Datasets/LEAN sample data

Crypto

Name: Crypto
Creator: LEAN sample data

Available

Bitcoin daily bars from Coinbase, plus a few days of minute bars from Coinbase, Binance and Bybit.

Crypto prices Daily Hour Minute Available now

Daily BTCUSD bars on Coinbase from December 2014 to August 2018. Short samples at finer resolutions: Coinbase minute bars for BTCUSD, BTCEUR and ETHUSD on a few days in 2016 to 2018, Binance BTCUSDT hourly bars in May 2018, and Binance BTCBUSD and Bybit BTCUSDT minute bars on 13 December 2022.

Original source ↗

How the data works

Pass the market when you add a pair: LEAN assumes Coinbase otherwise, and each sample exists on one market only.
Crypto trades every day, so daily bars run through weekends, and each one closes at midnight UTC.
Coinbase's BTCUSD daily bars cover December 2014 to August 2018. Finer samples last only a few days, so check the dates above before using them.
For longer history, see the Binance Crypto and Bybit Crypto listings, which are test data for use before launch.

Fields

4 columns

Field	Description
time	When the bar began, in the market's time zone
end_time	When the bar closed: the moment it reaches your algorithm
open, high, low, close	Prices in the bar
volume	Amount of the base currency traded in the bar, for example bitcoin for BTCUSD

Example algorithm

Use in a new project

# region imports
from AlgorithmImports import *
# endregion


class BitcoinTrendAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2015, 6, 1)
        self.set_end_date(2018, 8, 1)
        self.set_cash(100000)
        self.btc = self.add_crypto("BTCUSD", Resolution.DAILY, Market.COINBASE).symbol
        self.trend = self.ema(self.btc, 50, Resolution.DAILY)
        self.set_warm_up(50, Resolution.DAILY)

    def on_data(self, slice):
        if self.is_warming_up or not self.securities[self.btc].has_data:
            return
        # Hold bitcoin while it trades above its 50-day average. 90%, to leave room for fees.
        if self.securities[self.btc].price > self.trend.current.value:
            self.set_holdings(self.btc, 0.9)
        else:
            self.liquidate(self.btc)