This repository hosts historical trading dataset from BitMEX. See releases for the data.
All data are retrieved from bucketed trades api from BitMEX, stored in sqlite3 database on a daily basis.
One can query the trade entries from table trades.
Each entry is a tuple of (timestamp, side, price, amount).
The entries in the released dataset are aggregated -- entries with the same (timestamp, side, price) are merged with amount summed together.
To download trade data for one own, try:
node download.js --start <start time> --duration <duration in seconds> <symbol>
e.g.
node download.js --start 2020-01-01 --duration 3600 ETHUSD