8,112	8,112.19547	28.600384	14,797.141151	0.549024	127,326	491.319194	1,037,623.82068	0.008063	32,061.893136	120,010,779.4	7,964.204603	64,572,565.1
2020-01-13T10:32:44	2020-01-13T22:17:08	1	8,112	8,160	8,055.89	8,119	8,105.48426	20.894183	14,803.497537	0.491391	132,013	486.88224	443,788.90702	0.008059	487.237428	119,989,369.4	7,162.162464	58,035,837.1
2020-01-13T22:17:09	2020-01-13T23:59:59	2	8,119	8,137.94	8,101	8,110.34	8,118.25968	7.302172	1,559.116995	0.467184	16,623	488.292898	64,265.768125	0.008104	487.374662	12,656,816.6	818.162115	6,641,211.3
2020-01-14T00:00:00	2020-01-14T01:44:23	0	8,110.34	8,452	8,105.54	8,439.97	8,308.38758	87.522605	14,432.562748	0.445448	84,955	487.788289	681,825.3915	0.008111	21,763.424802	120,020,378.1	6,143.730102	51,066,727.3
2020-01-14T01:44:23	2020-01-14T04:14:40	1	8,439.99	8,571.81	8,375	8,537.31	8,441.20979	50.564249	14,212.395261	0.476073	85,928	611.688275	993,381.5105	0.008379	8,537.31	119,986,790.4	6,793.939629	57,334,522.2
2020-01-14T04:14:40	2020-01-14T09:19:17	2	8,537.16	8,573	8,453.35	8,534.9	8,517.15117	20.185433	14,089.192973	0.486775	106,731	4,268.58	882,945.78261	0.008467	550.355957	119,993,322.2	6,974.574565	59,401,226
2020-01-14T09:19:18	2020-01-14T12:43:03	3	8,534.85	8,625.37	8,470	8,502	8,526.00929	30.008997	14,073.759155	0.528501	89,822	266.509226	849,946.4568	0.008477	8,818.895046	120,005,249.8	7,697.344019	65,610,737.1
2020-01-14T12:43:03	2020-01-14T14:47:48	4	8,501.88	8,740	8,480	8,729.84	8,611.93721	74.733721	13,923.188359	0.465202	91,558	66.306162	337,467.702	0.008481	8,729.84	119,996,999.4	6,276.211268	54,051,613.2
2020-01-14T14:47:48	2020-01-14T16:23:50	5	8,727.68	8,760	8,520	8,543.7	8,653.63551	58.807482	13,875.527105	0.454565	98,756	27.239089	738,212.1564	0.008528	3,990.215473	119,998,044.1	7,055.35982	60,941,507.1
2020-01-14T16:23:50	2020-01-14T18:04:36	6	8,546.44	8,815.23	8,525.62	8,802.13	8,699.77052	75.2144	13,790.405447	0.41049	105,586	101.967576	749,989.36719	0.008542	1,782.026427	120,000,823.5	6,045.517292	52,598,479
2020-01-14T18:04:36	2020-01-14T21:05:27	7	8,802.01	8,850	8,608	8,675.06	8,742.67773	44.045928	13,725.434242	0.432609	105,185	179.93949	350,800	0.008675	1,513.086615	119,999,528.6	6,817.082776	59,586,436.7
2020-01-14T21:05:27	2020-01-14T23:59:59	8	8,675	8,880	8,666.22	8,810.01	8,777.2478	51.450107	8,276.661452	0.474278	84,187	3,036.25	290,111.2659	0.008675	1,975.600692	72,734,044.9	4,103.270595	36,062,294.3
2020-01-15T00:00:00	2020-01-15T02:11:31	0	8,814.64	8,900	8,701	8,819.67	8,798.60252	47.329092	13,635.28481	0.495071	111,899	34.967677	376,187.9352	0.00872	1,278.375888	120,000,242.8	6,575.763117	57,845,111.5
2020-01-15T02:11:31	2020-01-15T06:44:22	1	8,819.69	8,835	8,564	8,686.23	8,690.47768	74.150783	13,827.284723	0.513793	142,466	520.749776	657,000	0.00857	1,248.810601	120,000,292.7	7,717.271174	66,968,776.9
