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<h1 id="data-downloading">Data Downloading<a class="headerlink" href="#data-downloading" title="Permanent link">&para;</a></h1>
<h2 id="getting-data-for-backtesting-and-hyperopt">Getting data for backtesting and hyperopt<a class="headerlink" href="#getting-data-for-backtesting-and-hyperopt" title="Permanent link">&para;</a></h2>
<p>To download data (candles / OHLCV) needed for backtesting and hyperoptimization use the <code>freqtrade download-data</code> command.</p>
<p>If no additional parameter is specified, freqtrade will download data for <code>"1m"</code> and <code>"5m"</code> timeframes for the last 30 days.
Exchange and pairs will come from <code>config.json</code> (if specified using <code>-c/--config</code>).
Otherwise <code>--exchange</code> becomes mandatory.</p>
<div class="admonition tip">
<p class="admonition-title">Tip: Updating existing data</p>
<p>If you already have backtesting data available in your data-directory and would like to refresh this data up to today, use <code>--days xx</code> with a number slightly higher than the missing number of days. Freqtrade will keep the available data and only download the missing data.
Be carefull though: If the number is too small (which would result in a few missing days), the whole dataset will be removed and only xx days will be downloaded.</p>
</div>
<h3 id="usage">Usage<a class="headerlink" href="#usage" title="Permanent link">&para;</a></h3>
<div class="highlight"><pre><span></span><code>usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
[--pairs-file FILE] [--days INT] [--dl-trades] [--exchange EXCHANGE]
[-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]]
[--erase] [--data-format-ohlcv {json,jsongz}] [--data-format-trades {json,jsongz}]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Show profits for only these pairs. Pairs are space-separated.
--pairs-file FILE File containing a list of pairs to download.
--days INT Download data for given number of days.
--dl-trades Download trades instead of OHLCV data. The bot will resample trades to the desired timeframe as specified as
--timeframes/-t.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no config is provided.
-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]
Specify which tickers to download. Space-separated list. Default: `1m 5m`.
--erase Clean all existing data for the selected exchange/pairs/timeframes.
--data-format-ohlcv {json,jsongz}
Storage format for downloaded candle (OHLCV) data. (default: `json`).
--data-format-trades {json,jsongz}
Storage format for downloaded trades data. (default: `jsongz`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are: &#39;syslog&#39;, &#39;journald&#39;. See the documentation for more details.
-V, --version show program&#39;s version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
</code></pre></div>
<h3 id="data-format">Data format<a class="headerlink" href="#data-format" title="Permanent link">&para;</a></h3>
<p>Freqtrade currently supports 2 dataformats, <code>json</code> (plain "text" json files) and <code>jsongz</code> (a gzipped version of json files).
By default, OHLCV data is stored as <code>json</code> data, while trades data is stored as <code>jsongz</code> data.</p>
<p>This can be changed via the <code>--data-format-ohlcv</code> and <code>--data-format-trades</code> parameters respectivly.</p>
<p>If the default dataformat has been changed during download, then the keys <code>dataformat_ohlcv</code> and <code>dataformat_trades</code> in the configuration file need to be adjusted to the selected dataformat as well.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>You can convert between data-formats using the <a href="#subcommand-convert-data">convert-data</a> and <a href="#subcommand-convert-trade-data">convert-trade-data</a> methods.</p>
</div>
<h4 id="subcommand-convert-data">Subcommand convert data<a class="headerlink" href="#subcommand-convert-data" title="Permanent link">&para;</a></h4>
<div class="highlight"><pre><span></span><code>usage: freqtrade convert-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]] --format-from
{json,jsongz} --format-to {json,jsongz}
[--erase]
[-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Show profits for only these pairs. Pairs are space-
separated.
--format-from {json,jsongz}
Source format for data conversion.
--format-to {json,jsongz}
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
&#39;syslog&#39;, &#39;journald&#39;. See the documentation for more
details.
-V, --version show program&#39;s version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
</code></pre></div>
<h5 id="example-converting-data">Example converting data<a class="headerlink" href="#example-converting-data" title="Permanent link">&para;</a></h5>
<p>The following command will convert all candle (OHLCV) data available in <code>~/.freqtrade/data/binance</code> from json to jsongz, saving diskspace in the process.
It'll also remove original json data files (<code>--erase</code> parameter).</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>convert-data<span class="w"> </span>--format-from<span class="w"> </span>json<span class="w"> </span>--format-to<span class="w"> </span>jsongz<span class="w"> </span>--datadir<span class="w"> </span>~/.freqtrade/data/binance<span class="w"> </span>-t<span class="w"> </span>5m<span class="w"> </span>15m<span class="w"> </span>--erase
</code></pre></div>
<h4 id="subcommand-convert-trade-data">Subcommand convert-trade data<a class="headerlink" href="#subcommand-convert-trade-data" title="Permanent link">&para;</a></h4>
<div class="highlight"><pre><span></span><code>usage: freqtrade convert-trade-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]] --format-from
{json,jsongz} --format-to {json,jsongz}
[--erase]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Show profits for only these pairs. Pairs are space-
separated.
