Context

AlphaGrow is a proprietary algorithmic trading firm specialised in cryptocurrencies. They have designed an in-house data collection system that collects, cleans, aggregates and structures market data from multiple cryptocurrency exchanges. This dataset represents a sample of what they can provide.

If you are interested in getting access to their entire cryptocurrency data lake (for research or backtesting purposes for instance), you can directly go to their website: https://alphagrow.io/data_sharing.html

• They provide more than 4 years of market data for the top 250+ liquid pairs quoted against BTC and the top 250+ liquid pairs quoted against USDT
• The data has a 1-min resolution
• The data is updated every month with the addition of the last month of market data
• If you want to know more about the data collection methodology you can contact the data provider at the following email address: contact@alphagrow.io

Brief description

This dataset is comprised of market data for the most liquid pairs quoted against BTC and USDT. It has more than a year of data with a granularity of 1min, from Jan 2020 to Mar 2021 included.

Content

For each pair, the following info is available:

• symbol
• time (open, close)
• price (open, low, high, close)
• volume (total base, total quote, taker buy base, taker buy quote)
• number of trades

Acknowledgements

AlphaGrow who gave the authorisation to publish this sample