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binance_btcusdt_spot_agg_15m_klines

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start_datetime
timestamp[ms, tz=UTC]date
2020-01-01 00:00:00
2026-10-09 23:58:57
⌀
end_datetime
timestamp[ms, tz=UTC]date
2020-01-01 03:01:51
2026-10-09 23:59:57
⌀
dollar_bar_id
uint64
0
1.16k
⌀
open
float64
3.89k
126k
high
float64
4.1k
126k
low
float64
3.78k
126k
close
float64
3.88k
126k
mean
float64
3.91k
126k
std
float64
0
2.21k
volume
float64
0.01
40.4k
maker_ratio
float64
0
1
no_of_trades
uint64
5
1.17M
open_liquidity
float64
0.01
3.79M
high_liquidity
float64
96.4
33.8M
low_liquidity
float64
0
30
close_liquidity
float64
0.01
33.8M
liquidity_sum
float64
727
1.09B
maker_volume
float64
0
20.4k
maker_liquidity
float64
0
585M
2020-01-01T00:00:00
2020-01-01T03:01:51
0
7,195.24
7,245
7,175.46
7,237
7,205.89942
21.290711
2,080.762508
0.44827
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10.79286
220,472.6112
0.007177
1,941.752233
15,001,150.2
913.839822
6,586,330.8
2020-01-01T03:01:51
2020-01-01T06:45:59
1
7,237
7,244.33
7,215.03
7,226.76
7,227.40891
5.329549
2,075.302121
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25,501
499.975382
156,576.571424
0.007217
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14,999,783
1,017.222563
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2020-01-01T06:45:59
2020-01-01T09:40:25
2
7,226.76
7,232.94
7,180
7,198.51
7,204.4711
15.196449
2,082.320699
0.527848
21,707
759.510796
66,774
0.007184
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14,999,212.3
1,054.724346
7,596,596.6
2020-01-01T09:40:25
2020-01-01T12:19:24
3
7,198.51
7,237.73
7,185.2
7,213.08
7,207.86556
11.912833
2,081.293774
0.45043
21,959
18.133047
152,831.100182
0.00719
3,748.399644
15,002,793.4
1,025.126297
7,389,027
2020-01-01T12:19:24
2020-01-01T15:18:31
4
7,213.12
7,234.97
7,206.41
7,224.19
7,222.02892
4.926022
2,076.54169
0.467204
23,311
199.962113
59,746.39895
0.007212
434.563925
14,997,278.4
936.922924
6,766,288.2
2020-01-01T15:18:31
2020-01-01T17:01:12
5
7,223.73
7,255
7,214
7,244.11
7,230.41779
8.849352
2,074.153684
0.440735
18,122
633.044355
231,628.29192
0.007218
1,028.395588
15,000,171.7
796.104512
5,756,298.9
2020-01-01T17:01:12
2020-01-01T20:01:18
6
7,244.15
7,249.99
7,224.92
7,231.72
7,236.24924
5.287194
2,072.66653
0.457968
22,102
95.651757
102,083.154
0.007226
281.841824
14,999,791.5
872.63096
6,314,562.3
2020-01-01T20:01:18
2020-01-01T23:36:44
7
7,231.75
7,242.98
7,175.15
7,188.53
7,214.44387
19.829511
2,081.325454
0.483074
24,843
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531,211.28762
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15,005,034.3
1,146.468242
8,262,469.8
2020-01-01T23:36:46
2020-01-01T23:59:58
8
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
