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Bulk Market Data/Downloads

Our bots are currently constantly pulling live data (currently from Poloniex) as fast as possible: 6-10 seconds currently per forecast

We are collecting a lot of data for use in our forecasts which includes: all the trades over time, ticker as shown on poloniex,

The most unique piece of data we have is our forecasting data over time which we call "featuresets": "what we see, predict and eventually, what actually happens"

featuresets contain what our forecasts are, once available what the actual values are and features in the markets useful for making projections from including:

  • All the trades over time
  • Ticker as shown on poloniex
  • Aggregated orderbook info over time (the "power_imbalance" which is the distance between the weighted average of the orderbook and the midpoint, if greater than 1 it means its weighted toward the buy side and larger values are correlated with upward price movements)
  • Features in the trades over time, best fit slopes, weighted trade average price distance to the current midpoint (how price has moved, upward generally is correlated with more upward movements in future).

Our algorithm is projecting what the weighted average in the trades will be over the next 0-5 mins 5-30, 30-60 and 60-120 mins in the `estimated_future_wavg_5` column and once that data is old enough we can compare predictions to the actual `future_wavg_5` to tell how far off our predictions where.

Some examples of the data we collect

For live updates we have a JavaScript/Firebase web API where you can subscribe to get the latest featuresets

contact us to let us know if your interested in market data to run backtests, create custom insights, see crypto currency trends and train your own machine learning trading bots. Let us know if theres any particular markets, time periods and data formats (csv, json, BigQuery) that interest you.

Please let us know if you find anything interesting in the data as we are continually improving our forecasts