About

• This dataset contains Open-High-Low-Close data for 1926 crypto currency tokens.
• All prices are given in 1min resolution.
• All prices are given in dollars.
• All data was downloaded from Syve using the following endpoint https://syve.readme.io/reference/erc20-prices-usd.
• Code to replicate this dataset is open-source here: https://github.com/martkir/crypto-prices-download. You can use it to download fresh data.
• The tokens that were chosen were the top according trading activity on Ethereum based DEXs (e.g. Uniswap). Tokens with too little trading activity were excluded.

Content

• Data is downloaded up until 1 April 2023.
• Data for all tokens can be found in the data directory.
• Each file in data corresponds to a different crypto currency.
• The name of each file corresponds to the (hexadecimal string) address of the token contract on Ethereum. The address is used because the name and/or symbol of a token is not always unique.
• I have also added a token_metadata.csv file. This file contains the address, name and symbol of all 1926 tokens that make up this dataset.

Inspiration

• There are many tokens that are not traded on centralized exchanges (e.g. Binance, Bitfinex).
• For cross-sectional analysis of price dynamics you need a large sample of unique tokens.
• Low liquidity / small cap tokens have interesting statistical properties that can be studied - in part due to large players not being able to trade them.
• For reasons above I wanted to upload a dataset with a larger sample of tokens based on data obtained from decentralized exchanges that have greater coverage.

Final remarks

Feedback is appreciated. If there’s anything unclear or you would like added / improved - feel free to drop me a message and let me know. Twitter for DMs: https://twitter.com/martkiro

This is the first dataset I am posting here. I really hope it helps 🙂