2020-01-02T02:47:11
0
7,200.77
7,212.5
7,155.35
7,169.37
7,181.40482
16.696421
2,089.582879
0.455301
22,629
835.498142
90,319.71564
0.007159
485.344841
15,000,382.2
1,094.578967
7,856,381.1
2020-01-02T02:47:11
2020-01-02T04:09:56
1
7,169.37
7,170.87
7,116.7
7,147.21
7,146.14123
15.008794
2,099.804562
0.520837
17,877
0.014339
226,161.2
0.007122
921.518374
15,000,287.1
1,156.494317
8,260,508.7
2020-01-02T04:09:56
2020-01-02T07:04:36
2
7,147.21
7,161
7,121.43
7,135.01
7,142.53701
7.246293
2,100.053692
0.517096
22,491
1,578.604273
85,920
0.007129
2,565.278685
15,000,424.6
1,114.13521
7,958,091.8
2020-01-02T07:04:36
2020-01-02T08:30:07
3
7,135
7,145
7,105
7,130.64
7,122.90671
8.969586
2,106.046789
0.503867
18,747
14,270
351,096.852
0.007111
1,082.730639
14,999,644.5
1,195.151574
8,511,813.7
2020-01-02T08:30:07
2020-01-02T10:25:22
4
7,130.5
7,176.77
7,130
7,172.73
7,153.71328
10.067218
2,096.493523
0.486702
18,950
1,054.422688
85,337.420488
0.007137
1,363.751155
14,999,369
1,004.784136
7,188,953.2
2020-01-02T10:25:23
2020-01-02T12:43:06
5
7,173.04
7,180
7,139.03
7,145.24
7,157.41501
8.726663
2,112.021656
0.479666
21,098
527.777937
243,479.1
0.007147
140,525.506532
15,117,057.6
1,060.991801
7,594,359.6
2020-01-02T12:43:06
2020-01-02T14:21:30
6
7,145.45
7,163.35
7,107.43
7,126.03
7,133.45888
14.555528
2,087.261914
0.503687
18,577
2,379.43485
797,582.92797
0.007108
945.139611
14,883,137.1
1,183.373389
8,435,078.3
2020-01-02T14:21:31
2020-01-02T16:30:30
7
7,125.47
7,157.1
7,109.8
7,118.01
7,132.20199
10.414364
2,103.259713
0.47336
21,584
199.962065
109,255.064705
0.007115
14,236.02
14,999,920.7
1,073.312149
7,653,363
2020-01-02T16:30:30
2020-01-02T16:49:31
8
7,117.98
7,125.96
7,020
7,063.31
7,081.14449
27.594527
2,119.740868
0.609244
11,012
4,204.128117
204,901.7076
0.007074
15,948.558435
15,000,173.3
1,467.777832
10,387,261.3
2020-01-02T16:49:31
2020-01-02T17:01:35
9
7,063.33
7,071.48
6,963.3
7,005.42
7,039.33826
25.684679
2,134.923892
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11,239
2,500.07978
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7,090.381734
15,002,368.5
1,082.677142
7,608,450.4
2020-01-02T17:01:35
2020-01-02T17:15:58
10
7,005.43
7,018.18
6,939.59
6,971.12
6,979.04056
15.692637
2,149.819971
0.490009
15,314
5,604.344
167,697.66432
0.006959
12,023.453162
15,001,764.6
1,190.316298
8,303,980.5
2020-01-02T17:15:58
2020-01-02T17:44:05
11
6,971.13
6,987.4
6,924.74
6,972.77
6,960.94656
12.209234
2,154.444864
0.411007
17,316
990.353583
188,632.97836
0.006945
21,270.323321
14,996,248.8
985.206793
6,855,869.4
2020-01-02T17:44:05
2020-01-02T19:02:46
12
6,972.75
6,989.68
6,949.96
6,972.54
6,969.90674
7.578048
2,154.268455
0.441988
18,186
2,499.821521
305,424.235812
0.006952
27,890.16
15,014,194.4
957.461723
6,673,144.9
