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Home
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Quickstart with Docker
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Installation
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Freqtrade Basics
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Configuration
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Strategy Quickstart
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Strategy Customization
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Strategy Callbacks
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Stoploss
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Control the bot
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freqUI
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REST API
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Web Hook
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Data Downloading
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Data Downloading
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Getting data for backtesting and hyperopt
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Usage
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Start download
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Sub-command convert trade data
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Sub-command trades to ohlcv
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Sub-command convert trade data
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Sub-command trades to ohlcv
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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>).
Without provided configuration, <code>--exchange</code> becomes mandatory.</p>
<p>You can use a relative timerange (<code>--days 20</code>) or an absolute starting point (<code>--timerange 20200101-</code>). For incremental downloads, the relative approach should be used.</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, freqtrade will automatically calculate the missing timerange for the existing pairs and the download will occur from the latest available point until "now", neither <code>--days</code> or <code>--timerange</code> parameters are required. Freqtrade will keep the available data and only download the missing data.<br />
If you are updating existing data after inserting new pairs that you have no data for, use the <code>--new-pairs-days xx</code> parameter. Specified number of days will be downloaded for new pairs while old pairs will be updated with missing data only. </p>
</div>
<h3 id="usage">Usage<a class="headerlink" href="#usage" title="Permanent link">&para;</a></h3>
<div class="highlight"><pre><span></span><code><span class="go">usage: freqtrade download-data [-h] [-v] [--no-color] [--logfile FILE] [-V]</span>
<span class="go"> [-c PATH] [-d PATH] [--userdir PATH]</span>
<span class="go"> [-p PAIRS [PAIRS ...]] [--pairs-file FILE]</span>
<span class="go"> [--days INT] [--new-pairs-days INT]</span>
<span class="go"> [--include-inactive-pairs]</span>
<span class="go"> [--no-parallel-download]</span>
<span class="go"> [--timerange TIMERANGE] [--dl-trades]</span>
<span class="go"> [--convert] [--exchange EXCHANGE]</span>
<span class="go"> [-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]</span>
<span class="go"> [--data-format-ohlcv {json,jsongz,feather,parquet}]</span>
<span class="go"> [--data-format-trades {json,jsongz,feather,parquet}]</span>
<span class="go"> [--trading-mode {spot,margin,futures}]</span>
<span class="go"> [--prepend]</span>
<span class="go">options:</span>
<span class="go"> -h, --help show this help message and exit</span>
<span class="go"> -p, --pairs PAIRS [PAIRS ...]</span>
<span class="go"> Limit command to these pairs. Pairs are space-</span>
<span class="go"> separated.</span>
<span class="go"> --pairs-file FILE File containing a list of pairs. Takes precedence over</span>
<span class="go"> --pairs or pairs configured in the configuration.</span>
<span class="go"> --days INT Download data for given number of days.</span>
<span class="go"> --new-pairs-days INT Download data of new pairs for given number of days.</span>
<span class="go"> Default: `None`.</span>
<span class="go"> --include-inactive-pairs</span>
<span class="go"> Also download data from inactive pairs.</span>
<span class="go"> --no-parallel-download</span>
<span class="go"> Disable parallel startup download. Only use this if</span>
<span class="go"> you experience issues.</span>
<span class="go"> --timerange TIMERANGE</span>
<span class="go"> Specify what timerange of data to use.</span>
<span class="go"> --dl-trades Download trades instead of OHLCV data.</span>
<span class="go"> --convert Convert downloaded trades to OHLCV data. Only</span>
<span class="go"> applicable in combination with `--dl-trades`. Will be</span>
<span class="go"> automatic for exchanges which don&#39;t have historic</span>
<span class="go"> OHLCV (e.g. Kraken). If not provided, use `trades-to-</span>
<span class="go"> ohlcv` to convert trades data to OHLCV data.</span>
<span class="go"> --exchange EXCHANGE Exchange name. Only valid if no config is provided.</span>
<span class="go"> -t, --timeframes TIMEFRAMES [TIMEFRAMES ...]</span>
<span class="go"> Specify which tickers to download. Space-separated</span>
<span class="go"> list. Default: `1m 5m`.</span>
<span class="go"> --erase Clean all existing data for the selected</span>
<span class="go"> exchange/pairs/timeframes.</span>
<span class="go"> --data-format-ohlcv {json,jsongz,feather,parquet}</span>
<span class="go"> Storage format for downloaded candle (OHLCV) data.</span>
<span class="go"> (default: `feather`).</span>
<span class="go"> --data-format-trades {json,jsongz,feather,parquet}</span>
<span class="go"> Storage format for downloaded trades data. (default:</span>
<span class="go"> `feather`).</span>
<span class="go"> --trading-mode, --tradingmode {spot,margin,futures}</span>
