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README.md
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High-fidelity, deduplicated 1-minute OHLCV market bars across Cryptocurrency, Global Equities, and Real-Time Indexes.
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Remember, miniminum current definition is 1 minute (1m)
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Anything, just send me a message or pull req.
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## Structure
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```
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1m/
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├── crypto/
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│ ├── BTC.parquet
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│ ├── ETH.parquet
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│ └── ...
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├── equities/
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│ ├── AAPL.parquet
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│ ├── NVDA.parquet
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│ └── ...
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└── indexes/
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├── ITOKENIZEDEQUITIESANDWRAPPEDASSETS.parquet
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└── ...
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```
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High-fidelity, deduplicated 1-minute OHLCV market bars across Cryptocurrency, Global Equities, and Real-Time Indexes.
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**Notes**:
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— Consider **1m/** as the source of truth.
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— The other timeframes, are pre-cached and pre-sampled from 1m/ candlestick data (ohlcv) for 15m, 1h, ... etc.
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— Giving faster re-sampling from 6 hours to 24 hours, for example.
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—From there Weekly, Montly, etc is even faster.
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— Load .parquets into DB like DuckDB and just query on demand or calculate the timeframes you want.
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— Remember, miniminum current definition is 1 minute (1m)
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Anything, just send me a message or pull req. :)
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## Structure
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```
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1m/
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├── crypto/
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│ ├── BTC.parquet <--- BITCOIN ALL DATA MERGED in 1m candles
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│ ├── ETH.parquet
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│ └── ...
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├── equities/
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│ ├── AAPL.parquet <--- APPLE ALL DATA MERGED in 1m candles
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│ ├── NVDA.parquet
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│ └── ...
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└── indexes/
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├── ITOKENIZEDEQUITIESANDWRAPPEDASSETS.parquet <--- indexes, ALL DATA MERGED in 1m candles (like QQQ etc, short levds, etc)
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└── ...
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```
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