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High-Frequency Cryptocurrency Tick-by-Tick Trade Records
Crypto & Blockchain Transactions
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About
Capturing the rapid fluctuations of the cryptocurrency market, this collection provides tick-by-tick trade information from the Binance exchange. It focuses on the most prominent trading pairs, Bitcoin (BTC) and Ethereum (ETH) against the Tether (USDT) stablecoin, during a specific window in early 2020. This high-frequency record is vital for understanding liquidity, market microstructures, and price discovery in a digital asset environment.
Columns
- Trade time: The exact moment the transaction occurred, recorded as a Unix timestamp in milliseconds.
- Trade ID: A unique numerical identifier assigned to each specific trade on the exchange.
- Price: The value at which the asset was traded, denominated in USDT.
- Quantity: The total amount of the cryptocurrency (BTC or ETH) exchanged in the transaction.
- Is the buyer the market maker: A boolean indicator specifying if the buyer provided liquidity (market maker) or took liquidity from the book.
Distribution
The data is delivered in CSV format, with the BTC-USDT file size being approximately 284.35 MB. The collection contains 5,575,526 entries for BTC-USDT and 2,032,364 entries for ETH-USDT. Both files exhibit 100% validity with no mismatched or missing records, maintaining a usability score of 10.00. This is a static archive with no expected update frequency.
Usage
This resource is ideal for performing high-frequency trading (HFT) back-testing or developing sophisticated algorithmic strategies. It is also suitable for academic research into cryptocurrency volatility and order book dynamics. Developers can use the tick-by-tick history to train machine learning models for short-term price prediction or to visualise market depth and trading patterns during high-volume periods.
Coverage
The temporal scope covers the period between 14 January 2020 and 26 January 2020. The geographic scope is global, reflecting activity on the Binance international exchange for the BTC-USDT and ETH-USDT trading pairs.
License
CC0: Public Domain
Who Can Use It
Quantitative traders can leverage these records to refine execution algorithms and measure slippage. Financial researchers can utilise the trade-level detail to study market efficiency and participant behaviour during the early 2020 period. Additionally, data scientists specialising in fintech can use this high-validity dataset to experiment with large-scale time-series analysis and signal processing.
Dataset Name Suggestions
- Binance Real-Time BTC and ETH Trade History January 2020
- High-Frequency Cryptocurrency Tick-by-Tick Trade Records
- Bitcoin and Ethereum Millisecond Trade Data (Binance)
- BTC-USDT and ETH-USDT Real-Time Market Exchange Logs
- Binance Crypto Liquidity and Price Transaction Registry
Attributes
Original Data Source: High-Frequency Cryptocurrency Tick-by-Tick Trade Records
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