--format-from {json,jsongz}
Source format for data conversion.
--format-to {json,jsongz}
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
&#39;syslog&#39;, &#39;journald&#39;. See the documentation for more
details.
-V, --version show program&#39;s version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
</code></pre></div>
<h5 id="example-converting-trades">Example converting trades<a class="headerlink" href="#example-converting-trades" title="Permanent link">&para;</a></h5>
<p>The following command will convert all available trade-data in <code>~/.freqtrade/data/kraken</code> from jsongz to json.
It'll also remove original jsongz data files (<code>--erase</code> parameter).</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>convert-trade-data<span class="w"> </span>--format-from<span class="w"> </span>jsongz<span class="w"> </span>--format-to<span class="w"> </span>json<span class="w"> </span>--datadir<span class="w"> </span>~/.freqtrade/data/kraken<span class="w"> </span>--erase
</code></pre></div>
<h3 id="pairs-file">Pairs file<a class="headerlink" href="#pairs-file" title="Permanent link">&para;</a></h3>
<p>In alternative to the whitelist from <code>config.json</code>, a <code>pairs.json</code> file can be used.</p>
<p>If you are using Binance for example:</p>
<ul>
<li>create a directory <code>user_data/data/binance</code> and copy or create the <code>pairs.json</code> file in that directory.</li>
<li>update the <code>pairs.json</code> file to contain the currency pairs you are interested in.</li>
</ul>
<div class="highlight"><pre><span></span><code>mkdir<span class="w"> </span>-p<span class="w"> </span>user_data/data/binance
cp<span class="w"> </span>freqtrade/tests/testdata/pairs.json<span class="w"> </span>user_data/data/binance
</code></pre></div>
<p>The format of the <code>pairs.json</code> file is a simple json list.
Mixing different stake-currencies is allowed for this file, since it's only used for downloading.</p>
<div class="highlight"><pre><span></span><code><span class="p">[</span>
<span class="w"> </span><span class="s2">&quot;ETH/BTC&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="s2">&quot;ETH/USDT&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="s2">&quot;BTC/USDT&quot;</span><span class="p">,</span>
<span class="w"> </span><span class="s2">&quot;XRP/ETH&quot;</span>
<span class="p">]</span>
</code></pre></div>
<h3 id="start-download">Start download<a class="headerlink" href="#start-download" title="Permanent link">&para;</a></h3>
<p>Then run:</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>download-data<span class="w"> </span>--exchange<span class="w"> </span>binance
</code></pre></div>
<p>This will download historical candle (OHLCV) data for all the currency pairs you defined in <code>pairs.json</code>.</p>
<h3 id="other-notes">Other Notes<a class="headerlink" href="#other-notes" title="Permanent link">&para;</a></h3>
<ul>
<li>To use a different directory than the exchange specific default, use <code>--datadir user_data/data/some_directory</code>.</li>
<li>To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust ratelimits etc.)</li>
<li>To use <code>pairs.json</code> from some other directory, use <code>--pairs-file some_other_dir/pairs.json</code>.</li>
<li>To download historical candle (OHLCV) data for only 10 days, use <code>--days 10</code> (defaults to 30 days).</li>
<li>Use <code>--timeframes</code> to specify what timeframe download the historical candle (OHLCV) data for. Default is <code>--timeframes 1m 5m</code> which will download 1-minute and 5-minute data.</li>
<li>To use exchange, timeframe and list of pairs as defined in your configuration file, use the <code>-c/--config</code> option. 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 <code>-c/--config</code> with most other options.</li>
</ul>
<h3 id="trades-tick-data">Trades (tick) data<a class="headerlink" href="#trades-tick-data" title="Permanent link">&para;</a></h3>
<p>By default, <code>download-data</code> subcommand downloads Candles (OHLCV) data. Some 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.</p>
<p>Since this data is large by default, the files use gzip by default. They are stored in your data-directory with the naming convention of <code>&lt;pair&gt;-trades.json.gz</code> (<code>ETH_BTC-trades.json.gz</code>). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with <code>--days 8</code> will create an incremental data-repository.</p>
<p>To use this mode, simply add <code>--dl-trades</code> to your call. This will swap the download method to download trades, and resamples the data locally.</p>
<p>Example call:</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>download-data<span class="w"> </span>--exchange<span class="w"> </span>binance<span class="w"> </span>--pairs<span class="w"> </span>XRP/ETH<span class="w"> </span>ETH/BTC<span class="w"> </span>--days<span class="w"> </span><span class="m">20</span><span class="w"> </span>--dl-trades
</code></pre></div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>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.</p>
</div>
<div class="admonition warning">
<p class="admonition-title">Warning</p>
<p>The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading.</p>
</div>
<div class="admonition note">
<p class="admonition-title">Kraken user</p>
<p>Kraken users should read <a href="../exchanges/#historic-kraken-data">this</a> before starting to download data.</p>
</div>
<h2 id="next-step">Next step<a class="headerlink" href="#next-step" title="Permanent link">&para;</a></h2>
<p>Great, you now have backtest data downloaded, so you can now start <a href="../backtesting/">backtesting</a> your strategy.</p>
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