BitMEX Trading Dataset
This repository hosts historical trading dataset from BitMEX. See releases for the data.
All data are retrieved from bucketed trades api from BitMEX, stored in sqlite3 database on a daily basis.
One can query the trade entries from table trades.
Each entry is a tuple of (timestamp, side, price, amount).
The entries in the released dataset are aggregated -- entries with the same (timestamp, side, price) are merged with amount summed together.
To download trade data for one own, try:
node download.js --start <start time> --duration <duration in seconds> <symbol>
e.g.
node download.js --start 2020-01-01 --duration 3600 ETHUSD