2020-01-02T19:02:46
2020-01-02T20:37:47
13
6,972.29
6,995
6,941.27
6,959.29
6,972.39669
12.264926
2,149.143432
0.475414
19,259
45,319.885
228,267.864923
0.006952
389.859426
14,985,281.1
1,137.458636
7,930,574.7
2020-01-02T20:37:47
2020-01-02T23:42:11
14
6,959.29
6,985
6,946.02
6,965
6,965.95552
7.528498
2,154.265051
0.444673
25,322
218.521706
149,831.2142
0.006949
6,648.56612
15,004,568.2
1,031.048826
7,180,624.7
2020-01-02T23:42:12
2020-01-02T23:59:59
15
6,965.57
6,968.82
6,959.87
6,965.71
6,964.67602
1.850472
140.352671
0.561054
1,859
306.882117
22,127.786243
0.006966
93.835079
977,519.6
75.103799
523,056.7
2020-01-03T00:00:00
2020-01-03T01:36:49
0
6,965.49
6,966.47
6,885.1
6,910
6,937.04744
16.218561
2,169.010475
0.505602
19,725
326.479482
135,821.9736
0.00693
52,629.0476
15,034,771.9
1,197.22578
8,294,419.1
2020-01-03T01:36:49
2020-01-03T02:17:35
1
6,907.81
6,918.07
6,871.04
6,914.88
6,895.90357
10.779519
2,170.489305
0.510257
15,453
421.21753
155,755.781967
0.006879
6,124.931024
14,967,010.1
1,113.783966
7,678,267.3
2020-01-03T02:17:35
2020-01-03T03:06:27
2
6,914.88
6,966.8
6,913.82
6,951.06
6,946.559
11.323059
2,159.041082
0.603368
15,914
2,099.779376
447,812.960675
0.006919
69.5106
14,998,251.1
1,308.005699
9,085,872.2
2020-01-03T03:06:27
2020-01-03T04:18:15
3
6,950.55
7,014.89
6,940
7,004.87
6,964.046
17.970869
2,153.512672
0.420576
15,776
77.151105
341,286.335198
0.006943
4,199.68575
15,001,881.7
856.552399
5,968,782.9
2020-01-03T04:18:16
2020-01-03T04:42:39
4
7,005.39
7,087.97
7,000.01
7,087.97
7,028.92196
18.723251
2,132.986497
0.528082
13,443
779.461724
349,859.12192
0.007005
4,038.505579
14,998,186.5
1,111.415824
7,813,930.4
2020-01-03T04:42:39
2020-01-03T04:44:19
5
7,088
7,240
7,082.17
7,225.82
7,170.88414
55.03735
2,090.60576
0.342108
9,953
5,139.636384
340,636.45
0.007224
31.627414
14,999,910
587.415702
4,201,503
2020-01-03T04:44:19
2020-01-03T04:47:12
6
7,225.82
7,264.71
7,149.17
7,176.47
7,216.62504
28.29172
2,079.786859
0.432021
11,305
31.63464
426,855
0.007193
5,927.570455
15,003,137.8
927.336253
6,686,270.2
2020-01-03T04:47:12
2020-01-03T04:57:28
7
7,176.47
7,232.65
7,154.6
7,212.65
7,201.66317
15.050672
2,083.214578
0.46585
11,508
89.347051
479,827.57086
0.007165
1,707.49391
14,997,719.1
1,051.167958
7,571,066.8
2020-01-03T04:57:28
2020-01-03T05:18:21
8
7,212.71
7,249
7,168.48
7,200
7,208.86602
20.576243
2,080.912461
0.607742
11,263
1,999.99793
246,423.5
0.007186
10,970.64
15,000,327.8
1,167.942791
8,418,401.3
2020-01-03T05:18:21
2020-01-03T06:10:23
9
7,200
7,226.51
7,170.01
7,215
7,196.80533
15.336573
2,085.027773
0.584776
14,727
148.7376
205,377.601401
0.007171
11,475.305985
15,004,233.3
1,085.513844
7,811,869.4
2020-01-03T06:10:23
2020-01-03T07:11:04
10
7,214.99
7,219.94
7,190.14
7,215
7,205.33054
5.763442
2,082.384034
0.431932