<span class="go"> Select Trading mode</span>
<span class="go"> --prepend Allow data prepending. (Data-appending is disabled)</span>
<span class="go">Common arguments:</span>
<span class="go"> -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).</span>
<span class="go"> --no-color Disable colorization of hyperopt results. May be</span>
<span class="go"> useful if you are redirecting output to a file.</span>
<span class="go"> --logfile, --log-file FILE</span>
<span class="go"> Log to the file specified. Special values are:</span>
<span class="go"> &#39;syslog&#39;, &#39;journald&#39;. See the documentation for more</span>
<span class="go"> details.</span>
<span class="go"> -V, --version show program&#39;s version number and exit</span>
<span class="go"> -c, --config PATH Specify configuration file (default:</span>
<span class="go"> `userdir/config.json` or `config.json` whichever</span>
<span class="go"> exists). Multiple --config options may be used. Can be</span>
<span class="go"> set to `-` to read config from stdin.</span>
<span class="go"> -d, --datadir, --data-dir PATH</span>
<span class="go"> Path to the base directory of the exchange with</span>
<span class="go"> historical backtesting data. To see futures data, use</span>
<span class="go"> trading-mode additionally.</span>
<span class="go"> --userdir, --user-data-dir PATH</span>
<span class="go"> Path to userdata directory.</span>
</code></pre></div>
<div class="admonition tip">
<p class="admonition-title">Downloading all data for one quote currency</p>
<p>Often, you'll want to download data for all pairs of a specific quote-currency. In such cases, you can use the following shorthand:
<code>freqtrade download-data --exchange binance --pairs ".*/USDT" &lt;...&gt;</code>. The provided "pairs" string will be expanded to contain all active pairs on the exchange.
To also download data for inactive (delisted) pairs, add <code>--include-inactive-pairs</code> to the command.</p>
</div>
<div class="admonition note">
<p class="admonition-title">Startup period</p>
<p><code>download-data</code> is a strategy-independent command. The idea is to download a big chunk of data once, and then iteratively increase the amount of data stored.</p>
<p>For that reason, <code>download-data</code> does not care about the "startup-period" defined in a strategy. It's up to the user to download additional days if the backtest should start at a specific point in time (while respecting startup period).</p>
</div>
<h3 id="start-download">Start download<a class="headerlink" href="#start-download" title="Permanent link">&para;</a></h3>
<p>A very simple command (assuming an available <code>config.json</code> file) can look as follows.</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 defined in the configuration.</p>
<p>Alternatively, specify the pairs directly</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>ETH/USDT<span class="w"> </span>XRP/USDT<span class="w"> </span>BTC/USDT
</code></pre></div>
<p>or as regex (in this case, to download all active USDT pairs)</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><span class="s2">&quot;.*/USDT&quot;</span>
</code></pre></div>
<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, either use <code>--exchange &lt;exchange&gt;</code> - or specify a different configuration file.</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>To download historical candle (OHLCV) data from a fixed starting point, use <code>--timerange 20200101-</code> - which will download all data from January 1<sup>st</sup>, 2020.</li>
<li>Given starting points are ignored if data is already available, downloading only missing data up to today.</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>
<details class="note">
<summary>Permission denied errors</summary>
<p>If your configuration directory <code>user_data</code> was made by docker, you may get the following error:</p>
<div class="highlight"><pre><span></span><code>cp: cannot create regular file &#39;user_data/data/binance/pairs.json&#39;: Permission denied
</code></pre></div>
<p>You can fix the permissions of your user-data directory as follows:</p>
<div class="highlight"><pre><span></span><code>sudo chown -R $UID:$GID user_data
</code></pre></div>
</details>
<h3 id="download-additional-data-before-the-current-timerange">Download additional data before the current timerange<a class="headerlink" href="#download-additional-data-before-the-current-timerange" title="Permanent link">&para;</a></h3>
<p>Assuming you downloaded all data from 2022 (<code>--timerange 20220101-</code>) - but you'd now like to also backtest with earlier data.
You can do so by using the <code>--prepend</code> flag, combined with <code>--timerange</code> - specifying an end-date.</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>ETH/USDT<span class="w"> </span>XRP/USDT<span class="w"> </span>BTC/USDT<span class="w"> </span>--prepend<span class="w"> </span>--timerange<span class="w"> </span><span class="m">20210101</span>-20220101
</code></pre></div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Freqtrade will ignore the end-date in this mode if data is available, updating the end-date to the existing data start point.</p>
</div>
<h3 id="data-format">Data format<a class="headerlink" href="#data-format" title="Permanent link">&para;</a></h3>
<p>Freqtrade currently supports the following data-formats:</p>
<ul>
<li><code>feather</code> - a dataformat based on Apache Arrow</li>
<li><code>json</code> - plain "text" json files</li>
<li><code>jsongz</code> - a gzip-zipped version of json files</li>
<li><code>parquet</code> - columnar datastore (OHLCV only)</li>
</ul>
<p>By default, both OHLCV data and trades data are stored in the <code>feather</code> format.</p>
<p>This can be changed via the <code>--data-format-ohlcv</code> and <code>--data-format-trades</code> command line arguments respectively.
