| --- |
| 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 |
| extra_gated_heading: Request access to the QuantFeatures sample |
| 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 |
| Company or institution: text |
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| Intended use: |
| type: select |
| options: |
| - Evaluating data for research |
| - Evaluating data for a commercial license |
| - Academic research |
| - label: Other |
| value: other |
| I agree to the QuantFeatures Sample Evaluation License and will not redistribute the data: checkbox |
| extra_gated_button_content: Agree and request access |
| --- |
| |
| # 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 |
|
|
| ```python |
| 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: |
|
|
| ```python |
| 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](https://github.com/QuantFeatures/FeatureCatalog/tree/main/docs/modules). |
|
|
| ## 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](https://github.com/QuantFeatures/FeatureCatalog/blob/main/docs/DATA_SPECIFICATION.md) |
| and [Coverage](https://github.com/QuantFeatures/FeatureCatalog/blob/main/docs/COVERAGE.md) 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](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](https://huggingface.co/datasets/QuantFeatures/hyperliquid-features). The last 7 days of 10-minute intervals, updated as each interval ends, are in [QuantFeatures/hyperliquid-live-features](https://huggingface.co/datasets/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](mailto:QuantFeatures@gmail.com) |
|
|
