Time Series Archive

A set of time series for various asset classes such as crypto, forex or commodities.

This project is also a Node.js module: it can be used to read and parse the time series through Node.js. If you are interested only in the time series, or if you want to use another language (for example Python), then just download the series directory.

Structure

Time series are stored in the series directory, follows the archive structure.

series
    {symbol}
        ticks
            {year}
                {month}.csv
        periods
            {year}
                {timeframe}.csv

The ticks directory contains the symbol ticks. The periods directory contains the symbol candlesticks/bars.

Format

All ticks and periods are ordered from oldest to newest and stored in CSV files.

Ticks

The ticks format.

DATE, BID, ASK

Periods

The periods format.

DATE, OPEN, HIGH, LOW, CLOSE, VOLUME

Installation

The easiest way to install the Time Series Archive is using the following command in your project directory.

npm install @reiryoku/time-series-archive