To persist this change, you should also add the following snippet to your configuration, so you don't have to insert the above arguments each time:</p>
<div class="highlight"><pre><span></span><code> // ...
&quot;dataformat_ohlcv&quot;: &quot;feather&quot;,
&quot;dataformat_trades&quot;: &quot;feather&quot;,
// ...
</code></pre></div>
<p>If the default data-format 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="#sub-command-convert-data">convert-data</a> and <a href="#sub-command-convert-trade-data">convert-trade-data</a> methods.</p>
</div>
<h4 id="dataformat-comparison">Dataformat comparison<a class="headerlink" href="#dataformat-comparison" title="Permanent link">&para;</a></h4>
<p>The following comparisons have been made with the following data, and by using the linux <code>time</code> command.</p>
<div class="highlight"><pre><span></span><code>Found 6 pair / timeframe combinations.
+----------+-------------+--------+---------------------+---------------------+
| Pair | Timeframe | Type | From | To |
|----------+-------------+--------+---------------------+---------------------|
| BTC/USDT | 5m | spot | 2017-08-17 04:00:00 | 2022-09-13 19:25:00 |
| ETH/USDT | 1m | spot | 2017-08-17 04:00:00 | 2022-09-13 19:26:00 |
| BTC/USDT | 1m | spot | 2017-08-17 04:00:00 | 2022-09-13 19:30:00 |
| XRP/USDT | 5m | spot | 2018-05-04 08:10:00 | 2022-09-13 19:15:00 |
| XRP/USDT | 1m | spot | 2018-05-04 08:11:00 | 2022-09-13 19:22:00 |
| ETH/USDT | 5m | spot | 2017-08-17 04:00:00 | 2022-09-13 19:20:00 |
+----------+-------------+--------+---------------------+---------------------+
</code></pre></div>
<p>Timings have been taken in a not very scientific way with the following command, which forces reading the data into memory.</p>
<div class="highlight"><pre><span></span><code><span class="nb">time</span><span class="w"> </span>freqtrade<span class="w"> </span>list-data<span class="w"> </span>--show-timerange<span class="w"> </span>--data-format-ohlcv<span class="w"> </span>&lt;dataformat&gt;
</code></pre></div>
<table>
<thead>
<tr>
<th>Format</th>
<th>Size</th>
<th>timing</th>
</tr>
</thead>
<tbody>
<tr>
<td><code>feather</code></td>
<td>72Mb</td>
<td>3.5s</td>
</tr>
<tr>
<td><code>json</code></td>
<td>149Mb</td>
<td>25.6s</td>
</tr>
<tr>
<td><code>jsongz</code></td>
<td>39Mb</td>
<td>27s</td>
</tr>
<tr>
<td><code>parquet</code></td>
<td>83Mb</td>
<td>3.8s</td>
</tr>
</tbody>
</table>
<p>Size has been taken from the BTC/USDT 1m spot combination for the timerange specified above.</p>
<p>To have a best performance/size mix, we recommend using the default feather format, or parquet.</p>
<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.
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
touch<span class="w"> </span>user_data/data/binance/pairs.json
</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>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>The <code>pairs.json</code> file is only used when no configuration is loaded (implicitly by naming, or via <code>--config</code> flag).
