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DOCUMENTATION / Datasets & coverage
OPBT SDK · 09

Datasets & coverage

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Datasets & coverage

Data types#

TypeFrequencyNotes
bars1m baseaggregated to 5m/15m/1h/4h/1d; missing bars are never forward-filled
fundingvenue-nativesettled rates + interval_hours; predicted observations never drive cashflows
oi~5minoi / price
liqticksince 2025-04-18, 5 venues
snapshothourlynullable quote / OI / 24h volume / monitoring funding fields; archived by taskTimeStamp
ticker1mnullable last/index/mark, raw OI and observed funding; indexed by source receive time
trade_flowclosed 1mtotal and taker-side base/quote volume plus trade count; mapped sources only

Snapshots#

Each run records the dataset range and version used alongside its frozen project version. The Data catalog covers bars, funding, OI, hourly snapshots, minute tickers and completed-minute trade flow. Coverage varies by instrument and time, so check the requested window before running. A short test that never reaches a data call does not prove that data is available.

Availability & exclusions#

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