14,155
349.999165
248,335.6104
0.007197
11,962.10925
15,003,668.2
757.61274
5,458,108
2020-01-03T07:11:04
2020-01-03T08:05:05
11
7,215
7,232
7,185.04
7,215
7,214.71394
10.350686
2,078.056605
0.551693
15,737
7,154.45172
137,082.107001
0.007199
6,126.826485
14,993,122.5
1,068.180045
7,706,339.9
2020-01-03T08:05:05
2020-01-03T08:44:51
12
7,215
7,297.29
7,212.09
7,291.49
7,244.76193
25.648433
2,069.355827
0.4628
14,449
3,373.0125
246,402.87175
0.007215
1,605.002779
14,999,100.2
892.91437
6,469,449.9
2020-01-03T08:44:51
2020-01-03T09:05:36
13
7,291.66
7,295
7,239.43
7,275.6
7,270.02335
11.055321
2,063.104831
0.57669
12,681
3,316.998009
171,510.327932
0.00725
10,871.477993
14,998,935.5
1,184.598843
8,610,306.8
2020-01-03T09:05:36
2020-01-03T09:17:38
14
7,275.61
7,335.95
7,272.31
7,312.49
7,305.76814
13.436013
2,053.222871
0.539597
12,867
282.570141
299,626.14503
0.007303
2,162.178981
15,001,493.1
910.369598
6,650,271.3
2020-01-03T09:17:39
2020-01-03T09:53:08
15
7,311.33
7,342
7,290
7,331.91
7,309.14927
10.017653
2,051.841287
0.599465
14,578
4,096.274991
137,258.137414
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199.816543
14,998,359.5
1,167.011007
8,530,135.4
2020-01-03T09:53:08
2020-01-03T10:14:30
16
7,331.21
7,365.9
7,323.01
7,360.01
7,342.94288
9.091794
2,042.700392
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15,220
859.914277
180,974.95926
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15,994.479332
15,001,306.2
885.615881
6,503,809.9
2020-01-03T10:14:30
2020-01-03T10:40:58
17
7,360.02
7,371.92
7,281.3
7,304.57
7,327.31546
24.330215
2,047.100208
0.52867
12,522
14.58756
150,116.22675
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650.194385
14,998,795.5
1,041.693713
7,633,202.4
2020-01-03T10:40:58
2020-01-03T11:38:34
18
7,304.57
7,341.17
7,296.5
7,320.34
7,322.16023
10.896244
2,048.82883
0.45837
14,881
644.190028
82,805.846613
0.007302
732.034
14,999,870.7
904.526026
6,621,658.8
2020-01-03T11:38:34
2020-01-03T12:51:50
19
7,320.49
7,350.19
7,303.14
7,313.2
7,331.99004
10.39067
2,045.879017
0.523526
18,618
4,621.059313
86,773.401053
0.007313
816.33595
15,000,179.7
932.777269
6,837,629
2020-01-03T12:51:50
2020-01-03T13:59:50
20
7,312.53
7,380
7,311
7,351.18
7,335.56266
16.840288
2,044.24512
0.491295
17,346
1,656.353858
120,503.684875
0.007322
2,135.106124
15,001,634
798.059622
5,855,366.6
2020-01-03T13:59:50
2020-01-03T14:12:24
21
7,351.19
7,362.31
7,255
7,278
7,292.59502
26.862264
2,056.743082
0.569686
11,724
576.392106
267,941.186681
0.007269
15,000.554796
15,000,966
1,247.906857
9,102,652
2020-01-03T14:12:24
2020-01-03T14:43:06
22
7,278
7,278.77
7,229.3
7,263
7,257.86855
10.668054
2,067.200915
0.48022
11,653
437.276796
210,103
0.00725
11,620.8
15,003,972
1,099.11929
7,976,056
2020-01-03T14:43:06
2020-01-03T15:51:37
23
7,263
