To download data (candles / OHLCV) needed for backtesting and hyperoptimization use the freqtrade download-data command.
If no additional parameter is specified, freqtrade will download data for "1m" and "5m" timeframes for the last 30 days.
Exchange and pairs will come from config.json (if specified using -c/--config).
Without provided configuration, --exchange becomes mandatory.
You can use a relative timerange (--days 20) or an absolute starting point (--timerange 20200101-). For incremental downloads, the relative approach should be used.
!!! Tip "Tip: Updating existing data"
If you already have backtesting data available in your data-directory and would like to refresh this data up to today, freqtrade will automatically calculate the missing timerange for the existing pairs and the download will occur from the latest available point until "now", neither --days or --timerange parameters are required. Freqtrade will keep the available data and only download the missing data.
If you are updating existing data after inserting new pairs that you have no data for, use the --new-pairs-days xx parameter. Specified number of days will be downloaded for new pairs while old pairs will be updated with missing data only.
--8<-- "commands/download-data.md"
!!! Tip "Downloading all data for one quote currency"
Often, you'll want to download data for all pairs of a specific quote-currency. In such cases, you can use the following shorthand:
freqtrade download-data --exchange binance --pairs ".*/USDT" <...>. The provided "pairs" string will be expanded to contain all active pairs on the exchange.
To also download data for inactive (delisted) pairs, add --include-inactive-pairs to the command.
!!! Note "Startup period"
download-data is a strategy-independent command. The idea is to download a big chunk of data once, and then iteratively increase the amount of data stored.
For that reason, `download-data` does not care about the "startup-period" defined in a strategy. It's up to the user to download additional days if the backtest should start at a specific point in time (while respecting startup period).
A very simple command (assuming an available config.json file) can look as follows.
freqtrade download-data --exchange binanceThis will download historical candle (OHLCV) data for all the currency pairs defined in the configuration.
Alternatively, specify the pairs directly
freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDTor as regex (in this case, to download all active USDT pairs)
freqtrade download-data --exchange binance --pairs ".*/USDT"- To use a different directory than the exchange specific default, use
--datadir user_data/data/some_directory. - To change the exchange used to download the historical data from, either use
--exchange <exchange>- or specify a different configuration file. - To use
pairs.jsonfrom some other directory, use--pairs-file some_other_dir/pairs.json. - To download historical candle (OHLCV) data for only 10 days, use
--days 10(defaults to 30 days). - To download historical candle (OHLCV) data from a fixed starting point, use
--timerange 20200101-- which will download all data from January 1st, 2020. - Given starting points are ignored if data is already available, downloading only missing data up to today.
- Use
--timeframesto specify what timeframe download the historical candle (OHLCV) data for. Default is--timeframes 1m 5mwhich will download 1-minute and 5-minute data. - To use exchange, timeframe and list of pairs as defined in your configuration file, use the
-c/--configoption. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine-c/--configwith most other options.
??? Note "Permission denied errors"
If your configuration directory user_data was made by docker, you may get the following error:
```
cp: cannot create regular file 'user_data/data/binance/pairs.json': Permission denied
```
You can fix the permissions of your user-data directory as follows:
```
sudo chown -R $UID:$GID user_data
```
Assuming you downloaded all data from 2022 (--timerange 20220101-) - but you'd now like to also backtest with earlier data.
You can do so by using the --prepend flag, combined with --timerange - specifying an end-date.
freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDT --prepend --timerange 20210101-20220101!!! Note Freqtrade will ignore the end-date in this mode if data is available, updating the end-date to the existing data start point.
Freqtrade currently supports the following data-formats:
feather- a dataformat based on Apache Arrowjson- plain "text" json filesjsongz- a gzip-zipped version of json filesparquet- columnar datastore (OHLCV only)
By default, both OHLCV data and trades data are stored in the feather format.
This can be changed via the --data-format-ohlcv and --data-format-trades command line arguments respectively.
To persist this change, you should also add the following snippet to your configuration, so you don't have to insert the above arguments each time:
// ...
"dataformat_ohlcv": "feather",
"dataformat_trades": "feather",
// ...If the default data-format has been changed during download, then the keys dataformat_ohlcv and dataformat_trades in the configuration file need to be adjusted to the selected dataformat as well.
!!! Note You can convert between data-formats using the convert-data and convert-trade-data methods.
The following comparisons have been made with the following data, and by using the linux time command.
Found 6 pair / timeframe combinations.
