Terminal
↑↓ to select, press enter to go, use esc to exit
  • Pricing
  • Strategy Explorer Strategies Strategies
  • Research Research Research
  • Data
  • Documentation Docs Docs
  • Algorithm Lab Lab Lab
  • Sign In

Terminal

    Platform

  • Pricing
  • Strategy Explorer
  • Research
  • Datasets
  • Documentation
  • Algorithm Lab

    SIGN IN

  • Sign in
  • Don't have an account? Join QuantConnect Today

  • Sign up for Free

Welcome to
Algorithm Lab

We are dedicated to providing investors with a cutting-edge platform for rapidly creating quant investment strategies. Founded in 2012, we've empowered more than 250,000 quants and engineers to create and trade their ideas.

Terminal image Terminal image
Your Quantitative Foundation

Learning Center

Quickly and easily started with our API to build your strategy. The learning center lessons are interactive, step-by-step guides to make you productive as fast as possible.

BootCamp BootCamp
Explore Free and Paid Datasets

Vast Datasets

Focus your efforts on driving alpha, not parsing CSV files. Our cloud offers hundreds of terabytes of traditional and alternative data preformatted, cleaned, and instantly accessible by our API.

Datasets Datasets
Collaborate with Your Team

Organizations

Coordinate teamwork, control access permissions, and your shared cloud resources. Grow your trading organization safely and efficiently on top of our cloud architecture.

Organizations
Jumpstart Your Algorithm Development

Strategy Explorer

A selection of streaming live-trading strategies written by QuantConnect, and top highlights from the community available to follow and clone. Peer into detailed real-time positions to gain insight for your own trading.

Strategy Explorer Strategy Explorer


Loading Algorithm Lab v3.0...
  • my-projects my-projects
    my-projects my-projects
    Projects
  • my-projects my-projects
    my-projects my-projects
    Organization
  • my-projects my-projects
    my-projects my-projects
    Learning Center
  • my-projects my-projects
    my-projects my-projects
    Datasets
  • Strategy Explorer Strategy Explorer
    Strategy Explorer Strategy Explorer
    Strategies
  • my-projects my-projects
    my-projects my-projects
    Support
  •  
close lesson close lesson
search icon search icon
  • Learning Center Home Learning Center Home All Courses
  • My courses in progress My courses in progress In Progress
  • My courses Completed My courses Completed Completed
  • My Wish List My Wish List Wish List
  • My Wish List My Wish List Articles

What is Boot Camp?

Boot Camp is a great way to improve your skills and learn the QuantConnect API in easily digestible portions.

Learning Center

Your Quantitative Foundation

A collection of courses from independent educators to improve your quant skill base and create better strategies.

Available Courses

Solidify and expand your quant skill base with courses at QuantConnect

Boot Camp 101 / US Equities

Learn algorithmic trading with python for US Equities. Guided strategy development in easily digestible portions.

Author: QuantConnect

Free  |  96,986 People Enrolled

Boot Camp 102 / FOREX

Learn algorithmic trading with python for FX. Guided strategy development in easily digestible portions.

Author: QuantConnect

Free  |  20,752 People Enrolled

Boot Camp 103 / Futures

Learn algorithmic trading with python for Futures. Guided strategy development in easily digestible portions.

Author: QuantConnect

Free  |  7,590 People Enrolled

Algorithmic Trading A-Z | The Complete Course

In this algorithmic trading tutorial series you will learn everything you need to know to start writing your own trading bots using Python and the QuantConnect quantitative trading platform.

Author: Louis

Free  |  29,400 People Enrolled

Complete Algorithmic Trading Course

Master algorithmic trading on QuantConnect; backtest and live trade Stocks, Options, Futures, Forex, and Crypto.

Author: Cheng Li

Paid  |  Enroll on Udemy

Python for Finance and Algorithmic Trading with QuantConnect

Learn to use Python, Pandas, Matplotlib, and the QuantConnect Lean Engine to perform financial analysis and trading.

Author: Jose Portilla, Pierian Training

Paid  |  Enroll on Udemy

Crypto Trading with QuantConnect (C#)

Learn to write programs that algorithmically trade cryptocurrencies using QuantConnect (C#).

Author: Eric Summers

Paid  |  Enroll on Udemy

List Your Course List Your Course

List Your Course

Choose a Template
Close Menu Close Menu

Basic

  • Use Default Template

Use Strategy Explorer Template

Profile Image

Quant Developer

FREE UPGRADE

Start

  • create new algorithm create new algorithm New Algorithm
  • open project open project Open Project
  • open project open project Explore Strategies

Resources

Notes icons

Organization Notes

start icon

Get Started with Algorithm Lab

Close Widget Close Widget
  • Signed Up
  • Create a Project Complete Task Complete Task
  • Backtest Your Project Complete Task Complete Task
  • Live Deploy Your Project Complete Task Complete Task
research icon

New Research

Portfolio Construction Using Topological Data Analysis

Harnessing topological techniques to diversify SPY constituents by clustering top constituents to reduce correlation risk and drawdown....

Read

News & Releases

announce icon

New Announcement

Quant League Q1 2025 Results: Triton Quantitative Trading Takes the 1st Place!

Read
roadmap icon

Upcoming Roadmap

  • UPVOTE

76 Walk Forward Optimization

View All
Online Members
+ Add Members
Quick Links
Research Community Quant League Documentation Learn

Begin Your QuantConnect Journey

Algorithm Lab is your playground for developing and refining trading algorithms with QuantConnect. Utilize advanced tools, historical data, and robust backtesting to enhance your trading strategies. Transform your ideas into actionable insights and optimize your trading approach with ease.

Sign Up for Free

Already have an account Log In.

Your Account

Summary

PROJECTS

BACKTESTS

LIVE VOLUME

PUBLIC ALGORITHMS

LIVE DEPLOYMENTS

LINES OF CODE

Account Settings

What is your preferred language?
What is your preferred color theme?
Subscriptions
Manage Email Subscriptions

Terminal Settings

Security

Change Password Deactivate 2FA Authentication

This account is protected by two-factor authentication.

Request Token Information Reset My Token
Active Sessions
Created Last Time Used Agent  

No entries found

Do you really want to cancel the subscription ?
Please, first downgrade to free all your organizations.
Ok
Do you really want to delete your account ?

To continue please enter your email:

Set up Google Authenticator

(No google account required)

First Install the Required Application

  1. 1. On your phone go to Google Play Store (Android) or Apple Store (iPhone)
  2. 2. Search for Google Authenticator
  3. 3. Download and install the application

Now open the Google Authenticator Application

  1. 4.- In the application, touch 'Begin Setup'
  2. 5.- Select 'Scan barcode'
  3. 6.- Using your phone camera scan this barcode

Final Verification

To verify that everything goes well please enter the 6 digit verification code generated by the authenticator application

Begin Your QuantConnect Journey

Algorithm Lab is your playground for developing and refining trading algorithms with QuantConnect. Utilize advanced tools, historical data, and robust backtesting to enhance your trading strategies. Transform your ideas into actionable insights and optimize your trading approach with ease.

Sign Up for Free

Already have an account Log In.

data Manager View
Requesting coding environment...

No Coding Session Available No Coding Session Available Retry


Please stop one of the following coding sessions, or upgrade your account.

NAME ORGANIZATION

Upgrade Coding Environment

QuantConnect Datasets

Datasets

  • all datasets all datasets All Datasets 0
  • list datasets list datasets List Dataset
  • list datasets list datasets Data Issues +99
  • status status Data Status
  • sales report sales report Sales Report
  • All
  • Geospatial Data
  • Commerce Data
  • Financial Market Data
  • Consumer Data
  • B2B Data
  • Transport and Logistics Data
  • Environmental Data
  • Credit Rating Data
  • Real Estate Data
  • Web Data
  • Legal Data
  • Healthcare Data
  • Entertainment Data
  • Energy Data
  • Industry Data
  • Political Data
  • News and Events

Datasets > Binance Crypto Price Data

Datasets

Explore free and paid datasets available on QuantConnect covering fundamentals, pricing, and alternative options.

select icon select icon
select icon select icon
select icon select icon
 
List Dataset

New

US Equity Security Master

Corporate action data source for splits, dividends, mergers, acquisitions, IPOs, and delistings.

  • 27,500 US Equities
  • January 1998
  • Free in Cloud
Learn More
New

US Futures Security Master

Rolling reference data for popular CME Futures contracts.

  • 162 Future Contracts
  • May 2009
  • Free in Cloud
Learn More
New

US Equity Coarse Universe

Universe of all US Equities with closing price and volume for Coarse Universe Selection.

  • 30,000 US Equities
  • January 1998
  • Free in Cloud
Learn More
New

US ETF Constituents

Equity constituent components and weightings for US ETF listings. This data is ideal for universe selection without selection bias.

  • 2,650 US ETF Listings
  • June 2009
  • Free in Cloud
Learn More
New

International Future Universe

FESX, HSI, and NKD Futures universe for fast future contract selection with prices, expiration dates and open interests

  • 3 contracts
  • July 1998
  • Free in Cloud
Learn More
New

US Future Option Universe

Future Options universe for fast option contract selection.

  • 16 Monthly Future Contracts
  • January 2012
  • Free in Cloud
Learn More
New

US Future Universe

Futures universe for fast future contract selection with prices, expiration dates and open interests

  • 162 Most Liquid Futures
  • May 2009
  • Free in Cloud
Learn More
New

US Equity Option Universe

Precalculated daily greeks for fast option-contract selection.

  • 4,000 Equity Options
  • January 2012
  • Free in Cloud
Learn More
New

US Index Option Universe

Precalculated Daily Greeks for Fast Option Selection

  • 7 Index Options
  • January 2012
  • Free in Cloud
Learn More
New

US Equities Short Availability

Available shares for open short positions in the US Equity market.

  • 10,500 US Equities
  • January 2018
  • Free in Cloud
Learn More
New

US Fundamental Data

Corporate Fundamental data for fine universe selection based on industry classification and underlying company performance indicators.

  • 8,000 US Equities
  • January 1998
  • Free in Cloud
Learn More
New

US Equities

Market data for all US listed and delisted Equities, ETFs, ETNs, ADRs, and Warrants.

  • 27,500 US Equities
  • January 1998
  • Free in Cloud
Learn More
New

US Equity Options

Trade and quote data for US Equity Options contracts.

  • 4,000 Equity Options
  • January 2012
  • Free in Cloud
Learn More
New

US Futures

Trade and quote data for the most liquid US Futures across the CME, CBOT, NYMEX, and COMEX markets.

  • 162 Most Liquid Futures
  • May 2009
  • Free in Cloud
Learn More
New

US Future Options

Future Options data for the most liquid US CME Future commodity contracts.

  • 16 Monthly Future Contracts
  • January 2012
  • Free in Cloud
Learn More
New

US Index Options

European Option contract data for 3 US Indices: SPX, VIX, and NDX.

  • 7 Index Options
  • January 2012
  • Free in Cloud
Learn More
New

International Futures

Trade and quote data for FESX, HSI, and NKD Future Contracts.

  • 3 Contracts
  • July 1998
  • Free in Cloud
Learn More
New

Benzinga News Feed

Financial articles and news publications condensed into a news feed with titles and article bodies for sentiment analysis

  • 1,250 Posts/Day, 8,000 Stocks
  • 1st January 2016
  • From $120/mo
Learn More
New

Tiingo News Feed

News releases from 120 different news providers for sentiment analysis.

  • 10,000 US Equities
  • January 2014
  • Free in Cloud
Learn More
New

Upcoming Earnings

Alert for upcoming earnings report of US Equities with report date, report time, and earnings estimation.

  • 27,500 US Equities
  • January 1998
  • Free in Cloud
Learn More
New

Upcoming IPOs

Alert for upcoming IPO events of primary US Equities with IPO start/filing/amended date, IPO deal type. IPO prices, and number of shares.

  • US Equities
  • February 2013
  • Free in Cloud
Learn More
New

Upcoming Splits

Alert for upcoming split and reverse split events of primary US Equities common shares with split date, and split factor.

  • 27,500 US Equities
  • January 2010
  • Free in Cloud
Learn More
New

Economic Events

Alert for upcoming economic events globally, including the date and estimates of macroeconomic indicator annoucement, special dates, etc.

  • 115 Countries
  • January 2019
  • Free in Cloud
Learn More
New

US Congress Trading

Trading activity of Congresspeople for potential insider trading signals based on early access to regulation changes.

  • 1,800 US Equities
  • January 2016
  • From $5/User/mo
Learn More
New

WallStreetBets

Mentions of US Equities on the r/wallstreetbets subreddit.

  • 6,000 US Equities
  • August 2018
  • From $5/User/mo
Learn More
New

Corporate Buybacks

US Equity buyback announcements and transactions scraped from SEC reports and secondary sources.

  • 3,000 US Equities
  • May 2015
  • From $20/User/mo
Learn More
New

US Regulatory Alerts - Financial Sector

RegAlytics is the leading provider of daily regulatory updates. They source data from over 5,000 regulators.

  • 400,000 Alerts
  • January 2020
  • From $10/mo
Learn More
New

Brain Sentiment Indicator

Proprietary sentiment analysis algorithm for US Equities.

  • 4,500 US Equities
  • August 2016
  • From $10/mo
Learn More
New

Brain ML Stock Ranking

Proprietary machine learning ranking algorithm for US Equities.

  • 1,000 US Equities
  • January 2010
  • From $10/mo
Learn More
New

Brain Language Metrics on Company Filings

Proprietary NLP algorithm that monitors several language metrics on company reports.

  • 3,000 US Equities
  • January 2010
  • From $10/mo
Learn More
New

Estimize

Estimates of company financials including EPS, revenues, and macroeconomic indicators based on 100,000+ crowdsourced predictions.

  • 2,800 US Equities
  • January 2011
  • $75/mo
Learn More
New

True Beats

Predictions of EPS and Revenues for US Equities based on expert opinions, peer opinions, and historical performance.

