Gate.io Quantitative Trading Center has recently been upgraded. Now it offers Spot Grid Trading, Future Grids, MACD, MACF-RSI, Double Moving Average, and Dual Average-RSI. Users can quickly create, backtest, and host with one click. In order to facilitate users to create quantitative strategies and provide detailed back-test data to the quantitative team, Gate.io has now made historical data download for all currencies and trading pairs available. The types of historical data currently supported for download are shown in the table below. Users can click the link below to view the "Historical Data Deion Document" and go to Gate.io to download the relevant data. Historical Data Deion Document: https://www.gate.io/cn/help/question/other/21201 The types of historical data currently supported for download Historical Data Deion Document： Gate.io history deals data download. Address and URL https://download.gatedata.org/${biz}/${type}/${year}${month}/${market}-${year}${month}.csv.gz where biz can be spot, futures_btc or futures_usdt, type can be deals, orderbooks, candlesticks_(for spot), or trades, orderbooks, candlesticks_, mark_prices, funding_updates, funding_applies(for futures). Example: -O https://download.gatedata.org/spot/deals/201801/ADA_BTC-201801.csv.gz -O https://download.gatedta.org/futures_usdt/mark_prices/201801/BTC_USDT-201801.csv.gz Data format Data is in CSV format. SPOT deals timestamp, dealid, price, amount, side where amount is in stock, and side is 1:sell and 2:buy. Example: 1577830575.771538, 215782675, 0.032900, 500.000000, 1 1577824963.972980, 215777858, 0.033000, 79.642000, 1 1577824851.057307, 215777760, 0.032900, 439.000000, 2 1577824715.650117, 215777638, 0.032800, 164.646151, 2 SPOT orderbooks One log file per hour. Each log file begins with full depth snapshot (action=set). The following updates are merged in 100ms (action=take/make). timestamp, side, action, price, amount, begin-id, merged=count where side is 1:sell and 2:buy; amount is in stock; action is set, take, make. Example: 1626163200, 2, set,10000,0.0865400000000000,3922620466,0 1626163200, 2, set,20000,0.9606000000000000,3922620466,0 1626163200.2, 2, take,33173.2500000000,0.0017000000,3922620467,1 1626163200.3, 2, take,33115.6700000000,0.0010000000,3922620468,1 1626163200.3, 1, make,33185.9000000000,0.0019000000,3922620469,1 SPOT candlesticks timestamp, volumn, close, high, low, open Examples: 1626224400,39.927263186699996,32372.13,32490.9,32265.76,32425.09 1626220800,38.96733785019998,32423.23,32806.43,32358.63,32733.89 1626217200,19.5730714536,32726.23,32749.01,32530.04,32580.61 1626213600,22.6222964958,32580.59,32628.6,32436.25,32586.03 1626210000,20.884451706399993,32585.76,32638.57,32409.4,32511.86 FUTURES trades timestamp, dealid, price, size where size is in Count, and positive for long and negative for short, which is same with order size. Example: 1577836738.742477, 5427, 41.310000, 2 1577836676.677672, 5426, 41.310000, 2 1577836559.596270, 5425, 41.330000, 1 1577836472.507152, 5424, 41.220000, -1 FUTURES orderbooks One log file per hour. Each log file begins with full depth snapshot (action=set). The following updates are merged in 100ms (action=take/make). timestamp, action, price, size, begin-id, merged=count where action is set, take, make. Example: 1626166800,set,2656.1,2000,6440357732,0 1626166800,set,3500.0,1000,6440357732,0 1626166800.1,take,33252.6,-8,6440357733,1 1626166800.1,take,33202.3,8120,6440357734,1 1626166800.1,take,33215.4,-3608,6440357735,1 FUTURES candlesticks timestamp, size, close, high, low, open Examples: 1626224400,399272,32372.13,32490.9,32265.76,32425.09 1626220800,389671,32423.23,32806.43,32358.63,32733.89 1626217200,195723,32726.23,32749.01,32530.04,32580.61 1626213600,226222,32580.59,32628.6,32436.25,32586.03 1626210000,208844,32585.76,32638.57,32409.4,32511.86 FUTURES mark_prices timestamp, index_price, mark_price, last_price Example: 1625097565.537,35041.68,35041.67,35020.7 1625097566.551,35037.62,35037.61,35020.7 1625097576.675,35034.86,35034.85,35020.7 1625097586.805,35035.12,35035.11,35020.7 FUTURES funding_updates timestamp, funding_rate,interest_rate,bid_diff,ask_diff,mark_price,index_price,update_count where funding_rate is the indicative funding rate for next period, bid_diff and ask_diff are the current impact price diffs under contract.funding_impact_value, update_count is the update count in current period. Example: 1625097360,0.0001,0.0003,0,36.99,35036.29,35036.32,476 1625097420,0.0001,0.0003,0,35.4,35044.5,35044.52,477 1625097480,0.0001,0.0003,0,33.07,35053.87,35053.89,478 1625097540,0.0001,0.0003,0,42.32,35063.12,35063.13,479 FUTURES funding_applies timestamp, funding_rate Example: 1622505600,-0.000315 1622534400,0.0001 1622563200,0.0001 1622592000,0.0001 Gate.io is a Cryptocurrency Trading Platform Since 2013 Top ranking, Trustworthy, Transparent Sign up to enter the crypto gateway and get 40% commission from referrals Download iOS/Android App right now. Follow us on social Twitter: https://twitter.com/gate_io Telegram：https://t.me/gateio Instagram：https://www.instagram.com/gateioglobal Medium：https://medium.com/@gateio Gate.io Team July 26, 2021