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Datasets:
QuantFeatures
/
crypto-hourly-features-monthly

Tasks:
Time Series Forecasting
Modalities:
Tabular
Text
Formats:
parquet
Languages:
English
Size:
100K - 1M
Tags:
finance
crypto
cryptocurrency
market-microstructure
time-series
features
Libraries:
Datasets
pandas
Polars
License:
Dataset card Data Studio Files
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crypto-hourly-features-monthly / README.md
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metadata 
pretty_name: QuantFeatures Crypto Hourly Features, Monthly Showcase (Sample)
license: other
license_name: quantfeatures-sample-evaluation
license_link: LICENSE.md
language:
  - en
tags:
  - finance
  - crypto
  - cryptocurrency
  - market-microstructure
  - time-series
  - features
  - binance
  - okx
  - bybit
  - hyperliquid
task_categories:
  - time-series-forecasting
size_categories:
  - 100K<n<1M
configs:
  - config_name: TradeFlow
    default: true
    data_files:
      - split: perp
        path: data/TradeFlow/perp.parquet
      - split: spot
        path: data/TradeFlow/spot.parquet
  - config_name: TradeTick
    data_files:
      - split: perp
        path: data/TradeTick/perp.parquet
      - split: spot
        path: data/TradeTick/spot.parquet
  - config_name: TradeCovar
    data_files:
      - split: perp
        path: data/TradeCovar/perp.parquet
      - split: spot
        path: data/TradeCovar/spot.parquet
  - config_name: TradeCovarPlus
    data_files:
      - split: perp
        path: data/TradeCovarPlus/perp.parquet
      - split: spot
        path: data/TradeCovarPlus/spot.parquet
  - config_name: TradeStats
    data_files:
      - split: perp
        path: data/TradeStats/perp.parquet
      - split: spot
        path: data/TradeStats/spot.parquet
  - config_name: TradeGroup
    data_files:
      - split: perp
        path: data/TradeGroup/perp.parquet
      - split: spot
        path: data/TradeGroup/spot.parquet
  - config_name: TradeGroupPlus
    data_files:
      - split: perp
        path: data/TradeGroupPlus/perp.parquet
      - split: spot
        path: data/TradeGroupPlus/spot.parquet
  - config_name: TradeLarge
    data_files:
      - split: perp
        path: data/TradeLarge/perp.parquet
      - split: spot
        path: data/TradeLarge/spot.parquet
  - config_name: TradeGradient
    data_files:
      - split: perp
        path: data/TradeGradient/perp.parquet
      - split: spot
        path: data/TradeGradient/spot.parquet
  - config_name: TradeImpact
    data_files:
      - split: perp
        path: data/TradeImpact/perp.parquet
      - split: spot
        path: data/TradeImpact/spot.parquet
  - config_name: QuoteBasic
    data_files:
      - split: perp
        path: data/QuoteBasic/perp.parquet
      - split: spot
        path: data/QuoteBasic/spot.parquet
  - config_name: FundingRate
    data_files:
      - split: perp
        path: data/FundingRate/perp.parquet
  - config_name: LiqFlow
    data_files:
      - split: perp
        path: data/LiqFlow/perp.parquet
  - config_name: LiqStats
    data_files:
      - split: perp
        path: data/LiqStats/perp.parquet
  - config_name: OpenIntBasic
    data_files:
      - split: perp
        path: data/OpenIntBasic/perp.parquet
  - config_name: OpenIntPlus
    data_files:
      - split: perp
        path: data/OpenIntPlus/perp.parquet
  - config_name: OpenIntGradient
    data_files:
      - split: perp
        path: data/OpenIntGradient/perp.parquet
  - config_name: QuoteGradient
    data_files:
      - split: perp
        path: data/QuoteGradient/perp.parquet
      - split: spot
        path: data/QuoteGradient/spot.parquet
  - config_name: TradeRank
    data_files:
      - split: perp
        path: data/TradeRank/perp.parquet
      - split: spot
        path: data/TradeRank/spot.parquet
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extra_gated_prompt: >-
  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.
extra_gated_fields:
  Full name: text
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  Intended use:
    type: select
    options:
      - Evaluating data for research
      - Evaluating data for a commercial license
      - Academic research
      - label: Other
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  I agree to the QuantFeatures Sample Evaluation License and will not redistribute the data: checkbox
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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