  • Over 5,000 US Equities
  • January 2000
  • $75/mo
Learn More
New

Tactical

Likelihood score of short-term price movements driven by technical indicators.

  • Over 5,000 US Equities
  • January 2000
  • $75/mo
Learn More
New

Cross Asset Model

Scoring algorithm based on put-call spread of Equity Options, volatility skewness, and volume.

  • Over 3,000 US Equities
  • July 2005
  • $75/mo
Learn More
New

Composite Factor Bundle

Daily proprietary signals for quality, value, momentum, growth, and low volatility factors, which are used by the leading quant funds.

  • 8,000 US Equities
  • January 2003
  • From $39/mo
Learn More
New

CNBC Trading

CNBC Trading tracks the recommendations made by media personalities on CNBC.

  • 1,515 US Equities
  • December 2020
  • From $5/User/mo
Learn More
New

US Government Contracts

Use the USASpending.gov API to track government contracts granted to publicly traded companies.

  • 748 US Equities
  • October 2019
  • From $5/User/mo
Learn More
New

Corporate Lobbying

Lobbying activities of companies to political or legislative figures, including clients, issues concerned, and amount paid.

  • 1,418 US Equities
  • January 1999
  • From $5/User/mo
Learn More
New

Insider Trading

Insider Trading tracks trades made by the own company executives, implying if they were bullish or bearish on their own companies.

  • 4994 US Equities
  • 25 April 2014
  • From $5/User/mo
Learn More
New

US SEC Filings

Semi-parsed Quarterly Financial Reports (10-Q) and Annual Financial Report (8-K) filings of companies for US Equities.

  • 15,000 US Equities
  • January 1998
  • Free in Cloud
Learn More
New

US Federal Reserve (FRED)

Collection of thousands of economic datasets maintained by the US Government.

  • 560 Datasets
  • January 1999
  • Free
Learn More
New

Data Link

Nasdaq Data Link, previously known as Quandl, is a premier marketplace for financial, economic, and alternative data sets.

  • More than 20 million datasets
  • Various
  • Free in Cloud
Learn More
New

Bybit Crypto Price Data

Trade and quote data for the Bybit Crypto exchange, collected by CoinAPI.

  • 721 Currency Pairs
  • April 2022
  • Price Update II
Learn More
New

Bybit Crypto Future Price Data

Trade and quote data for the Bybit Crypto Future exchanges, collected by CoinAPI.

  • 433 Crypto Future Pairs
  • October 2019
  • Free in Cloud
Learn More
New

Bybit Crypto Future Margin Rate Data

Margin interest rate data for the Bybit Crypto Future exchanges, collected by QuantConnect.

  • 433 Crypto Future Pairs
  • August 2020
  • Price CTA
Learn More
New

FOREX Data

Quote data for Forex pairs.

  • 71 Currency Pairs
  • January 2007
  • Free in Cloud
Learn More
New

CFD Data

Quote data for Contracts for Difference (CFD).

  • 51 Contracts
  • May 2002
  • Free in Cloud
Learn More
New

Coinbase Crypto Price Data

Trade and quote data for the Coinbase Pro Crypto exchange, collected by CoinAPI.

  • 860 Currency Pairs
  • January 2015
  • Free in Cloud
Learn More
New

Bitfinex Crypto Price Data

Trade and quote data for the Bitfinex Crypto exchange, collected by CoinAPI.

  • 383 Currency Pairs
  • January 2013
  • Free in Cloud
Learn More
New

Binance Crypto Price Data

Trade and quote data for the Binance Crypto exchange, collected by CoinAPI.

  • 2,684 Currency Pairs
  • July 2017
  • Free in Cloud
Learn More
New

Kraken Crypto Price Data

Trade and quote data for the Kraken Crypto exchange, collected by CoinAPI.

  • 710 Currency Pairs
  • October 2013
  • Free in Cloud
Learn More
New

Binance US Crypto Price Data

Trade and quote data for the Binance US Crypto exchange, collected by CoinAPI.

  • 541 Cryptocurrency pairs
  • October 2019
  • Free in Cloud
Learn More
New

Binance Crypto Future Price Data

Trade and quote data for the Binance Crypto Future exchanges, collected by CoinAPI.

  • 421 Crypto Future Pairs
  • August 2020
  • Free in Cloud
Learn More
New

Binance Crypto Future Margin Rate Data

Margin interest rate data for the Binance Crypto Future exchanges, collected by QuantConnect.

  • 421 Crypto Future Pairs
  • August 2020
  • Free in Cloud
Learn More
New

US Interest Rate

Primary credit rate from the Federal Open Market Committee (FOMC)

  • 1 Country: US
  • January 2003
  • Price CTA
Learn More
New

Macroeconomics Indicators

39 Macroeconomic Indicators data for 249 countries/regions, including the date, value, and frequency.

  • 39 Indicators, 249 Countries/Regions
  • January 1998
  • Free in Cloud
Learn More
New

Upcoming Dividends

Alert for upcoming dividend events of primary US Equities common shares with dividend important dates, and dividend per share.

  • 27,500 US Equities
  • January 2015
  • Free in Cloud
Learn More
New

US Energy Information Administration (EIA)

Supply and demand information for US Crude Products.

  • 190 Datasets
  • January 1991
  • Free
Learn More
New

US Treasury Yield Curve

Yield curve rates for US Government bonds over all common maturity dates. The data is scraped from the US Treasury website.

  • US Daily Treasury Yield Rates
  • January 1990
  • Free
Learn More
New

VIX Central Contango

Contango rates over time for the VIX Contract. The data is provided by VIXCentral and cached by QuantConnect.

  • 1 Dataset
  • June 2010
  • Free
Learn More
New

VIX Daily Price

Daily export of OHLC daily price for VIX-related products. The data is supplied by the CBOE and cached by QuantConnect.

  • 18 Datasets
  • January 1990
  • Free
Learn More
New

Cash Indices

Price data for 125 US Cash indices and 2 international indices (HSI and SX5E). This data provides the underlying price for Index Options of NDX, SPX, RUT, and VIX.

  • 125 US indices and 3 International indices
  • January 1998
  • Free in Cloud
Learn More
New

Bitcoin Metadata

Bitcoin processing fundamental data such as hash rate, miner revenue, and number of transactions.

  • Bitcoin blockchain
  • Jan 2009
  • Free in Cloud
Learn More
New

Crypto Market Cap

Cryptocurrencies market cap data is provided by CoinGecko and cached by QuantConnect.

  • 620 cryptocurrencies
  • 28 April 2013
  • Free Research
Learn More
 
resources-icon
Datasets Browse Available Datasets

Datasets >

Dashboard

Data Sale Reports

  • 2025 - May
  • 2025 - April
  • 2025 - March
  • 2025 - February
  • 2025 - January
  • 2024 - December
  • 2024 - November
  • 2024 - October
  • 2024 - September
  • 2024 - August
  • 2024 - July
  • 2024 - June
  • 2024 - May
  • 2024 - April
  • 2024 - March
  • 2024 - February
  • 2024 - January
  • 2023 - December
  • 2023 - November
  • 2023 - October
  • 2023 - September
  • 2023 - August
  • 2023 - July
  • 2023 - June
  • 2023 - May

Datasets Manual Subscriptions

 

 



Data Issues

A transparent, community reporting system. Report suspected issues with our cloud data to be investigated by the QuantConnect Team.

search icon search icon
  • Issues
  • Issue
  • Report Issue

Issue List

Loading...

  • Page of 1

Data Explorer Issues are a way to report and track data problems. They give the QuantConnect community a way to discuss potential solutions and be notified when they are resolved. If you think you have found a data problem please check the existing open and closed issues first; often another user may have already reported your problem.

Issue Type

Does your issue match any of the already listed issues?

Thank you for your contribution! Our team is currently working on resolving these issues, please subscribe to them to receive updates.










Datasets >

Binance Crypto Price Data

dataset-logo
dataset-logo

Binance Crypto Price Data

Dataset by CoinAPI

  • About
  • Documentation
  • Research
  • Examples
  • Licenses
  • CLI
  • Pricing

Introduction

The Binance Crypto Price Data by CoinAPI is for Cryptocurrency price and volume data points. The data covers 2,684 Cryptocurrency pairs, starts in July 2017, and is delivered on any frequency from tick to daily. This dataset is created by monitoring the trading activity on Binance.

About the Provider

CoinAPI was founded by Artur Pietrzyk in 2016 with the goal of providing real-time and historical cryptocurrency market data, collected from hundreds of exchanges. CoinAPI provides access to Cryptocurrencies for traders, market makers, and developers building third-party applications.

Getting Started

The following snippet demonstrates how to request data from the Binance Crypto Price dataset:

Select Language:
# Binance accepts both Cash and Margin account types only.
self.set_brokerage_model(BrokerageName.BINANCE, AccountType.CASH)
self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)

self.btcbusd = self.add_crypto("BTCBUSD", Resolution.MINUTE, Market.BINANCE).symbol

self._universe = self.add_universe(CryptoUniverse.binance(self.universe_selection_filter))
// Binance accepts both Cash and Margin account types only.
SetBrokerageModel(BrokerageName.Binance, AccountType.Cash);
SetBrokerageModel(BrokerageName.Binance, AccountType.Margin);

_symbol = AddCrypto("BTCBUSD", Resolution.Minute, Market.Binance).Symbol;

_universe = AddUniverse(CryptoUniverse.Binance(UniverseSelectionFilter));

Data Summary

The following table describes the dataset properties:

Property Value
Start Date July 2017
Asset Coverage 2,684 Currency Pairs
Data Density Dense
Resolution Tick, Second, Minute, Hourly, & Daily
Timezone UTC
Market Hours Always Open

Example Applications

The Binance Crypto Price dataset enables you to accurately design strategies for Cryptocurrencies. Examples include the following strategies:

  • Buy and hold
  • Trading Cryptocurrency volatility and price action
  • Allocating a small portion of your portfolio to Cryptocurrencies to hedge against inflation

For more example algorithms, see Examples.

Data Point Attributes

The Binance Crypto Price dataset provides TradeBar, QuoteBar, Tick, and CryptoUniverse objects.

TradeBar Attributes

TradeBar objects have the following attributes:

TradeBar
    Volume:
  • volume: decimal
  • Opening price of the bar: Defined as the price at the start of the time period.
  • open: decimal
  • High price of the TradeBar during the time period.
  • high: decimal
  • Low price of the TradeBar during the time period.
  • low: decimal
  • Closing price of the TradeBar. Defined as the price at Start Time + TimeSpan.
  • close: decimal
  • The closing time of this bar, computed via the Time and Period
  • end_time: DateTime
  • The period of this trade bar, (second, minute, daily, ect...)
  • period: TimeSpan
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • data_type: MarketDataType
  • True if this is a fill forward piece of data
  • is_fill_forward: bool
  • Current time marker of this data packet.
  • time: DateTime
  • Symbol representation for underlying Security
  • symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • price: decimal
    Volume:
  • Volume: decimal
  • Opening price of the bar: Defined as the price at the start of the time period.
  • Open: decimal
  • High price of the TradeBar during the time period.
  • High: decimal
  • Low price of the TradeBar during the time period.
  • Low: decimal
  • Closing price of the TradeBar. Defined as the price at Start Time + TimeSpan.
  • Close: decimal
  • The closing time of this bar, computed via the Time and Period
  • EndTime: DateTime
  • The period of this trade bar, (second, minute, daily, ect...)
  • Period: TimeSpan
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • DataType: MarketDataType
  • True if this is a fill forward piece of data
  • IsFillForward: bool
  • Current time marker of this data packet.
  • Time: DateTime
  • Symbol representation for underlying Security
  • Symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • Value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • Price: decimal

QuoteBar Attributes

QuoteBar objects have the following attributes:

QuoteBar
    Average bid size
  • last_bid_size: decimal
  • Average ask size
  • last_ask_size: decimal
  • Bid OHLC
  • bid: Bar
  • Ask OHLC
  • ask: Bar
  • Opening price of the bar: Defined as the price at the start of the time period.
  • open: decimal
  • High price of the QuoteBar during the time period.
  • high: decimal
  • Low price of the QuoteBar during the time period.
  • low: decimal
  • Closing price of the QuoteBar. Defined as the price at Start Time + TimeSpan.
  • close: decimal
  • The closing time of this bar, computed via the Time and Period
  • end_time: DateTime
  • The period of this quote bar, (second, minute, daily, ect...)
  • period: TimeSpan
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • data_type: MarketDataType
  • True if this is a fill forward piece of data
  • is_fill_forward: bool
  • Current time marker of this data packet.
  • time: DateTime
  • Symbol representation for underlying Security
  • symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • price: decimal
    Average bid size
  • LastBidSize: decimal
  • Average ask size
  • LastAskSize: decimal
  • Bid OHLC
  • Bid: Bar
  • Ask OHLC
  • Ask: Bar
  • Opening price of the bar: Defined as the price at the start of the time period.
  • Open: decimal
  • High price of the QuoteBar during the time period.
  • High: decimal
  • Low price of the QuoteBar during the time period.
  • Low: decimal
  • Closing price of the QuoteBar. Defined as the price at Start Time + TimeSpan.
  • Close: decimal
  • The closing time of this bar, computed via the Time and Period
  • EndTime: DateTime
  • The period of this quote bar, (second, minute, daily, ect...)
  • Period: TimeSpan
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • DataType: MarketDataType
  • True if this is a fill forward piece of data
  • IsFillForward: bool
  • Current time marker of this data packet.
  • Time: DateTime
  • Symbol representation for underlying Security
  • Symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • Value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • Price: decimal

Tick Attributes

Tick objects have the following attributes:

Tick
    Type of the Tick: Trade or Quote.
  • tick_type: TickType
  • Quantity exchanged in a trade.
  • quantity: decimal
  • Exchange code this tick came from QuantConnect.Exchanges
  • exchange_code: string
  • Exchange name this tick came from QuantConnect.Exchanges
  • exchange: string
  • Sale condition for the tick.
  • sale_condition: string
  • For performance parsed sale condition for the tick.
  • parsed_sale_condition: UInt32
  • Bool whether this is a suspicious tick
  • suspicious: bool
  • Bid Price for Tick
  • bid_price: decimal
  • Asking price for the Tick quote.
  • ask_price: decimal
  • Alias for "Value" - the last sale for this asset.
  • last_price: decimal
  • Size of bid quote.
  • bid_size: decimal
  • Size of ask quote.
  • ask_size: decimal
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • data_type: MarketDataType
  • True if this is a fill forward piece of data
  • is_fill_forward: bool
  • Current time marker of this data packet.
  • time: DateTime
  • The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered
  • end_time: DateTime
  • Symbol representation for underlying Security
  • symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • price: decimal
    Type of the Tick: Trade or Quote.
  • TickType: TickType
  • Quantity exchanged in a trade.
  • Quantity: decimal
  • Exchange code this tick came from QuantConnect.Exchanges
  • ExchangeCode: string
  • Exchange name this tick came from QuantConnect.Exchanges
  • Exchange: string
  • Sale condition for the tick.
  • SaleCondition: string
  • For performance parsed sale condition for the tick.
  • ParsedSaleCondition: UInt32
  • Bool whether this is a suspicious tick
  • Suspicious: bool
  • Bid Price for Tick
  • BidPrice: decimal
  • Asking price for the Tick quote.
  • AskPrice: decimal
  • Alias for "Value" - the last sale for this asset.
  • LastPrice: decimal
  • Size of bid quote.
  • BidSize: decimal
  • Size of ask quote.
  • AskSize: decimal
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • DataType: MarketDataType
  • True if this is a fill forward piece of data
  • IsFillForward: bool
  • Current time marker of this data packet.
  • Time: DateTime
  • The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered
  • EndTime: DateTime
  • Symbol representation for underlying Security
  • Symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • Value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • Price: decimal

CryptoUniverse Attributes

CryptoUniverse objects have the following attributes:

CryptoUniverse
    Daily Open Price (UTC 00:00)
  • open: decimal
  • Daily High Price
  • high: decimal
  • Daily Low Price
  • low: decimal
  • Daily Close Price
  • close: decimal
  • Daily Trade Volume Note that this only includes the volume traded in the selected market
  • volume: decimal
  • Daily Volume in Quote Currency Note that this only includes the volume traded in the selected market
  • volume_in_quote_currency: decimal
  • Daily Volume in USD Note that this only includes the volume traded in the selected market
  • volume_in_usd: decimal
  • Alias of close price
  • price: decimal
  • Time the data became available
  • end_time: DateTime
  • The associated underlying price data if any
  • underlying: BaseData
  • Gets or sets the contracts selected by the universe
  • filtered_contracts: HashSet<Symbol>
  • Gets the data list
  • data: List<BaseData>
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • data_type: MarketDataType
  • True if this is a fill forward piece of data
  • is_fill_forward: bool
  • Current time marker of this data packet.
  • time: DateTime
  • Symbol representation for underlying Security
  • symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • value: decimal
    Daily Open Price (UTC 00:00)
  • Open: decimal
  • Daily High Price
  • High: decimal
  • Daily Low Price
  • Low: decimal
  • Daily Close Price
  • Close: decimal
  • Daily Trade Volume Note that this only includes the volume traded in the selected market
  • Volume: decimal
  • Daily Volume in Quote Currency Note that this only includes the volume traded in the selected market
  • VolumeInQuoteCurrency: decimal
  • Daily Volume in USD Note that this only includes the volume traded in the selected market
  • VolumeInUsd: decimal
  • Alias of close price
  • Price: decimal
  • Time the data became available
  • EndTime: DateTime
  • The associated underlying price data if any
  • Underlying: BaseData
  • Gets or sets the contracts selected by the universe
  • FilteredContracts: HashSet<Symbol>
  • Gets the data list
  • Data: List<BaseData>
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • DataType: MarketDataType
  • True if this is a fill forward piece of data
  • IsFillForward: bool
  • Current time marker of this data packet.
  • Time: DateTime
  • Symbol representation for underlying Security
  • Symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • Value: decimal

Supported Assets

The following table shows the available Cryptocurrency pairs:

Pairs Available (2684)
1000SATSFDUSD1000SATSTRY1000SATSUSDC1000SATSUSDT1INCHBTC1INCHBUSD
1INCHUSDTAAVEBKRWAAVEBNBAAVEBRLAAVEBTCAAVEBUSD
AAVEETHAAVEFDUSDAAVETRYAAVEUSDTACABTCACABUSD
ACATRYACAUSDTACEBNBACEBTCACEFDUSDACETRY
ACEUSDTACHBTCACHBUSDACHTRYACHUSDTACMBTC
ACMBUSDACMTRYACMUSDTADAAUDADABIDRADABKRW
ADABNBADABRLADABTCADABUSDADAETHADAEUR
ADAFDUSDADAGBPADAJPYADAPAXADARUBADATRY
ADATUSDADAUSDCADAUSDTADXBNBADXBTCADXBUSD
ADXETHADXUSDTAEBNBAEBTCAEETHAERGOBTC
AERGOBUSDAERGOUSDTAEURUSDTAEVOBNBAEVOBTCAEVOFDUSD
AEVOTRYAEVOUSDTAGIBNBAGIBTCAGIETHAGIXBTC
AGIXBUSDAGIXFDUSDAGIXTRYAGIXUSDTAGLDBNBAGLDBTC
AGLDBUSDAGLDUSDTAIBNBAIBTCAIFDUSDAIONBNB
AIONBTCAIONBUSDAIONETHAIONUSDTAITRYAITUSD
AIUSDTAKROBTCAKROBUSDAKROUSDTALCXBTCALCXBUSD
ALCXUSDTALGOBIDRALGOBNBALGOBTCALGOBUSDALGOETH
ALGOFDUSDALGOPAXALGORUBALGOTRYALGOTUSDALGOUSDC
ALGOUSDTALICEBIDRALICEBNBALICEBTCALICEBUSDALICETRY
ALICEUSDTALPACABNBALPACABTCALPACABUSDALPACAUSDTALPHABNB
ALPHABTCALPHABUSDALPHAUSDTALPINEBTCALPINEBUSDALPINEEUR
ALPINETRYALPINEUSDTALTBNBALTBTCALTFDUSDALTTRY
ALTUSDCALTUSDTAMBBNBAMBBTCAMBBUSDAMBETH
AMBUSDTAMPBNBAMPBTCAMPBUSDAMPTRYAMPUSDT
ANCBNBANCBTCANCBUSDANCUSDTANKRBNBANKRBTC
ANKRBUSDANKRPAXANKRTRYANKRTUSDANKRUSDCANKRUSDT
ANTBNBANTBTCANTBUSDANTUSDTANYBTCANYBUSD
ANYUSDTAPEAUDAPEBNBAPEBRLAPEBTCAPEBUSD
APEETHAPEEURAPEGBPAPETRYAPEUSDTAPI3BNB
API3BTCAPI3BUSDAPI3TRYAPI3USDTAPPCBNBAPPCBTC
APPCETHAPTBRLAPTBTCAPTBUSDAPTETHAPTEUR
APTFDUSDAPTTRYAPTUSDCAPTUSDTARBBTCARBETH
ARBEURARBFDUSDARBNBARBRUBARBTCARBTRY
ARBTUSDARBUSDARBUSDCARBUSDTARDRBNBARDRBTC
ARDRETHARDRUSDTARFDUSDARKBTCARKBUSDARKETH
ARKMBNBARKMBTCARKMFDUSDARKMRUBARKMTRYARKMTUSD
ARKMUSDCARKMUSDTARKTRYARKUSDTARNBTCARNETH
ARPABNBARPABTCARPABUSDARPAETHARPARUBARPATRY
ARPAUSDTARTRYARUSDCARUSDTASRBTCASRBUSD
ASRTRYASRUSDTASTBTCASTETHASTRBTCASTRBUSD
ASTRETHASTRUSDTASTUSDTATABNBATABTCATABUSD
ATAUSDTATMBTCATMBUSDATMTRYATMUSDTATOMBIDR
ATOMBNBATOMBRLATOMBTCATOMBUSDATOMETHATOMEUR
ATOMFDUSDATOMPAXATOMTRYATOMTUSDATOMUSDCATOMUSDT
AUCTIONBTCAUCTIONBUSDAUCTIONFDUSDAUCTIONUSDTAUDBUSDAUDIOBTC
AUDIOBUSDAUDIOTRYAUDIOUSDTAUDUSDCAUDUSDTAUTOBTC
AUTOBUSDAUTOUSDTAVABNBAVABTCAVABUSDAVAUSDT
AVAXAUDAVAXBIDRAVAXBNBAVAXBRLAVAXBTCAVAXBUSD
AVAXETHAVAXEURAVAXFDUSDAVAXGBPAVAXTRYAVAXTUSD
AVAXUSDCAVAXUSDTAXLBTCAXLFDUSDAXLTRYAXLUSDT
AXSAUDAXSBIDRAXSBNBAXSBRLAXSBTCAXSBUSD
AXSETHAXSTRYAXSUSDTBADGERBTCBADGERBUSDBADGERUSDT
BAKEBNBBAKEBTCBAKEBUSDBAKETRYBAKEUSDTBALBNB
BALBTCBALBUSDBALUSDTBANANABNBBANANABTCBANANAFDUSD
BANANATRYBANANAUSDTBANDBNBBANDBTCBANDBUSDBANDTRY
BANDUSDTBARBTCBARBUSDBARTRYBARUSDTBATBNB
BATBTCBATBUSDBATETHBATPAXBATTUSDBATUSDC
BATUSDTBBBNBBBBTCBBFDUSDBBTRYBBUSDC
BBUSDTBCCBNBBCCBTCBCCETHBCCUSDTBCDBTC
BCDETHBCHABCBTCBCHABCBUSDBCHABCPAXBCHABCTUSDBCHABCUSDC
BCHABCUSDTBCHABUSDBCHBNBBCHBTCBCHBUSDBCHEUR
BCHFDUSDBCHPAXBCHSVBTCBCHSVPAXBCHSVTUSDBCHSVUSDC
BCHSVUSDTBCHTRYBCHTUSDBCHUSDCBCHUSDTBCNBNB
BCNBTCBCNETHBCPTBNBBCPTBTCBCPTETHBCPTPAX
BCPTTUSDBCPTUSDCBDOTDOTBEAMBNBBEAMBTCBEAMUSDT
BEAMXTRYBEAMXUSDTBEARBUSDBEARUSDTBELBNBBELBTC
BELBUSDBELETHBELTRYBELUSDTBETABNBBETABTC
BETABUSDBETAETHBETAUSDTBETHBUSDBETHETHBETHUSDT
BGBPUSDCBICOBTCBICOBUSDBICOUSDTBIFIBNBBIFIBUSD
BIFIUSDTBKRWBUSDBKRWUSDTBLURBTCBLURFDUSDBLURTRY
BLURUSDCBLURUSDTBLZBNBBLZBTCBLZBUSDBLZETH
BLZFDUSDBLZUSDTBNBAUDBNBBEARBUSDBNBBEARUSDTBNBBIDR
BNBBKRWBNBBRLBNBBTCBNBBULLBUSDBNBBULLUSDTBNBBUSD
BNBDAIBNBETHBNBEURBNBFDUSDBNBGBPBNBIDRT
BNBJPYBNBNGNBNBPAXBNBRUBBNBTRYBNBTUSD
BNBUAHBNBUSDCBNBUSDPBNBUSDSBNBUSDTBNBUST
BNBZARBNTBTCBNTBUSDBNTETHBNTUSDTBNXBNB
BNXBTCBNXBUSDBNXTRYBNXUSDTBOMEBTCBOMEFDUSD
BOMETRYBOMEUSDCBOMEUSDTBONDBNBBONDBTCBONDBUSD
BONDETHBONDUSDTBONKBRLBONKFDUSDBONKTRYBONKUSDC
BONKUSDTBOTBTCBOTBUSDBQXBTCBQXETHBRDBNB
BRDBTCBRDETHBSWBNBBSWBUSDBSWETHBSWTRY
BSWUSDTBTCAEURBTCARSBTCAUDBTCBBTCBTCBIDR
BTCBKRWBTCBRLBTCBUSDBTCDAIBTCEURBTCFDUSD
BTCGBPBTCGYENBTCIDRTBTCJPYBTCMXNBTCNGN
BTCPAXBTCPLNBTCRONBTCRUBBTCSTBTCBTCSTBUSD
BTCSTUSDTBTCTRYBTCTUSDBTCUAHBTCUSDCBTCUSDP
BTCUSDSBTCUSDTBTCUSTBTCVAIBTCZARBTGBTC
BTGBUSDBTGETHBTGUSDTBTSBNBBTSBTCBTSBUSD
BTSETHBTSUSDTBTTBNBBTTBRLBTTBTCBTTBUSD
BTTCBUSDBTTCTRYBTTCUSDCBTTCUSDTBTTEURBTTPAX
BTTTRXBTTTRYBTTTUSDBTTUSDCBTTUSDTBULLBUSD
BULLUSDTBURGERBNBBURGERBUSDBURGERETHBURGERUSDTBUSDBIDR
BUSDBKRWBUSDBRLBUSDBVNDBUSDDAIBUSDIDRTBUSDNGN
BUSDPLNBUSDRONBUSDRUBBUSDTRYBUSDUAHBUSDUSDT
BUSDVAIBUSDZARBZRXBNBBZRXBTCBZRXBUSDBZRXUSDT
C98BNBC98BRLC98BTCC98BUSDC98USDTCAKEAUD
CAKEBNBCAKEBRLCAKEBTCCAKEBUSDCAKEGBPCAKETRY
CAKETUSDCAKEUSDTCDTBTCCDTETHCELOBTCCELOBUSD
CELOUSDTCELRBNBCELRBTCCELRBUSDCELRETHCELRUSDT
CFXBTCCFXBUSDCFXTRYCFXTUSDCFXUSDCCFXUSDT
CHATBTCCHATETHCHESSBNBCHESSBTCCHESSBUSDCHESSUSDT
CHRBNBCHRBTCCHRBUSDCHRETHCHRUSDTCHZBNB
CHZBRLCHZBTCCHZBUSDCHZEURCHZFDUSDCHZGBP
CHZTRYCHZUSDTCITYBNBCITYBTCCITYBUSDCITYTRY
CITYUSDTCKBBTCCKBBUSDCKBTRYCKBUSDCCKBUSDT
CLOAKBTCCLOAKETHCLVBNBCLVBTCCLVBUSDCLVUSDT
CMTBNBCMTBTCCMTETHCNDBNBCNDBTCCNDETH
COCOSBNBCOCOSBTCCOCOSBUSDCOCOSTRYCOCOSUSDTCOMBOBNB
COMBOTRYCOMBOUSDTCOMPBNBCOMPBTCCOMPBUSDCOMPTRY
COMPTUSDCOMPUSDTCOSBNBCOSBTCCOSBUSDCOSTRY
COSUSDTCOTIBNBCOTIBTCCOTIBUSDCOTITRYCOTIUSDT
COVERBUSDCOVERETHCREAMBNBCREAMBUSDCREAMUSDTCRVBNB
CRVBTCCRVBUSDCRVETHCRVTRYCRVUSDCCRVUSDT
CTKBNBCTKBTCCTKBUSDCTKUSDTCTSIBNBCTSIBTC
CTSIBUSDCTSIUSDTCTXCBNBCTXCBTCCTXCBUSDCTXCUSDT
CVCBNBCVCBTCCVCBUSDCVCETHCVCUSDTCVPBUSD
CVPETHCVPUSDTCVXBTCCVXBUSDCVXUSDTCYBERBNB
CYBERBTCCYBERETHCYBERFDUSDCYBERTRYCYBERTUSDCYBERUSDT
DAIBNBDAIBTCDAIBUSDDAIUSDTDARBNBDARBTC
DARBUSDDARETHDAREURDARTRYDARUSDTDASHBNB
DASHBTCDASHBUSDDASHETHDASHUSDTDATABTCDATABUSD
DATAETHDATAUSDTDCRBNBDCRBTCDCRBUSDDCRUSDT
DEGOBTCDEGOBUSDDEGOUSDTDENTBTCDENTBUSDDENTETH
DENTTRYDENTUSDTDEXEBUSDDEXEETHDEXEUSDTDFBUSD
DFETHDFUSDTDGBBTCDGBBUSDDGBUSDTDGDBTC
DGDETHDIABNBDIABTCDIABUSDDIAUSDTDLTBNB
DLTBTCDLTETHDNTBTCDNTBUSDDNTETHDNTUSDT
DOCKBTCDOCKBUSDDOCKETHDOCKUSDTDODOBTCDODOBUSD
DODOUSDTDOGEAUDDOGEBIDRDOGEBNBDOGEBRLDOGEBTC
DOGEBUSDDOGEEURDOGEFDUSDDOGEGBPDOGEJPYDOGEPAX
DOGERUBDOGETRYDOGETUSDDOGEUSDCDOGEUSDTDOGSBNB
DOGSBRLDOGSFDUSDDOGSTRYDOGSUSDCDOGSUSDTDOTAUD
DOTBIDRDOTBKRWDOTBNBDOTBRLDOTBTCDOTBUSD
DOTETHDOTEURDOTFDUSDDOTGBPDOTNGNDOTRUB
DOTTRYDOTTUSDDOTUSDCDOTUSDTDREPBNBDREPBTC
DREPBUSDDREPUSDTDUSKBNBDUSKBTCDUSKBUSDDUSKPAX
DUSKUSDCDUSKUSDTDYDXBNBDYDXBTCDYDXBUSDDYDXETH
DYDXFDUSDDYDXTRYDYDXUSDTDYMBTCDYMFDUSDDYMTRY
DYMUSDTEASYBTCEASYETHEDOBTCEDOETHEDUBNB
EDUBTCEDUEUREDUTRYEDUTUSDEDUUSDTEGLDBNB
EGLDBTCEGLDBUSDEGLDETHEGLDEUREGLDFDUSDEGLDRON
EGLDTRYEGLDUSDTELFBTCELFBUSDELFETHELFUSDT
ENABNBENABTCENAEURENAFDUSDENATRYENAUSDC
ENAUSDTENGBTCENGETHENJBNBENJBRLENJBTC
ENJBUSDENJETHENJEURENJGBPENJTRYENJUSDT
ENSBNBENSBTCENSBUSDENSFDUSDENSTRYENSUSDC
ENSUSDTEOSAUDEOSBEARBUSDEOSBEARUSDTEOSBNBEOSBTC
EOSBULLBUSDEOSBULLUSDTEOSBUSDEOSETHEOSEUREOSPAX
EOSTRYEOSTUSDEOSUSDCEOSUSDTEPSBTCEPSBUSD
EPSUSDTEPXBUSDEPXUSDTERDBNBERDBTCERDBUSD
ERDPAXERDUSDCERDUSDTERNBNBERNBUSDERNUSDT
ETCBNBETCBRLETCBTCETCBUSDETCETHETCEUR
ETCFDUSDETCGBPETCPAXETCTRYETCTUSDETCUSDC
ETCUSDTETHAEURETHARSETHAUDETHBEARBUSDETHBEARUSDT
ETHBIDRETHBKRWETHBRLETHBTCETHBULLBUSDETHBULLUSDT
ETHBUSDETHDAIETHEURETHFDUSDETHFIBNBETHFIBTC
ETHFIFDUSDETHFITRYETHFIUSDCETHFIUSDTETHGBPETHJPY
ETHNGNETHPAXETHPLNETHRUBETHTRYETHTUSD
ETHUAHETHUSDCETHUSDPETHUSDTETHUSTETHZAR
EURAEUREURBUSDEUREURIEURIUSDTEURUSDCEURUSDT
EVXBTCEVXETHEZBTCEZETHFARMBNBFARMBTC
FARMBUSDFARMETHFARMUSDTFDUSDBUSDFDUSDTRYFDUSDUSDT
FETBNBFETBRLFETBTCFETBUSDFETFDUSDFETTRY
FETUSDCFETUSDTFIDABNBFIDABTCFIDABUSDFIDATRY
FIDAUSDTFILBNBFILBTCFILBUSDFILETHFILFDUSD
FILTRYFILUSDCFILUSDTFIOBNBFIOBTCFIOBUSD
FIOUSDTFIROBTCFIROBUSDFIROETHFIROUSDTFISBIDR
FISBRLFISBTCFISBUSDFISTRYFISUSDTFLMBNB
FLMBTCFLMBUSDFLMUSDTFLOKIFDUSDFLOKITRYFLOKITUSD
FLOKIUSDCFLOKIUSDTFLOWBNBFLOWBTCFLOWBUSDFLOWUSDT
FLUXBTCFLUXBUSDFLUXUSDTFORBNBFORBTCFORBUSD
FORTHBTCFORTHBUSDFORTHUSDTFORUSDTFRONTBTCFRONTBUSD
FRONTETHFRONTTRYFRONTTUSDFRONTUSDCFRONTUSDTFTMAUD
FTMBIDRFTMBNBFTMBRLFTMBTCFTMBUSDFTMETH
FTMEURFTMFDUSDFTMPAXFTMRUBFTMTRYFTMTUSD
FTMUSDCFTMUSDTFTTBNBFTTBTCFTTBUSDFTTETH
FTTUSDTFUELBTCFUELETHFUNBNBFUNBTCFUNETH
FUNUSDTFXSBTCFXSBUSDFXSUSDTGALAAUDGALABNB
GALABRLGALABTCGALABUSDGALAETHGALAEURGALAFDUSD
GALATRYGALAUSDCGALAUSDTGALBNBGALBRLGALBTC
GALBUSDGALETHGALEURGALTRYGALUSDTGASBTC
GASBUSDGASFDUSDGASTRYGASUSDTGBPBUSDGBPUSDT
GFTBUSDGFTUSDTGHSTBUSDGHSTETHGHSTUSDTGLMBTC
GLMBUSDGLMETHGLMRBNBGLMRBTCGLMRBUSDGLMRUSDT
GLMUSDTGMTAUDGMTBNBGMTBRLGMTBTCGMTBUSD
GMTETHGMTEURGMTGBPGMTTRYGMTUSDTGMXBTC
GMXBUSDGMXUSDTGNOBNBGNOBTCGNOBUSDGNOUSDT
GNSBTCGNSUSDTGNTBNBGNTBTCGNTETHGOBNB
GOBTCGRSBTCGRSETHGRTBTCGRTBUSDGRTETH
GRTEURGRTFDUSDGRTTRYGRTUSDTGTCBNBGTCBTC
GTCBUSDGTCUSDTGTOBNBGTOBTCGTOBUSDGTOETH
GTOPAXGTOTUSDGTOUSDCGTOUSDTGTRYGUSDT
GVTBTCGVTETHGXSBNBGXSBTCGXSETHGXSUSDT
HARDBNBHARDBTCHARDBUSDHARDUSDTHBARBNBHBARBTC
HBARBUSDHBARTRYHBARUSDTHCBTCHCETHHCUSDT
HEGICBUSDHEGICETHHFTBTCHFTBUSDHFTUSDTHIFIETH
HIFIUSDTHIGHBNBHIGHBTCHIGHBUSDHIGHTRYHIGHUSDT
HIVEBNBHIVEBTCHIVEBUSDHIVEUSDTHNTBTCHNTBUSD
HNTUSDTHOOKBNBHOOKBTCHOOKBUSDHOOKUSDTHOTBNB
HOTBRLHOTBTCHOTBUSDHOTETHHOTEURHOTTRY
HOTUSDTHSRBTCHSRETHICNBTCICNETHICPBNB
ICPBTCICPBUSDICPETHICPEURICPFDUSDICPRUB
ICPTRYICPUSDCICPUSDTICXBNBICXBTCICXBUSD
ICXETHICXUSDTIDBNBIDBTCIDEURIDEXBNB
IDEXBTCIDEXBUSDIDEXUSDTIDTRYIDTUSDIDUSDT
ILVBNBILVBTCILVBUSDILVUSDTIMXBNBIMXBTC
IMXBUSDIMXTRYIMXUSDTINJBNBINJBTCINJBUSD
INJETHINJFDUSDINJTRYINJTUSDINJUSDCINJUSDT
INSBTCINSETHIOBNBIOBTCIOFDUSDIOSTBTC
IOSTBUSDIOSTETHIOSTUSDTIOTABNBIOTABTCIOTABUSD
IOTAETHIOTAFDUSDIOTATRYIOTAUSDTIOTRYIOTXBTC
IOTXBUSDIOTXETHIOTXUSDTIOUSDCIOUSDTIQBNB
IQBUSDIQUSDTIRISBNBIRISBTCIRISBUSDIRISUSDT
JASMYBNBJASMYBTCJASMYBUSDJASMYETHJASMYEURJASMYTRY
JASMYUSDTJOEBTCJOEBUSDJOETRYJOEUSDTJSTBNB
JSTBTCJSTBUSDJSTUSDTJTOFDUSDJTOTRYJTOUSDC
JTOUSDTJUPFDUSDJUPTRYJUPUSDCJUPUSDTJUVBTC
JUVBUSDJUVTRYJUVUSDTKAVABNBKAVABTCKAVABUSD
KAVAETHKAVAUSDTKDABTCKDABUSDKDAUSDTKEEPBNB
KEEPBTCKEEPBUSDKEEPUSDTKEYBTCKEYBUSDKEYETH
KEYUSDTKLAYBNBKLAYBTCKLAYBUSDKLAYUSDTKMDBTC
KMDBUSDKMDETHKMDUSDTKNCBNBKNCBTCKNCBUSD
KNCETHKNCUSDTKP3RBNBKP3RBUSDKP3RUSDTKSMAUD
