Quote from: SquirrelJulietGarden on Today at 12:33:25 AM

Quote from: HappyProgrammer on June 17, 2021, 05:48:41 PM

Recently, I retrieved order book data for 674 trading pairs. Each pair has been monitored for 11 days, and the data consists of the best bid and ask price within each minute (with some minutes missing).

674 trading pairs is huge but how many exchange on which you retrieved those data?

What are best best bid and ask price within 1 minute? With one minute, thing can only be done by trading bot if you discover any tutorial to get profit from your data processing. Normal traders will not be able to use it and get profit.

Haha, unless you can click very fast Tongue

The data was retrieved from Binance. What I mean with best bid / ask price within 1 minute is that for every minute, the best bid / ask price of the order book is taken. For instance, suppose we start at 12:00, we have the following data for a specific pair:

Time bid ask
12:00 0.99 1.01
12:01 0.98 1.03
...

Of course, the timing is not exact like this (data was obtained using milliseconds), but this is the general idea.

HappyProgrammer

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