7,313.04
7,252.48
7,308.75
7,270.33722
9.999165
2,062.458308
0.583086
18,505
726.3
316,808.699463
0.007256
5,262.3
14,998,054.4
905.273657
6,581,640.9
2020-01-03T15:51:37
2020-01-03T16:13:32
24
7,308.93
7,375
7,293.1
7,375
7,324.03622
20.943733
2,048.631601
0.457606
11,464
3,040.51488
219,149.963475
0.007298
30,975
15,004,661.4
841.555534
6,161,750
2020-01-03T16:13:32
2020-01-03T16:19:35
25
7,374.67
7,405
7,326
7,344.43
7,376.7955
16.761853
2,032.149514
0.544259
8,744
1,477.529884
444,469.714751
0.007357
13,219.974
15,002,135.6
995.820208
7,348,606.8
2020-01-03T16:19:35
2020-01-03T16:48:17
26
7,344.33
7,385
7,313.34
7,368.69
7,355.42492
16.457436
2,037.673943
0.539723
12,801
1,572.472463
320,355.96618
0.007334
442.408779
14,988,650.9
1,051.79225
7,735,628.2
2020-01-03T16:48:17
2020-01-03T17:32:32
27
7,368.69
7,403.2
7,335.21
7,359.13
7,364.36165
16.41091
2,036.102314
0.459694
16,015
810.401158
158,915.2374
0.007346
443.711384
14,999,685.2
851.272826
6,268,487.4
2020-01-03T17:32:32
2020-01-03T18:56:23
28
7,358.2
7,381.78
7,330.32
7,342.88
7,355.50049
11.144175
2,039.952385
0.474974
18,201
421.54392
249,857.16
0.007338
410.23202
15,000,354.3
985.095414
7,243,000.8
2020-01-03T18:56:23
2020-01-03T19:45:08
29
7,342.52
7,352.33
7,280
7,340.38
7,321.54034
16.691259
2,049.162674
0.527241
14,904
655.980737
110,434.8636
0.007294
2,326.849077
15,000,099.9
1,067.98829
7,815,936.5
2020-01-03T19:45:09
2020-01-03T21:14:15
30
7,340.8
7,361
7,297.01
7,326.09
7,327.63154
13.756715
2,046.921899
0.477237
19,791
220.701152
75,618.06839
0.007307
2,955.813576
15,000,098.6
974.260452
7,140,531.9
2020-01-03T21:14:15
2020-01-03T22:51:53
31
7,326.09
7,335
7,260.01
7,280.16
7,290.91549
21.753126
2,057.248891
0.548771
22,995
1,817.126733
208,842.7068
0.007265
1,724.706305
15,000,458.3
1,099.834788
8,016,887.6
2020-01-03T22:51:53
2020-01-03T23:59:58
32
7,279.53
7,346.08
7,279.49
7,345
7,318.07943
12.9249
2,049.81577
0.423804
16,602
2,911.812
152,774.5785
0.00728
29,692.302055
15,001,092.4
763.283254
5,587,028.1
2020-01-03T23:59:58
2020-01-03T23:59:59
33
7,345
7,345
7,344.96
7,344.96
7,344.98714
0.017496
13.132671
0.285714
14
161.59
37,716.053505
11.179029
29.37984
96,459.5
0.082028
602.5
2020-01-04T00:00:00
2020-01-04T01:58:24
0
7,345
7,350
7,280.85
7,307.42
7,310.84618
15.333102
2,051.50205
0.507009
21,331
443.292785
70,118.797661
0.007284
639.479632
15,000,029
1,032.462193
7,547,409.5
2020-01-04T01:58:24
2020-01-04T04:34:05
1
7,307.41
7,339.69
7,296.18
7,330.48
7,320.7789
10.643854
2,049.655599
0.473949
22,226
113.016403
123,063.344868
0.0073
8,210.1376
15,004,018.6
980.954435
7,181,038.9
2020-01-04T04:34:05
2020-01-04T06:23:14
2
7,330.48
7,369.28
7,325
7,363.76
7,344.35408
10.952529
2,041.680415
0.473635
17,106
4,618.2024
165,913.940115
0.007328
2,659.046372
14,998,108.8