KSMBNBKSMBTCKSMBUSDKSMETHKSMUSDTLAZIOBTC
LAZIOBUSDLAZIOEURLAZIOTRYLAZIOUSDTLDOBTCLDOBUSD
LDOFDUSDLDOTRYLDOTUSDLDOUSDCLDOUSDTLENDBKRW
LENDBTCLENDBUSDLENDETHLENDUSDTLEVERBUSDLEVERTRY
LEVERUSDTLINABNBLINABTCLINABUSDLINAUSDTLINKAUD
LINKBKRWLINKBNBLINKBRLLINKBTCLINKBUSDLINKETH
LINKEURLINKFDUSDLINKGBPLINKNGNLINKPAXLINKTRY
LINKTUSDLINKUSDCLINKUSDTLISTABNBLISTABRLLISTAFDUSD
LISTATRYLISTAUSDTLITBTCLITBUSDLITETHLITUSDT
LOKABNBLOKABTCLOKABUSDLOKAUSDTLOOMBNBLOOMBTC
LOOMBUSDLOOMETHLOOMTRYLOOMUSDTLPTBNBLPTBTC
LPTBUSDLPTTRYLPTUSDTLQTYBTCLQTYFDUSDLQTYUSDT
LRCBNBLRCBTCLRCBUSDLRCETHLRCTRYLRCUSDT
LSKBNBLSKBTCLSKBUSDLSKETHLSKUSDTLTCBNB
LTCBRLLTCBTCLTCBUSDLTCETHLTCEURLTCFDUSD
LTCGBPLTCNGNLTCPAXLTCRUBLTCTRYLTCTUSD
LTCUAHLTCUSDCLTCUSDTLTOBNBLTOBTCLTOBUSD
LTOUSDTLUNAAUDLUNABIDRLUNABNBLUNABRLLUNABTC
LUNABUSDLUNAETHLUNAEURLUNAGBPLUNATRYLUNAUSDT
LUNAUSTLUNBTCLUNCBUSDLUNCTRYLUNCUSDTLUNETH
MAGICBTCMAGICBUSDMAGICFDUSDMAGICTRYMAGICUSDTMANABIDR
MANABNBMANABRLMANABTCMANABUSDMANAETHMANATRY
MANAUSDTMANTABNBMANTABTCMANTAFDUSDMANTATRYMANTAUSDC
MANTAUSDTMASKBNBMASKBUSDMASKTRYMASKUSDTMATICAUD
MATICBIDRMATICBNBMATICBRLMATICBTCMATICBUSDMATICETH
MATICEURMATICFDUSDMATICGBPMATICJPYMATICRUBMATICTRY
MATICTUSDMATICUSDCMATICUSDTMAVBTCMAVTRYMAVTUSD
MAVUSDTMBLBNBMBLBTCMBLBUSDMBLUSDTMBOXBNB
MBOXBTCMBOXBUSDMBOXTRYMBOXUSDTMCBNBMCBTC
MCBUSDMCOBNBMCOBTCMCOETHMCOUSDTMCUSDT
MDABTCMDAETHMDTBNBMDTBTCMDTBUSDMDTUSDT
MDXBNBMDXBTCMDXBUSDMDXUSDTMEMEBNBMEMEETH
MEMEFDUSDMEMETRYMEMETUSDMEMEUSDTMETISBTCMETISFDUSD
METISTRYMETISUSDTMFTBNBMFTBTCMFTETHMFTUSDT
MINABNBMINABTCMINABUSDMINATRYMINAUSDTMIRBTC
MIRBUSDMIRUSDTMITHBNBMITHBTCMITHUSDTMKRBNB
MKRBTCMKRBUSDMKRTRYMKRUSDTMLNBNBMLNBTC
MLNBUSDMLNUSDTMOBBTCMOBBUSDMOBUSDTMODBTC
MODETHMOVRBNBMOVRBTCMOVRBUSDMOVRTRYMOVRUSDT
MTHBTCMTHETHMTLBTCMTLBUSDMTLETHMTLTRY
MTLUSDTMULTIBTCMULTIBUSDMULTIUSDTNANOBNBNANOBTC
NANOBUSDNANOETHNANOUSDTNASBNBNASBTCNASETH
NAVBNBNAVBTCNAVETHNBSBTCNBSUSDTNCASHBNB
NCASHBTCNCASHETHNEARBNBNEARBRLNEARBTCNEARBUSD
NEARETHNEAREURNEARFDUSDNEARJPYNEARRUBNEARTRY
NEARUSDCNEARUSDTNEBLBNBNEBLBTCNEBLBUSDNEBLUSDT
NEOBNBNEOBTCNEOBUSDNEOETHNEOPAXNEORUB
NEOTRYNEOTUSDNEOUSDCNEOUSDTNEXOBTCNEXOBUSD
NEXOUSDTNFPBNBNFPBTCNFPFDUSDNFPTRYNFPTUSD
NFPUSDTNKNBNBNKNBTCNKNBUSDNKNUSDTNMRBTC
NMRBUSDNMRUSDTNOTBNBNOTBRLNOTEURNOTFDUSD
NOTTRYNOTUSDCNOTUSDTNPXSBTCNPXSETHNPXSUSDC
NPXSUSDTNTRNBNBNTRNBTCNTRNTRYNTRNUSDTNUAUD
NUBNBNUBTCNUBUSDNULSBNBNULSBTCNULSBUSD
NULSETHNULSUSDTNURUBNUUSDTNXSBNBNXSBTC
NXSETHOAXBTCOAXETHOAXUSDTOCEANBNBOCEANBTC
OCEANBUSDOCEANTRYOCEANUSDTOGBTCOGBUSDOGNBNB
OGNBTCOGNBUSDOGNTRYOGNUSDTOGTRYOGUSDT
OMBTCOMBUSDOMGBNBOMGBTCOMGBUSDOMGETH
OMGUSDTOMNIBNBOMNIBRLOMNIBTCOMNIFDUSDOMNITRY
OMNIUSDCOMNIUSDTOMTRYOMUSDTONEBIDRONEBNB
ONEBTCONEBUSDONEETHONEPAXONETRYONETUSD
ONEUSDCONEUSDTONGBNBONGBTCONGUSDTONTBNB
ONTBTCONTBUSDONTETHONTPAXONTTRYONTUSDC
ONTUSDTOOKIBNBOOKIBUSDOOKIETHOOKIUSDTOPBNB
OPBTCOPBUSDOPETHOPEUROPFDUSDOPTRY
OPTUSDOPUSDCOPUSDTORDIBTCORDIFDUSDORDITRY
ORDITUSDORDIUSDCORDIUSDTORNBTCORNBUSDORNUSDT
OSMOBTCOSMOBUSDOSMOUSDTOSTBNBOSTBTCOSTETH
OXTBTCOXTBUSDOXTUSDTPAXBNBPAXBTCPAXBUSD
PAXETHPAXGBNBPAXGBTCPAXGBUSDPAXGTRYPAXGUSDT
PAXTUSDPAXUSDTPDABTCPDAUSDTPENDLEBTCPENDLEFDUSD
PENDLETRYPENDLETUSDPENDLEUSDCPENDLEUSDTPEOPLEBNBPEOPLEBTC
PEOPLEBUSDPEOPLEETHPEOPLEFDUSDPEOPLETRYPEOPLEUSDCPEOPLEUSDT
PEPEBRLPEPEEURPEPEFDUSDPEPETRYPEPETUSDPEPEUSDC
PEPEUSDTPERLBNBPERLBTCPERLUSDCPERLUSDTPERPBTC
PERPBUSDPERPUSDTPHABTCPHABUSDPHAUSDTPHBBNB
PHBBTCPHBBUSDPHBPAXPHBTRYPHBTUSDPHBUSDC
PHBUSDTPHXBNBPHXBTCPHXETHPIVXBNBPIVXBTC
PIVXUSDTPIXELBNBPIXELBTCPIXELFDUSDPIXELTRYPIXELUSDC
PIXELUSDTPLABNBPLABTCPLABUSDPLAUSDTPNTBTC
PNTUSDTPOABNBPOABTCPOAETHPOEBTCPOEETH
POLSBNBPOLSBTCPOLSBUSDPOLSUSDTPOLYBNBPOLYBTC
POLYBUSDPOLYUSDTPOLYXBTCPOLYXBUSDPOLYXTRYPOLYXUSDT
PONDBTCPONDBUSDPONDUSDTPORTALBNBPORTALBTCPORTALFDUSD
PORTALTRYPORTALUSDTPORTOBTCPORTOBUSDPORTOEURPORTOTRY
PORTOUSDTPOWRBNBPOWRBTCPOWRBUSDPOWRETHPOWRUSDT
PPTBTCPPTETHPROMBNBPROMBTCPROMBUSDPROMUSDT
PROSBUSDPROSETHPROSUSDTPSGBTCPSGBUSDPSGTRY
PSGUSDTPUNDIXBUSDPUNDIXETHPUNDIXUSDTPYRBTCPYRBUSD
PYRUSDTPYTHBTCPYTHFDUSDPYTHTRYPYTHUSDTQIBNB
QIBTCQIBUSDQIUSDTQKCBTCQKCBUSDQKCETH
QKCUSDTQLCBNBQLCBTCQLCETHQNTBNBQNTBTC
QNTBUSDQNTUSDTQSPBNBQSPBTCQSPETHQTUMBNB
QTUMBTCQTUMBUSDQTUMETHQTUMUSDTQUICKBNBQUICKBTC
QUICKBUSDQUICKTUSDQUICKUSDTRADBNBRADBTCRADBUSD
RADTRYRADUSDTRAMPBTCRAMPBUSDRAMPUSDTRAREBNB
RAREBRLRAREBTCRAREBUSDRARETRYRAREUSDCRAREUSDT
RAYBNBRAYBUSDRAYFDUSDRAYTRYRAYUSDTRCNBNB
RCNBTCRCNETHRDNBNBRDNBTCRDNETHRDNTBTC
RDNTTRYRDNTTUSDRDNTUSDTREEFBIDRREEFBTCREEFBUSD
REEFTRYREEFUSDTREIBNBREIBUSDREIETHREIUSDT
RENBNBRENBTCRENBTCBTCRENBTCETHRENBUSDRENDERBRL
RENDERBTCRENDEREURRENDERFDUSDRENDERTRYRENDERUSDCRENDERUSDT
RENUSDTREPBNBREPBTCREPBUSDREPUSDTREQBTC
REQBUSDREQETHREQUSDTREZBNBREZBTCREZFDUSD
REZTRYREZUSDCREZUSDTRGTBNBRGTBTCRGTBUSD
RGTUSDTRIFBTCRIFUSDTRLCBNBRLCBTCRLCBUSD
RLCETHRLCUSDTRNDRBRLRNDRBTCRNDRBUSDRNDREUR
RNDRFDUSDRNDRTRYRNDRUSDCRNDRUSDTRONINBTCRONINFDUSD
RONINTRYRONINUSDTROSEBNBROSEBTCROSEBUSDROSEETH
ROSETRYROSEUSDTRPLBTCRPLBUSDRPLUSDTRPXBNB
RPXBTCRPXETHRSRBNBRSRBTCRSRBUSDRSRTRY
RSRUSDTRUNEAUDRUNEBNBRUNEBTCRUNEBUSDRUNEETH
RUNEEURRUNEFDUSDRUNEGBPRUNETRYRUNETUSDRUNEUSDC
RUNEUSDTRVNBTCRVNBUSDRVNTRYRVNUSDTSAGABNB
SAGABTCSAGAFDUSDSAGATRYSAGAUSDCSAGAUSDTSALTBTC
SALTETHSANDAUDSANDBIDRSANDBNBSANDBRLSANDBTC
SANDBUSDSANDETHSANDFDUSDSANDTRYSANDUSDTSANTOSBRL
SANTOSBTCSANTOSBUSDSANTOSTRYSANTOSUSDTSCBTCSCBUSD
SCETHSCRTBTCSCRTBUSDSCRTETHSCRTUSDTSCUSDT
SEIBNBSEIBTCSEIFDUSDSEITRYSEITUSDSEIUSDC
SEIUSDTSFPBTCSFPBUSDSFPUSDTSHIBAUDSHIBBRL
SHIBBUSDSHIBDOGESHIBEURSHIBFDUSDSHIBGBPSHIBJPY
SHIBRUBSHIBTRYSHIBTUSDSHIBUAHSHIBUSDCSHIBUSDT
SKLBTCSKLBUSDSKLTRYSKLUSDTSKYBNBSKYBTC
SKYETHSLFBTCSLFTRYSLFUSDCSLFUSDTSLPBIDR
SLPBNBSLPBUSDSLPETHSLPTRYSLPUSDTSNGLSBTC
SNGLSETHSNMBTCSNMBUSDSNMETHSNTBTCSNTBUSD
SNTETHSNTUSDTSNXBNBSNXBTCSNXBUSDSNXETH
SNXTRYSNXUSDTSOLAUDSOLBIDRSOLBNBSOLBRL
SOLBTCSOLBUSDSOLETHSOLEURSOLFDUSDSOLGBP
SOLJPYSOLRUBSOLTRYSOLTUSDSOLUSDCSOLUSDT
SPARTABNBSPELLBNBSPELLBTCSPELLBUSDSPELLTRYSPELLUSDT
SRMBIDRSRMBNBSRMBTCSRMBUSDSRMUSDTSSVBTC
SSVBUSDSSVETHSSVTUSDSSVUSDTSTEEMBNBSTEEMBTC
STEEMBUSDSTEEMETHSTEEMUSDTSTGBTCSTGBUSDSTGUSDT
STMXBTCSTMXBUSDSTMXETHSTMXUSDTSTORJBTCSTORJBUSD
STORJETHSTORJTRYSTORJUSDTSTORMBNBSTORMBTCSTORMETH
STORMUSDTSTPTBNBSTPTBTCSTPTBUSDSTPTUSDTSTRATBNB
STRATBTCSTRATBUSDSTRATETHSTRATUSDTSTRAXBTCSTRAXBUSD
STRAXETHSTRAXTRYSTRAXUSDTSTRKBTCSTRKFDUSDSTRKTRY
STRKUSDCSTRKUSDTSTXBNBSTXBTCSTXBUSDSTXFDUSD
STXTRYSTXUSDCSTXUSDTSUBBTCSUBETHSUIBNB
SUIBTCSUIEURSUIFDUSDSUITRYSUITUSDSUIUSDC
SUIUSDTSUNBTCSUNBUSDSUNUSDTSUPERBTCSUPERBUSD
SUPERFDUSDSUPERTRYSUPERUSDTSUSDBTCSUSDETHSUSDUSDT
SUSHIBNBSUSHIBTCSUSHIBUSDSUSHIUSDTSWRVBNBSWRVBUSD
SXPAUDSXPBIDRSXPBNBSXPBTCSXPBUSDSXPEUR
SXPGBPSXPTRYSXPUSDTSYNBTCSYNUSDTSYSBNB
SYSBTCSYSBUSDSYSETHSYSUSDTTAOBTCTAOFDUSD
TAOTRYTAOUSDTTBUSDTCTBNBTCTBTCTCTUSDT
TFUELBNBTFUELBTCTFUELBUSDTFUELPAXTFUELTUSDTFUELUSDC
TFUELUSDTTHETABNBTHETABTCTHETABUSDTHETAETHTHETAEUR
THETAFDUSDTHETATRYTHETAUSDTTIABTCTIAFDUSDTIATRY
TIATUSDTIAUSDCTIAUSDTTKOBIDRTKOBTCTKOBUSD
TKOUSDTTLMBNBTLMBTCTLMBUSDTLMTRYTLMUSDT
TNBBTCTNBETHTNSRBTCTNSRFDUSDTNSRTRYTNSRUSDC
TNSRUSDTTNTBTCTNTETHTOMOBNBTOMOBTCTOMOBUSD
TOMOTRYTOMOUSDCTOMOUSDTTONBTCTONFDUSDTONTRY
TONUSDCTONUSDTTORNBNBTORNBTCTORNBUSDTORNUSDT
TRBBNBTRBBTCTRBBUSDTRBFDUSDTRBTRYTRBUSDC
TRBUSDTTRIBEBNBTRIBEBTCTRIBEBUSDTRIBEUSDTTRIGBNB
TRIGBTCTRIGETHTROYBNBTROYBTCTROYBUSDTROYUSDT
TRUBTCTRUBUSDTRURUBTRUTRYTRUUSDTTRXAUD
TRXBNBTRXBTCTRXBUSDTRXETHTRXEURTRXNGN
TRXPAXTRXTRYTRXTUSDTRXUSDCTRXUSDTTRXXRP
TUSDBNBTUSDBTCTUSDBTUSDTUSDBUSDTUSDETHTUSDT
TUSDTRYTUSDUSDTTVKBTCTVKBUSDTVKUSDTTWTBTC
TWTBUSDTWTTRYTWTUSDTUFTBUSDUFTETHUFTUSDT
UMABTCUMABUSDUMATRYUMAUSDTUNFIBNBUNFIBTC
UNFIBUSDUNFIETHUNFITRYUNFIUSDTUNIAUDUNIBNB
UNIBTCUNIBUSDUNIETHUNIEURUNIFDUSDUNITRY
UNIUSDCUNIUSDTUSDCBNBUSDCBUSDUSDCPAXUSDCTRY
USDCTUSDUSDCUSDTUSDPBUSDUSDPUSDTUSDSBUSDSUSDSBUSDT
USDSPAXUSDSTUSDUSDSUSDCUSDSUSDTUSDTARSUSDTBIDR
USDTBKRWUSDTBRLUSDTBVNDUSDTCOPUSDTCZKUSDTDAI
USDTGYENUSDTIDRTUSDTMXNUSDTNGNUSDTPLNUSDTRON
USDTRUBUSDTTRYUSDTUAHUSDTVAIUSDTZARUSTBTC
USTBUSDUSTCBUSDUSTCFDUSDUSTCTRYUSTCUSDTUSTUSDT
UTKBTCUTKBUSDUTKUSDTVANRYBTCVANRYTRYVANRYUSDT
VENBNBVENBTCVENETHVENUSDTVETBNBVETBTC
VETBUSDVETETHVETEURVETGBPVETTRYVETUSDT
VGXBTCVGXETHVGXUSDTVIABNBVIABTCVIAETH
VIBBTCVIBBUSDVIBEBTCVIBEETHVIBETHVIBUSDT
VICBTCVICTRYVICUSDTVIDTBTCVIDTBUSDVIDTUSDT
VITEBNBVITEBTCVITEBUSDVITEUSDTVOXELBNBVOXELBTC
VOXELBUSDVOXELETHVOXELUSDTVTHOBNBVTHOBUSDVTHOUSDT
WABIBNBWABIBTCWABIETHWANBNBWANBTCWANETH
WANUSDTWAVESBNBWAVESBTCWAVESBUSDWAVESETHWAVESEUR
WAVESPAXWAVESRUBWAVESTRYWAVESTUSDWAVESUSDCWAVESUSDT
WAXPBNBWAXPBTCWAXPBUSDWAXPUSDTWBETHETHWBETHUSDT
WBTCWBTCBTCWBTCBUSDWBTCETHWBTCUSDTWFDUSD
WIFBRLWIFBTCWIFEURWIFFDUSDWIFTRYWIFUSDC
WIFUSDTWINBNBWINBRLWINBTCWINBUSDWINEUR
WINGBNBWINGBTCWINGBUSDWINGETHWINGSBTCWINGSETH
WINGUSDTWINTRXWINUSDCWINUSDTWLDBTCWLDFDUSD
WLDRUBWLDTRYWLDUSDCWLDUSDTWNXMBNBWNXMBTC
WNXMBUSDWNXMUSDTWOOBNBWOOBTCWOOBUSDWOOUSDT
WPRBTCWPRETHWRXBNBWRXBTCWRXBUSDWRXEUR
WRXUSDTWTCBNBWTCBTCWTCETHWTCUSDTWTRY
WUSDTXAIBNBXAIBTCXAIFDUSDXAITRYXAITUSD
XAIUSDTXECBUSDXECTRYXECUSDTXEMBNBXEMBTC
XEMBUSDXEMETHXEMUSDTXLMBNBXLMBTCXLMBUSD
XLMETHXLMEURXLMPAXXLMTRYXLMTUSDXLMUSDC
XLMUSDTXMRBNBXMRBTCXMRBUSDXMRETHXMRUSDT
XNOBTCXNOBUSDXNOETHXNOUSDTXRPAUDXRPBEARBUSD
XRPBEARUSDTXRPBIDRXRPBKRWXRPBNBXRPBRLXRPBTC
XRPBULLBUSDXRPBULLUSDTXRPBUSDXRPETHXRPEURXRPFDUSD
XRPGBPXRPJPYXRPMXNXRPNGNXRPPAXXRPRUB
XRPTRYXRPTUSDXRPUSDCXRPUSDTXTZBNBXTZBTC
XTZBUSDXTZETHXTZTRYXTZUSDTXVGBTCXVGBUSD
XVGETHXVGTRYXVGTUSDXVGUSDTXVSBNBXVSBTC
XVSBUSDXVSTRYXVSUSDTXZCBNBXZCBTCXZCETH
XZCUSDTXZCXRPYFIBNBYFIBTCYFIBUSDYFIEUR
YFIIBNBYFIIBTCYFIIBUSDYFIIUSDTYFIUSDTYGGBNB
YGGBTCYGGBUSDYGGTRYYGGUSDCYGGUSDTYOYOBNB
YOYOBTCYOYOETHZECBNBZECBTCZECBUSDZECETH
ZECPAXZECTUSDZECUSDCZECUSDTZENBNBZENBTC
ZENBUSDZENETHZENUSDTZILBIDRZILBNBZILBTC
ZILBUSDZILETHZILEURZILTRYZILUSDTZKBTC
ZKFDUSDZKTRYZKUSDCZKUSDTZROBTCZROFDUSD
ZROTRYZROUSDCZROUSDTZRXBNBZRXBTCZRXBUSD
ZRXETHZRXUSDT