2020-01-15T06:44:22	2020-01-15T11:59:01	2	8,686	8,810	8,605.03	8,733.46	8,709.9801	58.618885	13,763.265272	0.49897	132,988	524.773376	888,025.54347	0.008614	526.610171	119,999,833.7	6,664.558613	58,082,848.2
2020-01-15T11:59:01	2020-01-15T14:45:44	3	8,733.39	8,916.48	8,720	8,856.96	8,816.58648	41.307473	13,601.005129	0.492005	100,816	526.57975	651,086.8425	0.00873	1,590.001459	120,001,015.3	6,415.392417	56,598,900.4
2020-01-15T14:45:44	2020-01-15T18:12:20	4	8,856.91	8,891.35	8,676.08	8,760.46	8,786.36489	39.391309	13,661.807307	0.495928	111,494	1,116.0858	1,029,332.94625	0.00868	964.447802	119,999,219.9	7,047.490521	61,888,673.9
2020-01-15T18:12:20	2020-01-15T22:48:29	5	8,762.13	8,860	8,707	8,841.06	8,794.61754	39.990681	13,642.261495	0.481557	99,710	473.575602	1,369,911.973788	0.008724	4,420.53	120,002,476.3	6,392.837472	56,238,766.7
2020-01-15T22:48:29	2020-01-15T23:59:59	6	8,841.43	8,876.4	8,790.76	8,821.41	8,832.52116	18.53247	2,685.38887	0.550243	26,521	3,490.154493	647,262.8257	0.008808	767.868455	23,709,156.6	1,509.433266	13,318,414.6
2020-01-16T00:00:00	2020-01-16T04:33:06	0	8,820.01	8,859.81	8,586	8,704.64	8,685.03053	60.281565	13,815.956836	0.527251	131,975	486.432372	791,108.2208	0.008603	85,364.663552	120,012,590.4	7,446.649262	64,677,779.8
2020-01-16T04:33:06	2020-01-16T11:33:43	1	8,704.96	8,730	8,600.4	8,681.88	8,669.22367	29.827016	13,839.81048	0.504262	133,399	870.496	1,996,400	0.008602	3,038.623272	119,988,829.1	7,021.778973	60,881,267.7
2020-01-16T11:33:43	2020-01-16T17:11:43	2	8,681.88	8,789	8,626	8,690	8,697.83765	33.833645	13,793.400485	0.516361	131,958	1,302.282	357,906.048	0.008632	2,246.05216	119,999,888.2	6,695.908188	58,244,552.6
2020-01-16T17:11:43	2020-01-16T23:59:59	3	8,690.5	8,757	8,657.37	8,720.01	8,704.18673	20.688484	10,541.906483	0.476323	116,316	10.124433	1,283,683.80613	0.008661	525.049242	91,751,072.6	4,830.436511	42,033,891.8
2020-01-17T00:00:00	2020-01-17T05:49:13	0	8,720.15	8,870	8,672.44	8,859.96	8,771.00078	52.60944	13,671.250445	0.494755	119,542	1,107.790416	1,184,116.7536	0.008675	533.546791	120,000,094.7	6,587.665633	57,775,407.3
2020-01-17T05:49:13	2020-01-17T08:15:30	1	8,859.93	8,997	8,835.75	8,990	8,927.07281	34.682604	13,447.001486	0.438378	116,995	18.659013	355,836.4981	0.008844	5,660.81421	120,001,668.2	5,955.949111	53,168,967.9
2020-01-17T08:15:30	2020-01-17T11:32:50	2	8,989.94	9,041.65	8,880.5	8,936.3	8,948.01326	25.976438	13,409.232099	0.524566	105,207	71.91952	1,420,563.897	0.008899	475.017963	119,998,582.1	7,031.955762	62,907,267
2020-01-17T11:32:50	2020-01-17T16:08:42	3	8,937.48	8,940	8,765	8,864.41	8,842.21011	34.618421	13,575.234016	0.478138	112,637	10.278102	499,571.849654	0.008781	2,500.277756	120,000,504	7,106.521481	62,817,596
