This sample is provided for evaluating QuantFeatures data products under the QuantFeatures Sample Evaluation License (see LICENSE.md). Redistribution, resale, and production or live-trading use are not permitted without a separate agreement.

QuantFeatures Crypto Hourly Features, Monthly Showcase (Sample)

Research-ready, hourly features from Binance, OKX, Bybit and Hyperliquid: one full UTC day per month, from each venue's earliest available month. This sample shows coverage, schema, and data quality across venues and years; it is history only and is not updated.

Exchange	Markets	Instruments	Sample days	Days
Binance	perp, spot	BCH, BNB, BTC, ETH, XRP	first UTC day of each month, 2019-12-01 to 2026-10-01	83
OKX	perp	BCH, BNB, BTC, ETH, HYPE, XRP	first UTC day of each month, 2020-01-01 to 2026-10-01	82
Bybit	perp	BCH, BNB, BTC, ETH, HYPE, XRP	first UTC day of each month, 2020-06-01 to 2026-10-01	77
Hyperliquid	perp	BCH, BNB, BTC, ETH, HYPE, XRP	first UTC day of each month, 2024-11-01 to 2026-10-01	24

Feature version 3.0.0; 676,416 rows across 32 files.

Load

from datasets import load_dataset

perp = load_dataset("QuantFeatures/crypto-hourly-features-monthly", "TradeFlow", split="perp")
spot = load_dataset("QuantFeatures/crypto-hourly-features-monthly", "QuoteBasic", split="spot")

Or with pandas:

import pandas as pd
perp = pd.read_parquet("hf://datasets/QuantFeatures/crypto-hourly-features-monthly/data/TradeFlow/perp.parquet")

# One exchange: rows carry `exch`, `type`, `base` and `quote`.
okx = perp[perp["exch"] == "okx"]

Modules (configs)

Config	Family	Input	Splits	Exchanges	Columns	Rows
`TradeFlow`	Trade activity	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	45	41,520
`TradeTick`	Extended trade activity	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	33	41,520
`TradeCovar`	Trade relationships	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	30	41,520
`TradeCovarPlus`	Extended trade relationships	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	54	41,520
`TradeStats`	Trade distribution	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	24	41,520
`TradeGroup`	Trade grouping	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	123	41,520
`TradeGroupPlus`	Grouped trade distribution	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	124	41,520
`TradeLarge`	Trade tails	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	123	41,520
`TradeGradient`	Trade dynamics	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	42	41,520
`TradeImpact`	Trade dynamics	Exchange trades	perp, spot	Binance, OKX, Bybit, Hyperliquid	42	41,520
`QuoteBasic`	Top of book	Best-bid/offer quotes	perp, spot	Binance, OKX, Bybit, Hyperliquid	71	41,520
`FundingRate`	Funding	Derivative ticker feed	perp	Binance, OKX, Bybit, Hyperliquid	33	31,560
`LiqFlow`	Liquidations	Liquidation feed	perp	Binance, OKX, Bybit	15	26,952
`LiqStats`	Extended liquidations	Liquidation feed	perp	Binance, OKX, Bybit	77	26,952
`OpenIntBasic`	Open interest	Derivative ticker feed	perp	Binance, OKX, Bybit, Hyperliquid	33	31,560
`OpenIntPlus`	Extended open interest	Derivative ticker feed	perp	Binance, OKX, Bybit, Hyperliquid	45	31,560
`OpenIntGradient`	Open-interest dynamics	Derivative ticker feed	perp	Binance, OKX, Bybit, Hyperliquid	39	31,560
`QuoteGradient`	Top-of-book dynamics	Best-bid/offer quotes	perp, spot	Binance	60	19,776
`TradeRank`	Cross-sectional market activity	Exchange trades	perp, spot	Binance	84	19,776

Full field definitions are in the Feature Catalog.

Record semantics

Each row is one instrument in one half-open UTC interval [start_time_utc, end_time_utc).
exch, type, base, and quote identify the instrument; rows are sorted by start_time_utc, exch, then base.
An interval's information is complete only at end_time_utc. Use end_time_utc as the availability time to avoid look-ahead bias.
NaN means unavailable or not validly computable, never zero; there are no nulls. Integer counts are always defined. A missing row is not zero activity.
Sample days are not contiguous; stateful and long-lookback features can be less reliable early in each sample day.
Prices are in the quote currency (USDT; Hyperliquid USDC, whose quote column reads usdt), volumes in the base asset, and _bps fields in basis points.

See the Data specification and Coverage for details. manifest.json lists row counts, coverage, and a SHA-256 checksum for every file.

Intervals with limited or no data

Exchanges and data recorders have outages and maintenance windows. In these sample intervals the source feed had no records:

Binance: OpenIntBasic, OpenIntPlus, and OpenIntGradient, 2019-12-01 to 2020-05-01: the source ticker carries no open-interest values before 2020-06-01, so these days have no open-interest data.
OKX: Trade modules and QuoteBasic, BCH, 2020-01-01: no source data for the 21:00 interval.
OKX: LiqFlow and LiqStats, 2020-01-01 to 2020-12-01: no liquidation records exist for these days, so zero counts there mean no data, not no liquidations.
Bybit: LiqFlow and LiqStats, 2020-06-01 to 2020-10-01 and 2020-12-01: no liquidation records exist for these days, so zero counts there mean no data, not no liquidations.
Hyperliquid: FundingRate, OpenIntBasic, OpenIntPlus, and OpenIntGradient: the funding and open-interest source has records only in a few hours on 2024-11-01 (00, 21), 2024-12-01 (00, 02, 06, 15, 21), 2025-01-01 (00, 04, 13), and 2025-02-01 (00); other intervals on those days have no data.
Hyperliquid: Liquidation modules are not included for Hyperliquid.

License

QuantFeatures Sample Evaluation License (LICENSE.md): you may use this sample internally to sample and review QuantFeatures data products. Redistribution, resale, production use, reconstructing underlying market data, and reverse-engineering the feature methods are not permitted without a separate agreement. No raw exchange or vendor data is included. Not investment advice.

Full data

Hyperliquid: every UTC day of 2026, hourly and 10-minute, updated daily, is in QuantFeatures/hyperliquid-features. The last 7 days of 10-minute intervals, updated as each interval ends, are in QuantFeatures/hyperliquid-live-features.
Binance, OKX and Bybit: continuous history needs a tick-data license; if you license Tardis data, we compute these features from it at intervals from 30 seconds to 1 hour.

Contact

Full history, other intervals or instruments, and commercial licensing: QuantFeatures@gmail.com

Downloads last month: 6,881

Total file size:

247 MB