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update download data docs

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docs/data-download.md
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@ -24,10 +24,10 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--days INT] [--new-pairs-days INT]
[--include-inactive-pairs]
[--timerange TIMERANGE] [--dl-trades]
[--exchange EXCHANGE]
[--convert] [--exchange EXCHANGE]
[-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--data-format-trades {json,jsongz,hdf5,feather}]
[--data-format-trades {json,jsongz,hdf5,feather,parquet}]
[--trading-mode {spot,margin,futures}]
[--prepend]
@ -48,6 +48,11 @@ options:
--dl-trades Download trades instead of OHLCV data. The bot will
resample trades to the desired timeframe as specified
as --timeframes/-t.
--convert Convert downloaded trades to OHLCV data. Only
applicable in combination with `--dl-trades`. Will be
automatic for exchanges which don't have historic
OHLCV (e.g. Kraken). If not provided, use `trades-to-
ohlcv` to convert trades data to OHLCV data.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
@ -57,7 +62,7 @@ options:
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--data-format-trades {json,jsongz,hdf5,feather}
--data-format-trades {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded trades data. (default:
`feather`).
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
@ -471,15 +476,20 @@ ETH/USDT 5m, 15m, 30m, 1h, 2h, 4h
## Trades (tick) data
By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
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 fileformat 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.
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, and resamples the data locally.
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. Most other exchanges provide OHLCV data with sufficient history.
!!! 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](exchanges.md#historic-kraken-data) before starting to download data.
Example call:
@ -490,12 +500,6 @@ freqtrade download-data --exchange kraken --pairs XRP/EUR ETH/EUR --days 20 --dl
!!! 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.
!!! Warning
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.
!!! Note "Kraken user"
Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
## Next step
Great, you now have backtest data downloaded, so you can now start [backtesting](backtesting.md) your strategy.
Great, you now have some data downloaded, so you can now start [backtesting](backtesting.md) your strategy.