973.30363
7,149,988.2
2020-01-04T06:23:14
2020-01-04T07:59:13
3
7,363.76
7,367.88
7,327.32
7,350
7,348.66601
8.706148
2,042.784074
0.477361
17,934
66,147.44106
110,288.008988
0.007331
18,768.20295
15,009,895.2
945.624455
6,948,141.4
2020-01-04T07:59:13
2020-01-04T09:44:31
4
7,350.05
7,365
7,330
7,355.36
7,346.41566
5.613571
2,040.20984
0.416652
17,187
7,350.05
126,703.12935
0.007336
540.354167
14,987,995.2
843.421412
6,195,645.1
2020-01-04T09:44:32
2020-01-04T10:59:20
5
7,355.55
7,369.63
7,307
7,307
7,354.44027
10.217893
2,040.381734
0.491747
15,449
1,139.955783
249,835.4
0.007345
4,704.706941
15,004,363.8
1,003.209691
7,375,318.8
2020-01-04T10:59:20
2020-01-04T12:33:22
6
7,306.96
7,339.58
7,302.1
7,320.19
7,326.36742
7.943973
2,047.460837
0.454888
17,789
11.917652
67,909.63528
0.007314
2,500.02789
14,998,053.8
892.813179
6,539,469.4
2020-01-04T12:33:22
2020-01-04T13:53:34
7
7,320.23
7,330.17
7,291
7,303.8
7,311.86338
8.707722
2,051.897153
0.457571
16,345
3,925.839349
248,457.04
0.007294
2,499.900841
14,998,694.4
893.72896
6,532,055.4
2020-01-04T13:53:34
2020-01-04T16:04:16
8
7,303.77
7,332
7,296.44
7,302.73
7,314.9967
7.688053
2,050.859462
0.415988
21,854
520.79532
181,996.484859
0.007301
2,498.891968
15,000,663.4
832.057351
6,085,692.5
2020-01-04T16:04:16
2020-01-04T17:53:09
9
7,303.94
7,347.34
7,297.91
7,337.87
7,317.8211
12.688079
2,049.403555
0.434465
18,906
14.994989
171,305.1434
0.0073
442.326804
14,998,439.6
838.358173
6,135,721.2
2020-01-04T17:53:09
2020-01-04T18:41:07
10
7,337.9
7,404
7,334.01
7,396.78
7,361.25801
20.050118
2,036.702757
0.466785
12,916
60.985287
244,693.92039
0.007341
11,498.693936
15,003,778.3
772.440696
5,686,774.4
2020-01-04T18:41:07
2020-01-04T18:54:52
11
7,396.85
7,396.85
7,272.21
7,296.11
7,319.51301
30.505533
2,048.668043
0.500799
13,145
413.335978
249,050
0.007294
1,350.137859
14,996,002.7
1,153.429823
8,443,167.6
2020-01-04T18:54:52
2020-01-04T19:55:28
12
7,296.23
7,353.84
7,283.01
7,335.47
7,317.14522
19.514302
2,050.221491
0.490236
17,104
79.185984
83,100.642
0.007289
5,483.19047
15,001,969.6
932.060008
6,820,990.6
2020-01-04T19:55:28
2020-01-04T21:36:02
13
7,335.46
7,367.31
7,310.67
7,360.11
7,340.45983
9.49446
2,043.296263
0.489263
20,537
1,340.07851
200,586.91642
0.007321
1,507.085564
14,998,220.9
893.057003
6,554,494
2020-01-04T21:36:02
2020-01-04T23:59:59
14
7,360.13
7,366.16
7,328.9
7,354.11
7,350.8447
7.152358
1,343.251704
0.473003
18,317
219.957485
137,956.7511
0.007335
254.29777
9,874,007.5
631.67172
4,643,222.2
2020-01-05T00:00:01
2020-01-05T01:06:42
0
7,354.19
7,404.88
7,354.11
7,404.88
7,377.27628
10.31141
2,033.653514
0.48052
16,299
299.97741
344,374
0.007365
10,855.302314
15,010,568.4
798.374669
5,891,453.8
2020-01-05T01:06:42
2020-01-05T01:24:33
1
7,404.88
7,458.27
7,382.3
7,453.42
7,427.66916
