I take a snapshot of order books of each market every minute, and store the info in separate files per market.
My dataset is instrumental for identifying support and resistance levels, analyzing capital flows across markets, building indicators that require fresh and dynamic info about the positions traders are taking and their changes over time, etc.
| Name | Type | Version | Release Date | Current dataSet |
|---|---|---|---|---|
| Carol | Extraction | 1.0 | 28 Feb 2018 | dataSet.V1 |
- Exchanges: Poloniex
- Markets: All available pairs.
- Range: 28 Feb 2018 – Current Time (-0 to 59 secs)
- Version: dataSet.V1
- Update Frequency: 1 minute
- Cloud Output Location: Carol > dataSet.V1
- Folder Structure Tree: Output > Order-Books > ExchangeName > Year > Month > Day > Hour > Minute
- Files Structure: One .json file per pair (e.g.: BTC_BCH.json, BTC_BCN.json, ... , ETH_BCH, ETH_BCN, etc.) stored at the Minute level of the Folder Tree Structure
- In-File Record Structure:
- All asks:
- Order Rate, decimal;
- Order Amount, decimal;
- ... followed by all bids:
- Order Rate, decimal;
- Order Amount, decimal;
- All asks:
- In-File Record Example:
- [[[0.11590310,1.45427416],[0.11590313,0.01649073],...,[0.11593099,0.386487]],[[0.29624053,3.50351002],[0.29628236,0.0266],...,[0.01500000,1.2933]]]
Not applicable.
None.
No fees.
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