 


Requesting Data

To add Binance Crypto Price data to your algorithm, call the AddCryptoadd_crypto method. Save a reference to the Crypto Symbol so you can access the data later in your algorithm.

Select Language:
class CoinAPIDataAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2020, 6, 1)
        self.set_end_date(2021, 6, 1)

        # Set Account Currency to Binance Stable Coin for USD
        self.set_account_currency("BUSD")
        self.set_cash(100000)

        # Binance accepts both Cash and Margin account types.
        self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)
        
        self.btcbusd = self.add_crypto("BTCBUSD", Resolution.MINUTE, Market.BINANCE).symbol
namespace QuantConnect
{
    public class CoinAPIDataAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        
        public override void Initialize()
        {
            SetStartDate(2020, 6, 1);
            SetEndDate(2021, 6, 1);

            // Set Account Currency to Binance Stable Coin for USD
            SetAccountCurrency("BUSD");
            SetCash(100000);

            // Binance accepts both Cash and Margin account types.
            SetBrokerageModel(BrokerageName.Binance, AccountType.Margin);
            
            _symbol = AddCrypto("BTCBUSD", Resolution.Minute, Market.Binance).Symbol;
        }
    }
}

For more information about creating Crypto subscriptions, see Requesting Data.

Accessing Data

To get the current Binance Crypto Price data, index the Barsbars, QuoteBarsquote_bars, or Ticksticks properties of the current Slice with the Crypto Symbol. Slice objects deliver unique events to your algorithm as they happen, but the Slice may not contain data for your security at every time step. To avoid issues, check if the Slice contains the data you want before you index it.

Select Language:
def on_data(self, slice: Slice) -> None:
    if self.btcbusd in slice.bars:
        trade_bar = slice.bars[self.btcbusd]
        self.log(f"{self.btcbusd} close at {slice.time}: {trade_bar.close}")

    if self.btcbusd in slice.quote_bars:
        quote_bar = slice.quote_bars[self.btcbusd]
        self.log(f"{self.btcbusd} bid at {slice.time}: {quote_bar.bid.close}")

    if self.btcbusd in slice.ticks:
        ticks = slice.ticks[self.btcbusd]
        for tick in ticks:
            self.log(f"{self.btcbusd} price at {slice.time}: {tick.price}")
public override void OnData(Slice slice)
{
    if (slice.Bars.ContainsKey(_symbol))
    {
        var tradeBar = slice.Bars[_symbol];
        Log($"{_symbol} price at {slice.Time}: {tradeBar.Close}");
    }

    if (slice.QuoteBars.ContainsKey(_symbol))
    {
        var quoteBar = slice.QuoteBars[_symbol];
        Log($"{_symbol} bid at {slice.Time}: {quoteBar.Bid.Close}");
    }

    if (slice.Ticks.ContainsKey(_symbol))
    {
        var ticks = slice.Ticks[_symbol];
        foreach (var tick in ticks)
        {
            Log($"{_symbol} price at {slice.Time}: {tick.Price}");
        }
    }
}

You can also iterate through all of the data objects in the current Slice.

Select Language:
def on_data(self, slice: Slice) -> None:
    for symbol, trade_bar in slice.bars.items():
        self.log(f"{symbol} close at {slice.time}: {trade_bar.close}")

    for symbol, quote_bar in slice.quote_bars.items():
        self.log(f"{symbol} bid at {slice.time}: {quote_bar.bid.close}")

    for symbol, ticks in slice.ticks.items():
        for tick in ticks:
            self.log(f"{symbol} price at {slice.time}: {tick.price}")
public override void OnData(Slice slice)
{
    foreach (var kvp in slice.Bars)
    {
        var symbol = kvp.Key;
        var tradeBar = kvp.Value;
        Log($"{symbol} price at {slice.Time}: {tradeBar.Close}");
    }

    foreach (var kvp in slice.QuoteBars)
    {
        var symbol = kvp.Key;
        var quoteBar = kvp.Value;
        Log($"{symbol} bid at {slice.Time}: {quoteBar.Bid.Close}");
    }

    foreach (var kvp in slice.Ticks)
    {
        var symbol = kvp.Key;
        var ticks = kvp.Value;
        foreach (var tick in ticks)
        {
            Log($"{symbol} price at {slice.Time}: {tick.Price}");
        }
    }
}

For more information about accessing Crypto data, see Handling Data.

Historical Data

To get historical Binance Crypto Price data, call the Historyhistory method with the Crypto Symbol. If there is no data in the period you request, the history result is empty.

Select Language:
# DataFrame
history_df = self.history(self.btcbusd, 100, Resolution.DAILY)

# TradeBar objects
history_trade_bars = self.history[TradeBar](self.btcbusd, 100, Resolution.MINUTE)

# QuoteBar objects
history_quote_bars = self.history[QuoteBar](self.btcbusd, 100, Resolution.MINUTE)

# Tick objects
history_ticks = self.history[Tick](self.btcbusd, timedelta(seconds=10), Resolution.TICK)
// TradeBar objects 
var historyTradeBars = History(_symbol, 100, Resolution.Daily);

// QuoteBar objects 
var historyQuoteBars = History<QuoteBar>(_symbol, 100, Resolution.Minute);

// Tick objects 
var historyTicks = History<Tick>(_symbol, TimeSpan.FromSeconds(10), Resolution.Tick);

For more information about historical data, see History Requests.

Universe Selection

To select a dynamic universe of Binance Crypto pairs, call the AddUniverseadd_universe method with a CryptoUniverse object. A Crypto universe uses a selection function to select Crypto pairs based on their OHLCV and dollar volume of the previous day as of midnight Coordinated Universal Time (UTC).

Select Language:
from QuantConnect.Data.universe_selection import *

def initialize(self) -> None:
    self.universe_settings.asynchronous = True
    self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)
    self._universe = self.add_universe(CryptoUniverse.binance(self.universe_selection_filter))

def universe_selection_filter(self, universe_day):
    return [c.symbol for c in universe_day if c.volume >= 100 and c.volume_in_usd > 10000]
using QuantConnect.Data.UniverseSelection;

public override void Initialize()
{
    UniverseSettings.Asynchronous = true;
    SetBrokerageModel(BrokerageName.Binance, AccountType.Margin);
    _universe = AddUniverse(CryptoUniverse.Binance(UniverseSelectionFilter));
}

private IEnumerable<Symbol> UniverseSelectionFilter(IEnumerable<CryptoUniverse> universeDay)
{
    return from c in universeDay
           where c.Volume >= 100m && c.VolumeInUsd > 10000m
           select c.Symbol;
}

For more information about universe settings, see Settings.

Universe History

You can get historical universe data in an algorithm and in the Research Environment.

Historical Universe Data in Algorithms

To get historical universe data in an algorithm, call the Historyhistory method with the Universe object, and the lookback period. If there is no data in the period you request, the history result is empty.

Select Language:
var history = History(_universe, 30, Resolution.Daily);
foreach (var universeDay in history)
{
    foreach (CryptoUniverse universeItem in universeDay)
    {
        Log($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
    }
}
# DataFrame example where the columns are the CryptoUniverse attributes: 
history_df = self.history(self._universe, 30, Resolution.DAILY, flatten=True)

# Series example where the values are lists of CryptoUniverse objects: 
history = self.history(self._universe, 30, Resolution.DAILY)
for (univere_symbol, time), universe_day in history.items():
    for universe_item in universe_day:
        self.log(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

Historical Universe Data in Research

To get historical universe data in research, call the UniverseHistoryuniverse_history method with the Universe object, and the lookback period. The UniverseHistoryuniverse_history returns the filtered universe. If there is no data in the period you request, the history result is empty.

Select Language:
var universeHistory = qb.UniverseHistory(universe, qb.Time.AddDays(-30), qb.Time);
foreach (var universeDay in universeHistory)
{
    foreach (CryptoUniverse universeItem in universeDay)
    {
        Console.WriteLine($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
    }
}
# DataFrame example where the columns are the CryptoUniverse attributes: 
history_df = qb.universe_history(universe, qb.time-timedelta(30), qb.time, flatten=True)

# Series example where the values are lists of CryptoUniverse objects: 
universe_history = qb.universe_history(universe, qb.time-timedelta(30), qb.time)
for (univere_symbol, time), universe_day in universe_history.items():
    for universe_item in universe_day:
        print(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

You can call the Historyhistory method in Research.