20.266915
2,020.394338
0.438797
12,238
2,624.363521
238,210.09205
0.007387
20,340.114857
15,009,590
760.048248
5,646,452.3
2020-01-05T01:24:33
2020-01-05T01:39:54
2
7,453.7
7,472.14
7,417.94
7,447.21
7,448.65084
10.847915
2,011.257805
0.462713
12,243
1,247.741926
279,901.623789
0.007423
11,592.304744
14,983,384
1,039.711678
7,746,104.6
2020-01-05T01:39:54
2020-01-05T02:03:42
3
7,447.21
7,481.87
7,445.07
7,476.3
7,464.23758
8.797154
2,009.209969
0.495283
13,039
1,085.229783
472,436.8
0.00745
1,871.601989
14,997,077.8
885.534381
6,609,033.9
2020-01-05T02:03:42
2020-01-05T03:08:09
4
7,476.25
7,482.87
7,432.79
7,456.1
7,453.46862
10.169012
2,012.830791
0.487527
15,634
1,004.359425
253,033.1
0.007443
4,473.66
15,000,762.4
923.248443
6,880,880.9
2020-01-05T03:08:09
2020-01-05T04:04:58
5
7,456.06
7,495
7,439.33
7,464.17
7,466.06394
14.56471
2,007.827728
0.539336
11,872
1,071.868273
356,431.18
0.007446
7,746.718691
15,000,736.4
1,047.752193
7,827,216.2
2020-01-05T04:04:58
2020-01-05T05:59:44
6
7,464.17
7,470
7,444
7,453.6
7,456.0097
4.960899
2,011.556942
0.463231
18,494
2,131.199675
190,262.28195
0.007447
796.245727
14,998,656.8
981.694731
7,319,880.9
2020-01-05T05:59:44
2020-01-05T07:51:50
7
7,453.52
7,481.25
7,437.4
7,467.02
7,455.96922
8.237078
2,011.693135
0.459338
16,637
33,540.84
92,866.666365
0.007445
479.658964
14,999,391.8
963.463643
7,182,721.4
2020-01-05T07:51:52
2020-01-05T09:03:41
8
7,466.03
7,472
7,400
7,400
7,441.98603
15.780576
2,023.0489
0.536885
16,050
239.935806
102,283.132648
0.007428
48,711.5804
15,044,173.1
1,207.308451
8,974,824.8
2020-01-05T09:03:41
2020-01-05T10:22:56
9
7,400
7,435.79
7,400
7,425.02
7,420.15478
7.425775
2,015.969784
0.450688
14,540
2,960.7548
282,522.4304
0.007407
2,752.514314
14,957,189.3
863.974936
6,409,434.6
2020-01-05T10:22:56
2020-01-05T12:17:45
10
7,425.02
7,451.28
7,403.21
7,451.15
7,425.16248
9.780496
2,021.025791
0.471176
19,532
173.017816
129,587.5
0.007406
7,062.699197
15,004,832.8
894.881381
6,644,467.2
2020-01-05T12:17:45
2020-01-05T13:52:47
11
7,451.11
7,460.46
7,415
7,431.47
7,441.72455
9.626164
2,015.094301
0.527083
18,591
19.961524
246,778.571798
0.007418
1,433.82039
14,994,223.4
1,057.865997
7,870,811.2
2020-01-05T13:52:47
2020-01-05T15:40:08
12
7,431.51
7,476.31
7,425
7,461.58
7,445.99991
12.268
2,014.040953
0.507235
22,390
2,499.982259
61,816.99419
0.007429
1,827.042479
14,999,817.5
984.887803
7,333,956.2
2020-01-05T15:40:08
2020-01-05T16:38:38
13
7,461.9
7,484
7,441.37
7,479.26
7,465.07326
8.330151
2,012.717532
0.544496
17,451
10.103413
210,383.42132
0.007459
29,917.04
15,026,160.3
1,009.70645
7,537,498.6
2020-01-05T16:38:38
2020-01-05T18:36:06
14
7,479.28
7,479.44
7,433.28
7,434.81
7,458.10315
8.381086
2,007.748433
0.451903
21,259
12.834444
64,247.209988
0.007441
358.112493
14,973,739.4