+----------+-------------+--------+---------------------+---------------------+
| Pair | Timeframe | Type | From | To |
|----------+-------------+--------+---------------------+---------------------|
| BTC/USDT | 5m | spot | 2017-08-17 04:00:00 | 2022-09-13 19:25:00 |
| ETH/USDT | 1m | spot | 2017-08-17 04:00:00 | 2022-09-13 19:26:00 |
| BTC/USDT | 1m | spot | 2017-08-17 04:00:00 | 2022-09-13 19:30:00 |
| XRP/USDT | 5m | spot | 2018-05-04 08:10:00 | 2022-09-13 19:15:00 |
| XRP/USDT | 1m | spot | 2018-05-04 08:11:00 | 2022-09-13 19:22:00 |
| ETH/USDT | 5m | spot | 2017-08-17 04:00:00 | 2022-09-13 19:20:00 |
+----------+-------------+--------+---------------------+---------------------+
Timings have been taken in a not very scientific way with the following command, which forces reading the data into memory.
time freqtrade list-data --show-timerange --data-format-ohlcv <dataformat>| Format | Size | timing |
|---|---|---|
feather |
72Mb | 3.5s |
json |
149Mb | 25.6s |
jsongz |
39Mb | 27s |
parquet |
83Mb | 3.8s |
Size has been taken from the BTC/USDT 1m spot combination for the timerange specified above.
To have a best performance/size mix, we recommend using the default feather format, or parquet.
In alternative to the whitelist from config.json, a pairs.json file can be used.
If you are using Binance for example:
- create a directory
user_data/data/binanceand copy or create thepairs.jsonfile in that directory. - update the
pairs.jsonfile to contain the currency pairs you are interested in.
mkdir -p user_data/data/binance
touch user_data/data/binance/pairs.jsonThe format of the pairs.json file is a simple json list.
Mixing different stake-currencies is allowed for this file, since it's only used for downloading.
[
"ETH/BTC",
"ETH/USDT",
"BTC/USDT",
"XRP/ETH"
]!!! Note
The pairs.json file is only used when no configuration is loaded (implicitly by naming, or via --config flag).
You can force the usage of this file via --pairs-file pairs.json - however we recommend to use the pairlist from within the configuration, either via exchange.pair_whitelist or pairs setting in the configuration.
--8<-- "commands/convert-data.md"
The following command will convert all candle (OHLCV) data available in ~/.freqtrade/data/binance from json to jsongz, saving diskspace in the process.
It'll also remove original json data files (--erase parameter).
freqtrade convert-data --format-from json --format-to jsongz --datadir ~/.freqtrade/data/binance -t 5m 15m --erase--8<-- "commands/convert-trade-data.md"
The following command will convert all available trade-data in ~/.freqtrade/data/kraken from jsongz to json.
It'll also remove original jsongz data files (--erase parameter).
freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --eraseWhen you need to use --dl-trades (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
This command will allow you to repeat this last step for additional timeframes without re-downloading the data.
--8<-- "commands/trades-to-ohlcv.md"
freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EURYou can get a list of downloaded data using the list-data sub-command.
--8<-- "commands/list-data.md"
> freqtrade list-data --userdir ~/.freqtrade/user_data/
Found 33 pair / timeframe combinations.
┏━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━┓
┃ Pair ┃ Timeframe ┃ Type ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━┩
│ ADA/BTC │ 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
│ ADA/ETH │ 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
│ ETH/BTC │ 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
│ ETH/USDT │ 5m, 15m, 30m, 1h, 2h, 4h │ spot │
└───────────────┴───────────────────────────────────────────┴──────┘
Show all trades data including from/to timerange
> freqtrade list-data --show --trades
Found trades data for 1 pair.
┏━━━━━━━━━┳━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┓
┃ Pair ┃ Type ┃ From ┃ To ┃ Trades ┃
┡━━━━━━━━━╇━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━┩
│ XRP/ETH │ spot │ 2019-10-11 00:00:11 │ 2019-10-13 11:19:28 │ 12477 │
└─────────┴──────┴─────────────────────┴─────────────────────┴────────┘
By default, download-data sub-command downloads Candles (OHLCV) data. Most exchanges also provide historic trade-data via their API.
This data can be useful if you need many different timeframes, since it is only downloaded once, and then resampled locally to the desired timeframes.
Since this data is large by default, the files use the feather file format by default. They are stored in your data-directory with the naming convention of <pair>-trades.feather (ETH_BTC-trades.feather). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with --days 8 will create an incremental data-repository.
To use this mode, simply add --dl-trades to your call. This will swap the download method to download trades.
If --convert is also provided, the resample step will happen automatically and overwrite eventually existing OHLCV data for the given pair/timeframe combinations.
!!! Warning "Do not use"
You should not use this unless you're a kraken user (Kraken does not provide historic OHLCV data).
Most other exchanges provide OHLCV data with sufficient history, so downloading multiple timeframes through that method will still proof to be a lot faster than downloading trades data.
!!! Note "Kraken user" Kraken users should read this before starting to download data.
Example call:
freqtrade download-data --exchange kraken --pairs XRP/EUR ETH/EUR --days 20 --dl-trades!!! Note While this method uses async calls, it will be slow, since it requires the result of the previous call to generate the next request to the exchange.
Great, you now have some data downloaded, so you can now start backtesting your strategy.