Remove Subcriptions

To unsubscribe from a Crypto pair that you added with the AddCryptoadd_crypto method, call the RemoveSecurityremove_security method.

Select Language:
self.remove_security(self.btcbusd)
RemoveSecurity(_symbol);

The RemoveSecurityremove_security method cancels your open orders for the security and liquidates your holdings in the virtual pair.

Data Point Attributes

The Binance Crypto Price dataset provides TradeBar, QuoteBar, Tick, and CryptoUniverse objects.

TradeBar Attributes

TradeBar objects have the following attributes:

TradeBar
    Volume:
  • volume: decimal
  • Opening price of the bar: Defined as the price at the start of the time period.
  • open: decimal
  • High price of the TradeBar during the time period.
  • high: decimal
  • Low price of the TradeBar during the time period.
  • low: decimal
  • Closing price of the TradeBar. Defined as the price at Start Time + TimeSpan.
  • close: decimal
  • The closing time of this bar, computed via the Time and Period
  • end_time: DateTime
  • The period of this trade bar, (second, minute, daily, ect...)
  • period: TimeSpan
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • data_type: MarketDataType
  • True if this is a fill forward piece of data
  • is_fill_forward: bool
  • Current time marker of this data packet.
  • time: DateTime
  • Symbol representation for underlying Security
  • symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • price: decimal
    Volume:
  • Volume: decimal
  • Opening price of the bar: Defined as the price at the start of the time period.
  • Open: decimal
  • High price of the TradeBar during the time period.
  • High: decimal
  • Low price of the TradeBar during the time period.
  • Low: decimal
  • Closing price of the TradeBar. Defined as the price at Start Time + TimeSpan.
  • Close: decimal
  • The closing time of this bar, computed via the Time and Period
  • EndTime: DateTime
  • The period of this trade bar, (second, minute, daily, ect...)
  • Period: TimeSpan
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • DataType: MarketDataType
  • True if this is a fill forward piece of data
  • IsFillForward: bool
  • Current time marker of this data packet.
  • Time: DateTime
  • Symbol representation for underlying Security
  • Symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • Value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • Price: decimal

QuoteBar Attributes

QuoteBar objects have the following attributes:

QuoteBar
    Average bid size
  • last_bid_size: decimal
  • Average ask size
  • last_ask_size: decimal
  • Bid OHLC
  • bid: Bar
  • Ask OHLC
  • ask: Bar
  • Opening price of the bar: Defined as the price at the start of the time period.
  • open: decimal
  • High price of the QuoteBar during the time period.
  • high: decimal
  • Low price of the QuoteBar during the time period.
  • low: decimal
  • Closing price of the QuoteBar. Defined as the price at Start Time + TimeSpan.
  • close: decimal
  • The closing time of this bar, computed via the Time and Period
  • end_time: DateTime
  • The period of this quote bar, (second, minute, daily, ect...)
  • period: TimeSpan
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • data_type: MarketDataType
  • True if this is a fill forward piece of data
  • is_fill_forward: bool
  • Current time marker of this data packet.
  • time: DateTime
  • Symbol representation for underlying Security
  • symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • price: decimal
    Average bid size
  • LastBidSize: decimal
  • Average ask size
  • LastAskSize: decimal
  • Bid OHLC
  • Bid: Bar
  • Ask OHLC
  • Ask: Bar
  • Opening price of the bar: Defined as the price at the start of the time period.
  • Open: decimal
  • High price of the QuoteBar during the time period.
  • High: decimal
  • Low price of the QuoteBar during the time period.
  • Low: decimal
  • Closing price of the QuoteBar. Defined as the price at Start Time + TimeSpan.
  • Close: decimal
  • The closing time of this bar, computed via the Time and Period
  • EndTime: DateTime
  • The period of this quote bar, (second, minute, daily, ect...)
  • Period: TimeSpan
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • DataType: MarketDataType
  • True if this is a fill forward piece of data
  • IsFillForward: bool
  • Current time marker of this data packet.
  • Time: DateTime
  • Symbol representation for underlying Security
  • Symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • Value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • Price: decimal

Tick Attributes

Tick objects have the following attributes:

Tick
    Type of the Tick: Trade or Quote.
  • tick_type: TickType
  • Quantity exchanged in a trade.
  • quantity: decimal
  • Exchange code this tick came from QuantConnect.Exchanges
  • exchange_code: string
  • Exchange name this tick came from QuantConnect.Exchanges
  • exchange: string
  • Sale condition for the tick.
  • sale_condition: string
  • For performance parsed sale condition for the tick.
  • parsed_sale_condition: UInt32
  • Bool whether this is a suspicious tick
  • suspicious: bool
  • Bid Price for Tick
  • bid_price: decimal
  • Asking price for the Tick quote.
  • ask_price: decimal
  • Alias for "Value" - the last sale for this asset.
  • last_price: decimal
  • Size of bid quote.
  • bid_size: decimal
  • Size of ask quote.
  • ask_size: decimal
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • data_type: MarketDataType
  • True if this is a fill forward piece of data
  • is_fill_forward: bool
  • Current time marker of this data packet.
  • time: DateTime
  • The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered
  • end_time: DateTime
  • Symbol representation for underlying Security
  • symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • price: decimal
    Type of the Tick: Trade or Quote.
  • TickType: TickType
  • Quantity exchanged in a trade.
  • Quantity: decimal
  • Exchange code this tick came from QuantConnect.Exchanges
  • ExchangeCode: string
  • Exchange name this tick came from QuantConnect.Exchanges
  • Exchange: string
  • Sale condition for the tick.
  • SaleCondition: string
  • For performance parsed sale condition for the tick.
  • ParsedSaleCondition: UInt32
  • Bool whether this is a suspicious tick
  • Suspicious: bool
  • Bid Price for Tick
  • BidPrice: decimal
  • Asking price for the Tick quote.
  • AskPrice: decimal
  • Alias for "Value" - the last sale for this asset.
  • LastPrice: decimal
  • Size of bid quote.
  • BidSize: decimal
  • Size of ask quote.
  • AskSize: decimal
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • DataType: MarketDataType
  • True if this is a fill forward piece of data
  • IsFillForward: bool
  • Current time marker of this data packet.
  • Time: DateTime
  • The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered
  • EndTime: DateTime
  • Symbol representation for underlying Security
  • Symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • Value: decimal
  • As this is a backtesting platform we'll provide an alias of value as price.
  • Price: decimal

CryptoUniverse Attributes

CryptoUniverse objects have the following attributes:

CryptoUniverse
    Daily Open Price (UTC 00:00)
  • open: decimal
  • Daily High Price
  • high: decimal
  • Daily Low Price
  • low: decimal
  • Daily Close Price
  • close: decimal
  • Daily Trade Volume Note that this only includes the volume traded in the selected market
  • volume: decimal
  • Daily Volume in Quote Currency Note that this only includes the volume traded in the selected market
  • volume_in_quote_currency: decimal
  • Daily Volume in USD Note that this only includes the volume traded in the selected market
  • volume_in_usd: decimal
  • Alias of close price
  • price: decimal
  • Time the data became available
  • end_time: DateTime
  • The associated underlying price data if any
  • underlying: BaseData
  • Gets or sets the contracts selected by the universe
  • filtered_contracts: HashSet<Symbol>
  • Gets the data list
  • data: List<BaseData>
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • data_type: MarketDataType
  • True if this is a fill forward piece of data
  • is_fill_forward: bool
  • Current time marker of this data packet.
  • time: DateTime
  • Symbol representation for underlying Security
  • symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • value: decimal
    Daily Open Price (UTC 00:00)
  • Open: decimal
  • Daily High Price
  • High: decimal
  • Daily Low Price
  • Low: decimal
  • Daily Close Price
  • Close: decimal
  • Daily Trade Volume Note that this only includes the volume traded in the selected market
  • Volume: decimal
  • Daily Volume in Quote Currency Note that this only includes the volume traded in the selected market
  • VolumeInQuoteCurrency: decimal
  • Daily Volume in USD Note that this only includes the volume traded in the selected market
  • VolumeInUsd: decimal
  • Alias of close price
  • Price: decimal
  • Time the data became available
  • EndTime: DateTime
  • The associated underlying price data if any
  • Underlying: BaseData
  • Gets or sets the contracts selected by the universe
  • FilteredContracts: HashSet<Symbol>
  • Gets the data list
  • Data: List<BaseData>
  • Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
  • DataType: MarketDataType
  • True if this is a fill forward piece of data
  • IsFillForward: bool
  • Current time marker of this data packet.
  • Time: DateTime
  • Symbol representation for underlying Security
  • Symbol: Symbol
  • Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
  • Value: decimal

 


Classic Algorithm Example

The following example algorithm buys and holds Bitcoin through the Binance exchange:

Select Language:
from AlgorithmImports import *
from QuantConnect.DataSource import *
from QuantConnect.Data.UniverseSelection import *

class CoinAPIDataAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2020, 6, 1)
        self.set_end_date(2021, 6, 1)
        # Set Account Currency to BUSD, since USD-BUSD will not auto-convert and USD cannot be used to trade
        self.set_cash("BUSD", 100000)
        self.universe_settings.asynchronous = True
        # Binance accepts both Cash and Margin account types, select the one you need for the best reality modeling.
        self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)

        # Warm up the security with the last known price to avoid conversion error
        self.set_security_initializer(lambda security: security.set_market_price(self.get_last_known_price(security)))
        
        # Requesting data, we only trade on BTCBUSD in Binance exchange
        crypto = self.add_crypto("BTCBUSD", Resolution.MINUTE, Market.BINANCE)
        self.btcbusd = crypto.symbol
        self.minimum_order_size = crypto.symbol_properties.minimum_order_size
        
        # Historical data
        history = self.history(self.btcbusd, 30, Resolution.DAILY)
        self.debug(f"We got {len(history)} items from our history request")

        # Add Crypto Universe Selection that select crypto pairs in Binance exchange
        self._universe = self.add_universe(CryptoUniverse.binance(self.universe_selection_filter))

        # Historical Universe data
        universe_history = self.history(self._universe, 30, Resolution.DAILY)
        self.debug(f"We got {len(universe_history)} items from our universe history request")
        for (univere_symbol, time), universe_day in universe_history.items():
            for universe_item in universe_day:
                self.debug(f"{universe_item.symbol} price at {universe_item.end_time}: {universe_item.close}")

    def universe_selection_filter(self, universe_day):
        # Filter for materially traded crypto pairs with significant size and dollar volume, assuming higher capital flow in for higher return
        return [universe_item.symbol for universe_item in universe_day
                if universe_item.volume >= 100 
                and universe_item.volume_in_usd > 10000]

    def on_data(self, slice: Slice) -> None:
        # Speculate-invest all available free cash on BTCBUSD, obeying the order quantity restriction to avoid invalid order
        if self.portfolio.cash_book['BTC'].amount == 0:
            free_cash = self.portfolio.cash_book['BUSD'].amount * (1-self.settings.free_portfolio_value_percentage)
            quantity = free_cash / slice[self.btcbusd].price
            quantity -= quantity % self.minimum_order_size
            if quantity > 0:
                self.market_order(self.btcbusd, quantity)
using QuantConnect.DataSource;
using QuantConnect.Data.UniverseSelection;

namespace QuantConnect
{
    public class CoinAPIDataAlgorithm : QCAlgorithm
    {
        private Symbol _btcbusd;
        private Universe _universe;
        private decimal? _minimumOrderSize;
        
        public override void Initialize()
        {
            SetStartDate(2020, 6, 1);
            SetEndDate(2021, 6, 1);
            // Set Account Currency to BUSD, since USD-BUSD will not auto-convert and USD cannot be used to trade
            SetCash("BUSD", 100000);
            UniverseSettings.Asynchronous = true;
            // Binance accepts both Cash and Margin account types, select the one you need for the best reality modeling.
            SetBrokerageModel(BrokerageName.Binance, AccountType.Margin);

            // Warm up the security with the last known price to avoid conversion error
            SetSecurityInitializer(security => security.SetMarketPrice(GetLastKnownPrice(security)));
            
            // Requesting data, we only trade on BTCBUSD in Binance exchange
            var crypto = AddCrypto("BTCBUSD", Resolution.Minute, Market.Binance);
            _btcbusd = crypto.Symbol;
            _minimumOrderSize = crypto.SymbolProperties.MinimumOrderSize;
        
             // Historical data
            var history = History(_btcbusd, 30, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request");

            // Add Crypto Universe Selection that select crypto pairs in Binance exchange
            _universe = AddUniverse(CryptoUniverse.Binance(UniverseSelectionFilter));

            // Historical Universe data
            var universeHistory = History(_universe, 30, Resolution.Daily);
            Debug($"We got {universeHistory.Count()} items from our history request");
            foreach (var universeDay in universeHistory)
            {
                foreach (CryptoUniverse universeItem in universeDay)
                {
                    Debug($"{universeItem.Symbol} price at {universeItem.EndTime}: {universeItem.Close}");
                }
            }
        }

        private IEnumerable<Symbol> UniverseSelectionFilter(IEnumerable<CryptoUniverse> universeDay)
        {
            // Filter for materially traded crypto pairs with significant size and dollar volume, assuming higher capital flow in for higher return
            return from universeItem in universeDay
                   where universeItem.Volume >= 100m 
                   && universeItem.VolumeInUsd > 10000m
                   select universeItem.Symbol;
        }

        public override void OnData(Slice slice)
        {
            // Speculate-invest all available free cash on BTCBUSD, obeying the order quantity restriction to avoid invalid order
            if (Portfolio.CashBook["BTC"].Amount == 0)
            {
                var freeCash = Portfolio.CashBook["USD"].Amount * (1-Settings.FreePortfolioValuePercentage);
                var quantity = freeCash / slice[_btcbusd].Price;
                quantity -= quantity % _minimumOrderSize;
                if (quantity > 0m)
                {
                    MarketOrder(_btcbusd, quantity);
                }
            }
        }
    }
}