2020-01-17T16:08:42	2020-01-17T22:21:03	4	8,864.44	8,955.55	8,813	8,918.56	8,898.08472	24.455253	13,486.40272	0.500895	150,197	2,783.43416	581,942.671965	0.008814	2,056.700203	120,000,265.5	6,734.655381	59,918,982.5
2020-01-17T22:21:03	2020-01-17T23:59:59	5	8,918.85	8,961.6	8,903.26	8,913.28	8,935.45429	14.151939	3,308.616611	0.43263	33,227	406.458751	493,558.6	0.008908	685.841243	29,567,626.2	1,341.181164	11,983,359
2020-01-18T00:00:00	2020-01-18T07:11:52	0	8,913.27	8,988.88	8,806.38	8,860.98	8,899.41617	48.343636	13,489.949336	0.480371	146,693	164.993541	475,427.30886	0.008817	1,413.742776	120,001,010.9	6,747.917885	60,010,792.8
2020-01-18T07:11:52	2020-01-18T15:31:46	1	8,861	8,964	8,818	8,893.15	8,900.93839	32.867891	13,481.114613	0.512537	146,046	2,377.007555	285,070.6467	0.008823	777.483639	119,999,168.9	6,607.764519	58,810,912.3
2020-01-18T15:31:46	2020-01-18T23:59:59	2	8,893.74	8,960	8,848.8	8,915.96	8,906.83895	22.037567	11,323.682596	0.482176	145,874	539.351969	390,217.1922	0.00885	536.598137	100,852,658.1	5,517.768828	49,135,729.5
2020-01-19T00:00:00	2020-01-19T03:01:14	0	8,915.09	9,180.22	8,888.02	9,165.54	9,079.87216	87.26932	13,209.352969	0.4718	103,317	5,265.778144	394,844.60704	0.0089	35.424812	120,000,017.3	5,951.426619	54,052,281.4
2020-01-19T03:01:15	2020-01-19T10:50:37	1	9,165.96	9,198.98	9,035	9,035	9,112.55849	37.760387	13,172.832137	0.509325	124,724	827.429541	356,985.744	0.009046	88,842.157885	120,001,215.9	7,006.73262	63,811,127.6
2020-01-19T10:50:37	2020-01-19T11:32:42	2	9,035	9,059.99	8,524.2	8,651.77	8,708.96479	126.155395	13,754.086408	0.583598	79,392	4,902.44521	626,786.3006	0.008569	17,149.789395	120,001,032.4	8,961.329697	78,318,081.6
2020-01-19T11:32:42	2020-01-19T16:14:25	3	8,652.95	8,698.99	8,559.02	8,657.4	8,630.47409	24.5947	13,903.757016	0.50533	119,037	146.95305	511,910.293354	0.008568	1,406.238797	119,998,725.5	6,725.350552	58,034,752.4
2020-01-19T16:14:25	2020-01-19T22:39:33	4	8,657.36	8,758.84	8,466	8,674.45	8,654.61018	54.113409	13,875.5317	0.496643	120,787	24.508986	904,945.89056	0.008484	2,713.411332	120,000,606.6	6,947.932774	60,067,639.8
2020-01-19T22:39:33	2020-01-19T23:59:59	5	8,674.45	8,723.45	8,615.1	8,701.7	8,674.14491	25.331276	2,761.329029	0.53446	25,798	8,612.098053	141,920.22611	0.008625	714.557499	23,949,266.5	1,428.173756	12,384,163.4
2020-01-20T00:00:00	2020-01-20T10:31:11	0	8,701.72	8,735.84	8,595	8,649	8,666.13841	21.97071	13,847.311355	0.518404	140,053	20.988549	500,874.624504	0.008597	5,378.536332	120,004,004.9	6,763.120275	58,608,509.1
2020-01-20T10:31:11	2020-01-20T15:58:10	1	8,649.6	8,678.55	8,521.28	8,674.75	8,614.94024	38.890854	13,932.822231	0.489966	113,014	212.001696	901,668.16716	0.008532	25,806.513775	120,013,537.8	6,996.754511	60,263,328.2
