pip install -r requirements.txt
export STORE_DIRECTORY=<your desired path>
This will configure the default storing directory of the downloaded data. This can be
overwritten
by setting an argument(example given below).
python3 download-kline.py -t <market_type>
Running this command will download all available monthly and daily spot, USD-M Futures or COIN-M Futures kline data for all symbols and intervals from 2020-01-01.
These are the available arguments that can be used when running download-kline.py
Some arguments come with a default value if not declared.
| Argument | Explanation | Default | Mandatory |
|---|---|---|---|
| -t | Market type: spot, um (USD-M Futures), cm (COIN-M Futures) | spot | Yes |
| -s | Single symbol or multiple symbols separated by space | All symbols | No |
| -i | single kline interval or multiple intervals separated by space | All intervals | No |
| -y | Single year or multiple years separated by space | All available years from 2020 to current year | No |
| -m | Single month or multiple months separated by space | All available months | No |
| -d | single date or multiple dates separated by space | All available dates from 2020-01-01 | No |
| -startDate | Starting date to download in [YYYY-MM-DD] format | 2020-01-01 | No |
| -endDate | Ending date to download in [YYYY-MM-DD] format | Current date | No |
| -skip-monthly | 1 to skip downloading of monthly data | 0 | No |
| -skip-daily | 1 to skip downloading of daily data | 0 | No |
| -folder | Directory to store the downloaded data | Current directory | No |
| -c | 1 to download checksum file | 0 | No |
| -h | show help messages | - | No |
e.g download ETHUSDT BTCUSDT BNBBUSD spot kline of 1 week interval from year 2020, month of Feb and Dec with CHECKSUM file:
python3 download-kline.py -t spot -s ETHUSDT BTCUSDT BNBBUSD -i 1w -y 2020 -m 02 12 -c 1
e.g download all symbols' daily USD-M futures kline of 1 minute interval from 2021-01-01 to 2021-02-02:
python3 download-kline.py -t um -i 1m -skip-monthly 1 -startDate 2021-01-01 -endDate 2021-02-02
python3 download-trade.py -t <market_type>
Running this command will download all available monthly and daily spot, USD-M Futures or COIN-M Futures trade data for all symbols from 2020-01-01.
These are the available arguments that can be used when running download-trade.py
Some arguments come with a default value if not declared.
| Argument | Explanation | Default | Mandatory |
|---|---|---|---|
| -t | Market type: spot, um (USD-M Futures), cm (COIN-M Futures) | spot | Yes |
| -s | Single symbol or multiple symbols separated by space | All symbols | No |
| -y | Single year or multiple years separated by space | All available years from 2020 to current year | No |
| -m | Single month or multiple months separated by space | All available months | No |
| -d | single date or multiple dates separated by space | All available dates from 2020-01-01 | No |
| -startDate | Starting date to download in [YYYY-MM-DD] format | 2020-01-01 | No |
| -endDate | Ending date to download in [YYYY-MM-DD] format | Current date | No |
| -skip-monthly | 1 to skip downloading of monthly data | 0 | No |
| -skip-daily | 1 to skip downloading of daily data | 0 | No |
| -folder | Directory to store the downloaded data | Current directory | No |
| -c | 1 to download checksum file | 0 | No |
| -h | show help messages | - | No |
e.g download ETHUSDT BTCUSDT BNBBUSD spot trades from year 2020, month of Feb and Dec with CHECKSUM file:
python3 download-trade.py -t spot -s ETHUSDT BTCUSDT BNBBUSD -y 2020 -m 02 12 -c 1
e.g download all symbols' daily USD-M futures trades from 2021-01-01 to 2021-02-02:
python3 download-trade.py -t um -skip-monthly 1 -startDate 2021-01-01 -endDate 2021-02-02
python3 download-aggTrade.py -t <market_type>
Running this command will download all available monthly and daily spot, USD-M Futures or COIN-M Futures aggregated trades data for all symbols from 2020-01-01.