Framework Algorithm Example

The following example algorithm creates a dynamic universe of Crypto pairs on the Binance exchange and then forms a equal-weighted portfolio of all the pairs in the universe:

Select Language:
from AlgorithmImports import *
from QuantConnect.DataSource import *
from QuantConnect.Data.UniverseSelection import *

class CoinAPIDataAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2020, 6, 1)
        self.set_end_date(2021, 6, 1)

        # Set Account Currency to Binance Stable Coin, since USD-BUSD will not auto-convert and USD cannot be used to trade
        self.set_cash("BUSD", 100000)
        # Binance accepts both Cash and Margin account types, select the one you need for the best reality modeling.
        self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)

        # Warm up the security with the last known price to avoid conversion error
        self.set_security_initializer(lambda security: security.set_market_price(self.get_last_known_price(security)))
        self.universe_settings.asynchronous = True
        self.universe_settings.resolution = Resolution.MINUTE
        # Add Crypto Universe Selection that select crypto pairs in Binance exchange
        self.add_universe(CryptoUniverse.binance(self.universe_selection_filter))
        
        self.add_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(minutes = 20), 0.025, None))
        # Equally invest to evenly dissipate the capital concentration risk of inidividual crypto pair
        self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())

    def universe_selection_filter(self, universe_day: List[CryptoUniverse]) -> List[Symbol]:
        # Filter for materially traded crypto pairs with significant size and dollar volume, assuming higher capital flow in for higher return
        return [universe_item.symbol for universe_item in universe_day
                if universe_item.volume >= 100 
                and universe_item.volume_in_usd > 10000]

    def on_securities_changed(self, changes: SecurityChanges) -> None:
        for security in changes.added_securities:
            # Historical data
            history = self.history(security.symbol, 30, Resolution.DAILY)
            self.debug(f"We got {len(history)} items from our history request")
using QuantConnect.DataSource;
using QuantConnect.Data.UniverseSelection;

namespace QuantConnect
{
    public class CoinAPIDataAlgorithm : QCAlgorithm
    {
        private Symbol _btcbusd;
        
        public override void Initialize()
        {
            SetStartDate(2020, 6, 1);
            SetEndDate(2021, 6, 1);

            // Set Account Currency to Binance Stable Coin, since USD-BUSD will not auto-convert and USD cannot be used to trade
            SetCash("BUSD", 100000);
            // Binance accepts both Cash and Margin account types, select the one you need for the best reality modeling.
            SetBrokerageModel(BrokerageName.Binance, AccountType.Margin);
 
            // Warm up the security with the last known price to avoid conversion error
            SetSecurityInitializer(security => security.SetMarketPrice(GetLastKnownPrice(security)));
            UniverseSettings.Asynchronous = true;
            UniverseSettings.Resolution = Resolution.Minute;
            // Add Crypto Universe Selection that select crypto pairs in Binance exchange
            AddUniverse(CryptoUniverse.Binance(UniverseSelectionFilter));
        
            AddAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20), 0.025, null));
            // Equally invest to evenly dissipate the capital concentration risk of inidividual crypto pair
            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
        }

        private IEnumerable<Symbol> UniverseSelectionFilter(IEnumerable<CryptoUniverse> universeDay)
        {
            // Filter for materially traded crypto pairs with significant size and dollar volume, assuming higher capital flow in for higher return
            return from universeItem in universeDay
                   where universeItem.Volume >= 100m 
                   && universeItem.VolumeInUsd > 10000m
                   select universeItem.Symbol;
        }

        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            foreach(var security in changes.AddedSecurities)
            {
                // Historical data
                var history = History(security.Symbol, 30, Resolution.Daily);
                Debug($"We got {history.Count()} items from our history request");
            }
        }
    }
}

Research Example

The following example lists crypto-currency pairs with the greatest dollar volume in the Binance exchange:

Select Language:
var qb = new QuantBook();

// Add Cryptocurrency pair
var symbol = qb.AddCrypto("BTCUSDT", market:Market.Binance).Symbol;

// Historical data
var history = qb.History(symbol, 30, Resolution.Daily);
foreach (var bar in history)
{
    Console.WriteLine($"{bar.EndTime} {bar}");
}

// Add Crypto Universe Selection
IEnumerable<Symbol> UniverseSelectionFilter(IEnumerable<CryptoUniverse> universeDay)
{
    return universeDay
        .Where(x => x.VolumeInUsd != null && x.VolumeInUsd > 10000m)
        .OrderByDescending(x => x.VolumeInUsd)
        .Take(5)
        .Select(x => x.Symbol);
}
var universe = qb.AddUniverse(CryptoUniverse.Binance(UniverseSelectionFilter));

// Historical Universe data
var universeHistory = qb.UniverseHistory(universe, qb.Time.AddDays(-30), qb.Time);
foreach (var universeDay in universeHistory)
{
    Console.WriteLine($"=== {universeDay.First().EndTime} ===");
    foreach (CryptoUniverse universeItem in universeDay.OrderByDescending(x => x.VolumeInUsd))
    {
        Console.WriteLine($"{universeItem.Symbol}: {universeItem.VolumeInUsd}");
    }
}
qb = QuantBook()

# Add Cryptocurrency pair
symbol = qb.add_crypto("BTCUSDT", market=Market.BINANCE).symbol

# Historical data
history = qb.history(symbol, 30, Resolution.DAILY)
for (symbol, time), row in history.iterrows():
    print(f'{time} {symbol} {row.close}')

# Add Crypto Universe Selection
def universe_selection_filter(universe_day):
    selected = sorted([x for x in universe_day
        if x.volume_in_usd and x.volume_in_usd > 10000],
        key=lambda x: x.volume_in_usd, reverse=True)[:5]
    return [x.symbol for x in selected]

universe = qb.add_universe(CryptoUniverse.binance(universe_selection_filter))

# Historical Universe data
history = qb.universe_history(universe, qb.time-timedelta(30), qb.time)
for (univere_symbol, time), universe_day in history.items():
    print(f'=== {time} ===')
    for universe_item in sorted(universe_day, key=lambda x: x.volume_in_usd, reverse=True):
        print(f"{universe_item.symbol}: {universe_item.volume_in_usd}")

 


Licensing Available

Cloud Usage

Cloud Usage

Binance Crypto Price Data is allowed to be used in the cloud for personal and commercial projects for free. The data is permissioned for use within the licensed organization only

Free | Documentation

Live trading license available

LEAN CLI Downloads Usage

Binance Crypto Price Data can be downloaded on premise with the LEAN CLI, for a charge per file downloaded. This download is for the licensed organization's internal LEAN use only and cannot be redistributed or converted in any format.

Starting at 5 QCC/file | Learn More


About Lean CLI

LEAN CLI is a cross-platform wrapper on the QuantConnect algorithmic trading engine called LEAN. The CLI makes using LEAN incredibly easy, reducing most of the pain points of developing and managing an algorithmic trading strategy to a few lines of bash.

Using the CLI you can download the same data QuantConnect hosts in the cloud for a small fee. These fees are per file downloaded, and are paid for in QuantConnect-Credits (QCC). We recommend purchasing credits to enable downloading.

CLI Command Generator

The CLI command generator is a helpful tool to generate a copy-paste command to download this dataset from the form below.

Select OS:
lean data download \
	--dataset "Binance Crypto Price Data" \
	--data-type "trade" \
	--ticker "BTCBUSD, ETHBUSD" \
	--resolution "second" \
	--start "20240508" \
	--end "20250508" 
lean data download `
	--dataset "Binance Crypto Price Data" `
	--data-type "trade" `
	--ticker "BTCBUSD, ETHBUSD" `
	--resolution "second" `
	--start "20240508" `
	--end "20250508" 

Pricing | Provider offers 6 licensing options edit edit

The QuantConnect-CoinAPI partnership provides free access to Cryptocurrency market data in QuantConnect Cloud and paid access for downloads. Downloads are distributed in LEAN format and priced according to file resolution as below.

Pending

Cloud Access edit edit

edit edit

Free access to Binance Crypto price data from CoinApi via the QuantConnect Cloud platform for your backtesting and research.

  • Daily updates at 4am ET
  • No data maintenance

PRICE

Free

Documentation Subscribe cli button LEAN CLI Contact Us
Pending

Tick Download edit edit

edit edit

Crypto-currencies Tick resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day/brokerage

  • Ownership of the data
  • Data in LEAN format
  • Local compute resources

PRICE

100 QCC/file

Documentation Subscribe cli button LEAN CLI Contact Us
Pending

Second Download edit edit

edit edit

Crypto-currencies Second resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day/brokerage.

  • Ownership of the data
  • Data in LEAN format
  • Local compute resources

PRICE

25 QCC/file

Documentation Subscribe cli button LEAN CLI Contact Us
Pending

Minute Download edit edit

edit edit

Crypto-currencies Minute resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day/brokerage.

  • Ownership of the data
  • Data in LEAN format
  • Local compute resources

PRICE

5 QCC/file

Documentation Subscribe cli button LEAN CLI Contact Us
Pending

Hour Download edit edit

edit edit

Crypto-currencies Hour resolution archives in LEAN format for on premise backtesting and research. One file per ticker/brokerage.

  • Ownership of the data
  • Data in LEAN format
  • Local compute resources

PRICE

400 QCC/file

Documentation Subscribe cli button LEAN CLI Contact Us
Pending

Daily Download edit edit

edit edit

Crypto-currencies Daily resolution archives in LEAN format for on premise backtesting and research. One file per ticker/brokerage.

  • Ownership of the data
  • Data in LEAN format
  • Local compute resources

PRICE

100 QCC/file

Documentation Subscribe cli button LEAN CLI Contact Us

User Reviews

What people are saying about this

No Reviews Yet

This product has not received any reviews yet, be the first to post one!

Write a Review

Rate the Module:

Hover over the stars to rate the module
Paste the media URL in the input.





Please sign in to post a review

Pricing

Provider offers 6 licensing options

View Pricing


Starting Date edit edit

  • July 2017

Coverage edit edit

  • 2,684 Currency Pairs

Delivery Methods edit edit

  • Download
  • Cloud

About the Provider

  • Website edit edit
  • Contact the Provider

Data Status

Explore free and paid datasets available on QuantConnect covering fundamentals, pricing, and alternative options.

search icon search icon

Dataset Status from to

No Runs

OK

Degraded

Failure

Admin

Explore free and paid datasets available on QuantConnect covering fundamentals, pricing, and alternative options.

  • Add Dataset
  • Data Upload
  • Point Processor

Lorem ipsum dolor sit amet conjectura lorem ipsum dolor sit amet conjectura lorem ipsum

Configuration Keys

Environment Variables

Lorem ipsum dolor sit amet conjectura lorem ipsum dolor sit amet conjectura lorem ipsum

File Link

Lorem ipsum dolor sit amet conjectura lorem ipsum dolor sit amet conjectura lorem ipsum

Lorem ipsum dolor sit amet conjectura lorem ipsum dolor sit amet conjectura lorem ipsum

Upload Dataset

Upload a manually created tar or zip file to all cloud data systems.

Add a link and click the Sync Dataset button to upload the dataset

Upload Destinations

About Dataset Sync

The dataset synchronizer is an internal tool for the QuantConnect team to upload data to the cloud data storage environments. It supports TAR files which are extracted in the root directory of the cloud data environments.
Take extreme care to carefully structure your data TAR package with the same folders as the LEAN data folder. Ensure all folders and file names are lowercase as Linux is case-sensitive.

Support

Tickets and Seats

  • create new ticket create new ticket Create New Ticket
  • organization ticket organization ticket Organization Tickets 0
  • spport seat spport seat Support Seats

Support

Begin Your QuantConnect Journey

Algorithm Lab is your playground for developing and refining trading algorithms with QuantConnect. Utilize advanced tools, historical data, and robust backtesting to enhance your trading strategies. Transform your ideas into actionable insights and optimize your trading approach with ease.

Sign Up for Free

Already have an account Log In.

close close

How would you rate your experience on QuantConnect?

â­‘

â­‘

â­‘

â­‘

â­‘

Hover and click over the stars to rate us.

It looks like you are not fully satisfied with your experience on QuantConnect, please take a moment to let us know how we can improve our services for you:

trustpilot trustpilot

We are glad you're enjoying QuantConnect!

If you have a minute to spare, please leave us a review on Trustpilot.
Stories like yours help others see the full potential of QuantConnect.

Rate us on Trustpilot

Loading User Profile...

Please select one purchase option

Session Expired

Your session has expired. Please log in again.

Log In

  close-icon
switch organization switch organization Switch Organization
Organization
Type
Owner
Members
Preferred
switch organization switch organizationCreate Organization
Organization Name

update billing address update billing address Update Billing Information

Upgrade to Team plan or higher to enable custom invoicing

select icon select icon


Changes will be applied to future invoices.

Close modal Close modal
invite sent invite sent

Invitations Sent

Users will be able to join by following the link in the invitation email.

You’ve been invited by Jared Broad to join his G-Force Organization.
Would you like to accept the invitation?

Assign Seat
Close Widget Close Widget

Rename Encryption Key

Close Widget Close Widget

Delete Encryption Key

Are you sure you want to delete the encryption key "undefined"?

warning Caution: We will not be able to decrypt encrypted projects without the original key.

Close Widget Close Widget

Add Encryption Key

upload file icon upload file icon

Drag & Drop or

Keys are added to the local storage in your web browser and not uploaded to QuantConnect. To use an encrypted project on another computer you will need to bring a copy of the key.

Close modal Close modal
Authorize Decryption Authorize Decryption

Authorize

This project is encrypted using the key .

Close modal Close modal
Authorize Decryption Authorize Decryption

Authorize

This project will be encrypted using the key .