2020-01-20T15:58:11	2020-01-20T23:59:59	2	8,674	8,746.99	8,616	8,642.35	8,674.40642	23.748517	11,116.50616	0.51148	117,162	42.970996	898,265.27791	0.008633	10.993069	96,430,294.3	5,682.901178	49,282,992.2
2020-01-21T00:00:00	2020-01-21T12:56:13	0	8,642.35	8,699.84	8,602.8	8,658.39	8,652.70489	16.19577	13,871.204243	0.496275	153,691	884.622304	328,134.465891	0.008614	2,499.876336	120,001,025.9	6,753.608604	58,420,648
2020-01-21T12:56:13	2020-01-21T20:17:19	1	8,658.39	8,718.23	8,488	8,716.76	8,628.34016	46.318717	13,917.342759	0.484248	126,718	1,731.678	466,136.44128	0.008525	31,380.336	120,028,124.2	7,117.407372	61,347,793.7
2020-01-21T20:17:19	2020-01-21T23:59:58	2	8,716.79	8,789	8,675.3	8,736.03	8,731.41874	25.125875	8,706.140657	0.494395	67,707	31,380.444	665,132.98968	0.008682	19.12317	76,027,554.9	3,891.800046	33,985,105.3
2020-01-22T00:00:01	2020-01-22T10:28:58	0	8,736.04	8,818	8,643.31	8,667.32	8,717.48442	33.726933	13,768.644911	0.537441	136,015	1,590.037904	1,989,756.82276	0.008657	1,386.909877	120,001,011.6	7,236.852545	63,047,751.2
2020-01-22T10:28:59	2020-01-22T21:26:33	1	8,667.09	8,710.45	8,590	8,666.2	8,663.24509	15.886148	13,854.926915	0.495602	143,706	119.96986	352,632.796827	0.008621	31,972.055668	120,010,319.9	6,812.039365	58,992,206.7
2020-01-22T21:26:33	2020-01-22T23:59:58	2	8,666.2	8,686.22	8,645.8	8,682.36	8,664.89156	6.651438	1,456.985312	0.442737	20,240	522.545861	696,442.22172	0.008659	492.880212	12,627,556.7	554.507716	4,804,540.4
2020-01-23T00:00:00	2020-01-23T08:29:11	0	8,682.77	8,691.81	8,502	8,612.28	8,586.07042	40.5811	13,983.653627	0.529346	119,914	21.78507	332,850.9035	0.008512	1,350.861955	120,001,245.3	7,472.973588	64,120,775.8
2020-01-23T08:29:11	2020-01-23T12:27:03	1	8,612.99	8,624.51	8,381.91	8,448	8,462.01105	41.854833	14,182.874593	0.466687	117,100	99.996814	657,105.015	0.008393	5,068.8	120,003,712.7	7,241.161299	61,266,109.2

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BTCUSDT 120M dollar spot aggregate klines

This dataset is exported daily from origo.binance_spot_aggtrades_dollar_current using 120M-dollar dollar bars derived from the 1M Origo dollar-kline foundation.

Latest snapshot:

file: btcusdt_spot_agg_120M_kline_20200101_to_20260924.parquet
start date: 2020-01-01
rows: 47343
end date: 2026-09-24
columns: start_datetime, end_datetime, dollar_bar_id, open, high, low, close, mean, std, volume, maker_ratio, no_of_trades, open_liquidity, high_liquidity, low_liquidity, close_liquidity, liquidity_sum, maker_volume, maker_liquidity

Notes:

Source market: Binance spot BTCUSDT aggregate trades
Source table: origo.binance_spot_aggtrades_dollar_current
median and iqr are intentionally omitted from the exported Parquet snapshot
Timestamps are UTC

Downloads last month: 85