Building a Crypto Data Pipeline in Python: From Raw to Parquet
Building your own crypto data pipeline helps you evaluate dataset quality, debug problems, and extend to new assets. This article covers the core stages from raw compressed files to a…
Building your own crypto data pipeline helps you evaluate dataset quality, debug problems, and extend to new assets. This article covers the core stages from raw compressed files to a…
Solana emerged as one of the most actively traded crypto assets from 2021 onward. For algo traders building strategies on SOL, understanding the historical data quality is particularly important —…
vectorbt is built on NumPy and Numba — it can run thousands of parameter combinations in the time other frameworks take for one. But its speed advantage only matters if…
Order flow trading is based on a simple premise: the imbalance between aggressive buying and selling predicts short-term price direction. It requires tick data — OHLCV candles do not contain…
Most algo traders think in candles. Market microstructure researchers think in individual trades, quotes, and order events. The gap between these two perspectives is where most profitable strategies live. The…
Fetching Historical Trades with CCXT: Limits and Alternatives Published 2026-08-20 · ccxtpythonhistorical-data CCXT is the standard Python library for connecting to crypto exchange APIs. When it comes to historical tick data,…
How to Backtest a Crypto Trading Bot in Python Published 2026-08-19 · backtestingpythonbot Backtesting is not optional — it is the only way to evaluate a strategy before putting real capital…
Short answer: freqtrade reads historical candles from files in user_data/data/<exchange>/, one file per pair and timeframe, in the format set by dataformat_ohlcv. To use external data, convert it to freqtrade’s…
The question comes up constantly: should I use tick data or OHLCV candles? Most strategies do not need tick data. But some absolutely do — and using candles instead produces…
Short answer: OHLCV data is a time series in which each row (a candle) records the Open, High, Low and Close price and the traded Volume for one fixed interval,…