These are the available arguments that can be used when running download-aggTrade.py
Some arguments come with a default value if not declared.
| Argument | Explanation | Default | Mandatory |
|---|---|---|---|
| -t | Market type: spot, um (USD-M Futures), cm (COIN-M Futures) | spot | Yes |
| -s | Single symbol or multiple symbols separated by space | All symbols | No |
| -y | Single year or multiple years separated by space | All available years from 2020 to current year | No |
| -m | Single month or multiple months separated by space | All available months | No |
| -d | single date or multiple dates separated by space | All available dates from 2020-01-01 | No |
| -startDate | Starting date to download in [YYYY-MM-DD] format | 2020-01-01 | No |
| -endDate | Ending date to download in [YYYY-MM-DD] format | Current date | No |
| -skip-monthly | 1 to skip downloading of monthly data | 0 | No |
| -skip-daily | 1 to skip downloading of daily data | 0 | No |
| -folder | Directory to store the downloaded data | Current directory | No |
| -c | 1 to download checksum file | 0 | No |
| -h | show help messages | - | No |
e.g download ETHUSDT BTCUSDT BNBBUSD spot aggTrades from year 2020, month of Feb and Dec with CHECKSUM file:
python3 download-aggTrade.py -t spot -s ETHUSDT BTCUSDT BNBBUSD -y 2020 -m 02 12 -c 1
e.g download all symbols' daily USD-M futures aggTrades from 2021-01-01 to 2021-02-02:
python3 download-aggTrade.py -t um -skip-monthly 1 -startDate 2021-01-01 -endDate 2021-02-02
The 3 scripts below are only used for futures klines data. Running this command will download all available monthly and daily USD-M Futures or COIN-M Futures indexPriceKlines, markPriceKlines or premiumPriceKlines for all symbols from 2020-01-01.
python3 download-futures-indexPriceKlines.py -t <market_type>
python3 download-futures-markPriceKlines.py -t <market_type>
python3 download-futures-premiumPriceKlines.py -t <market_type>
These are the available arguments that can be used when running the scripts.
-t, type, is a mandatory argument which consist of 2 different futures type: um, cm. Some arguments come with a default value if not declared.
| Argument | Explanation | Default | Mandatory |
|---|---|---|---|
| -t | Market type: um (USD-M Futures), cm (COIN-M Futures) | - | Yes |
| -s | Single symbol or multiple symbols separated by space | All symbols | No |
| -i | single kline interval or multiple intervals separated by space | All intervals | No |
| -y | Single year or multiple years separated by space | All available years from 2020 to current year | No |
| -m | Single month or multiple months separated by space | All available months | No |
| -d | single date or multiple dates separated by space | All available dates from 2020-01-01 | No |
| -startDate | Starting date to download in [YYYY-MM-DD] format | 2020-01-01 | No |
| -endDate | Ending date to download in [YYYY-MM-DD] format | Current date | No |
| -skip-monthly | 1 to skip downloading of monthly data | 0 | No |
| -skip-daily | 1 to skip downloading of daily data | 0 | No |
| -folder | Directory to store the downloaded data | Current directory | No |
| -c | 1 to download checksum file | 0 | No |
| -h | show help messages | - | No |
e.g download Futures BTCUSDT USD-M indexPriceKlines
python3 download-futures-indexPriceKlines.py -t um -s BTCUSDT
e.g download ETHUSDT BTCUSDT BNBUSDT USD-M markPriceKlines of 1 week from year 2020, month of Feb and Dec with CHECKSUM file:
python3 download-futures-markPriceKlines.py -t um -s ETHUSDT BTCUSDT BNBUSDT -i 1w -y 2020 -m 02 12 -c 1
e.g download all symbols' daily COIN-M premiumPriceKlines of 1 minute interval from 2021-01-01 to 2021-02-02:
python3 download-futures-premiumPriceKlines.py -t cm -skip-monthly 1 -i 1m -startDate 2021-01-01 -endDate 2021-02-02