1,057.634148
7,888,090.6
2020-01-05T18:36:06
2020-01-05T20:36:36
15
7,434.81
7,449.69
7,421.77
7,432.96
7,437.72399
5.677932
2,017.081515
0.47015
19,598
347.882195
73,376.706843
0.007426
1,241.393516
15,000,716.5
1,003.093763
7,459,303
2020-01-05T20:36:36
2020-01-05T21:46:59
16
7,432.91
7,439.98
7,361.01
7,391.77
7,405.63179
20.03244
2,026.224117
0.505058
15,818
151.787455
138,660.5
0.007375
2,054.949019
15,000,724.4
1,136.157427
8,411,150.6
2020-01-05T21:46:59
2020-01-05T22:31:24
17
7,391.78
7,395.3
7,318
7,349
7,359.07816
21.839079
2,038.892345
0.50432
14,931
2,500.003481
263,396.39912
0.007325
3,086.58
15,000,387.2
1,216.651194
8,948,787.1
2020-01-05T22:31:24
2020-01-05T23:59:58
18
7,349
7,363.55
7,321
7,358.75
7,347.42963
9.688773
2,020.817711
0.504845
17,647
44.652524
176,400
0.00733
10.088846
14,846,552.2
1,043.726504
7,666,521.5
2020-01-06T00:00:00
2020-01-06T01:30:48
0
7,357.64
7,392.83
7,346.76
7,373.22
7,369.45221
10.161539
2,035.634177
0.517412
16,138
219.964005
195,629.85475
0.007352
837.472447
15,000,294.7
973.294709
7,172,709.1
2020-01-06T01:30:48
2020-01-06T02:08:20
1
7,373.2
7,487.94
7,371.26
7,475.73
7,426.54167
33.398003
2,019.098283
0.434319
14,540
184.610182
270,846.66
0.007381
2,389.916124
15,000,063.8
774.489159
5,752,753.9
2020-01-06T02:08:20
2020-01-06T02:17:57
2
7,475.73
7,536
7,472.06
7,498.68
7,503.478
13.051933
1,999.896244
0.468244
10,439
110.326823
506,579.25
0.007477
13,816.167926
15,010,069.7
905.963306
6,800,626
2020-01-06T02:17:57
2020-01-06T02:55:53
3
7,501.19
7,544
7,489.43
7,544
7,507.86553
11.782267
1,996.978193
0.480354
12,649
1,317.68904
360,984.594614
0.007493
61,524.895856
14,996,204.5
776.630969
5,830,694.7
2020-01-06T02:55:53
2020-01-06T03:04:25
4
7,544.03
7,580
7,530
7,546.34
7,553.58794
13.066372
1,985.14029
0.554237
10,196
82.98433
266,515
0.007533
15,092.68
14,997,195.1
1,084.242016
8,190,234.6
2020-01-06T03:04:25
2020-01-06T03:15:55
5
7,546.43
7,560.9
7,486.85
7,525.81
7,523.31284
14.574301
1,996.13756
0.580483
10,729
63.752241
108,021.10808
0.007508
30,103.24
15,018,992.4
1,098.718904
8,267,152.7
2020-01-06T03:15:55
2020-01-06T04:10:43
6
7,525.82
7,554.61
7,514.01
7,538.5
7,533.08822
9.1389
1,989.163415
0.459997
13,124
4,515.492
169,075.2
0.007517
13,118.625855
14,983,911.9
917.091661
6,907,955
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BTCUSDT 15M dollar spot aggregate klines

This dataset is exported daily from origo.binance_spot_aggtrades_dollar_current using 15M-dollar dollar bars derived from the 1M Origo dollar-kline foundation.

Latest snapshot:

  • file: btcusdt_spot_agg_15M_kline_20200101_to_20261009.parquet
  • start date: 2020-01-01
  • rows: 371366
  • end date: 2026-10-09
  • 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
338
Number of rows:
608,707
Total file size:
54.4 MB