You can force the usage of this file via <code>--pairs-file pairs.json</code> - however we recommend to use the pairlist from within the configuration, either via <code>exchange.pair_whitelist</code> or <code>pairs</code> setting in the configuration.</p>
</div>
<h2 id="sub-command-convert-data">Sub-command convert data<a class="headerlink" href="#sub-command-convert-data" title="Permanent link">&para;</a></h2>
<div class="highlight"><pre><span></span><code><span class="go">usage: freqtrade convert-data [-h] [-v] [--no-color] [--logfile FILE] [-V]</span>
<span class="go"> [-c PATH] [-d PATH] [--userdir PATH]</span>
<span class="go"> [-p PAIRS [PAIRS ...]]</span>
<span class="go"> --format-from {json,jsongz,feather,parquet}</span>
<span class="go"> --format-to {json,jsongz,feather,parquet}</span>
<span class="go"> [--erase] [--exchange EXCHANGE]</span>
<span class="go"> [-t TIMEFRAMES [TIMEFRAMES ...]]</span>
<span class="go"> [--trading-mode {spot,margin,futures}]</span>
<span class="go"> [--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]]</span>
<span class="go">options:</span>
<span class="go"> -h, --help show this help message and exit</span>
<span class="go"> -p, --pairs PAIRS [PAIRS ...]</span>
<span class="go"> Limit command to these pairs. Pairs are space-</span>
<span class="go"> separated.</span>
<span class="go"> --format-from {json,jsongz,feather,parquet}</span>
<span class="go"> Source format for data conversion.</span>
<span class="go"> --format-to {json,jsongz,feather,parquet}</span>
<span class="go"> Destination format for data conversion.</span>
<span class="go"> --erase Clean all existing data for the selected</span>
<span class="go"> exchange/pairs/timeframes.</span>
<span class="go"> --exchange EXCHANGE Exchange name. Only valid if no config is provided.</span>
<span class="go"> -t, --timeframes TIMEFRAMES [TIMEFRAMES ...]</span>
<span class="go"> Specify which tickers to download. Space-separated</span>
<span class="go"> list. Default: `1m 5m`.</span>
<span class="go"> --trading-mode, --tradingmode {spot,margin,futures}</span>
<span class="go"> Select Trading mode</span>
<span class="go"> --candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]</span>
<span class="go"> Select candle type to convert. Defaults to all</span>
<span class="go"> available types.</span>
<span class="go">Common arguments:</span>
<span class="go"> -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).</span>
<span class="go"> --no-color Disable colorization of hyperopt results. May be</span>
<span class="go"> useful if you are redirecting output to a file.</span>
<span class="go"> --logfile, --log-file FILE</span>
<span class="go"> Log to the file specified. Special values are:</span>
<span class="go"> &#39;syslog&#39;, &#39;journald&#39;. See the documentation for more</span>
<span class="go"> details.</span>
<span class="go"> -V, --version show program&#39;s version number and exit</span>
<span class="go"> -c, --config PATH Specify configuration file (default:</span>
<span class="go"> `userdir/config.json` or `config.json` whichever</span>
<span class="go"> exists). Multiple --config options may be used. Can be</span>
<span class="go"> set to `-` to read config from stdin.</span>
<span class="go"> -d, --datadir, --data-dir PATH</span>
<span class="go"> Path to the base directory of the exchange with</span>
<span class="go"> historical backtesting data. To see futures data, use</span>
<span class="go"> trading-mode additionally.</span>
<span class="go"> --userdir, --user-data-dir PATH</span>
<span class="go"> Path to userdata directory.</span>
</code></pre></div>
<h3 id="example-converting-data">Example converting data<a class="headerlink" href="#example-converting-data" title="Permanent link">&para;</a></h3>
<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>
<h2 id="sub-command-convert-trade-data">Sub-command convert trade data<a class="headerlink" href="#sub-command-convert-trade-data" title="Permanent link">&para;</a></h2>
<div class="highlight"><pre><span></span><code><span class="go">usage: freqtrade convert-trade-data [-h] [-v] [--no-color] [--logfile FILE]</span>
<span class="go"> [-V] [-c PATH] [-d PATH] [--userdir PATH]</span>
<span class="go"> [-p PAIRS [PAIRS ...]]</span>
<span class="go"> --format-from {json,jsongz,feather,parquet,kraken_csv}</span>
<span class="go"> --format-to {json,jsongz,feather,parquet}</span>
<span class="go"> [--erase] [--exchange EXCHANGE]</span>
<span class="go">options:</span>
<span class="go"> -h, --help show this help message and exit</span>
<span class="go"> -p, --pairs PAIRS [PAIRS ...]</span>
<span class="go"> Limit command to these pairs. Pairs are space-</span>
<span class="go"> separated.</span>
<span class="go"> --format-from {json,jsongz,feather,parquet,kraken_csv}</span>
<span class="go"> Source format for data conversion.</span>
<span class="go"> --format-to {json,jsongz,feather,parquet}</span>
<span class="go"> Destination format for data conversion.</span>
<span class="go"> --erase Clean all existing data for the selected</span>
<span class="go"> exchange/pairs/timeframes.</span>
<span class="go"> --exchange EXCHANGE Exchange name. Only valid if no config is provided.</span>
<span class="go">Common arguments:</span>
<span class="go"> -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).</span>
<span class="go"> --no-color Disable colorization of hyperopt results. May be</span>
<span class="go"> useful if you are redirecting output to a file.</span>
<span class="go"> --logfile, --log-file FILE</span>
<span class="go"> Log to the file specified. Special values are:</span>
<span class="go"> &#39;syslog&#39;, &#39;journald&#39;. See the documentation for more</span>
<span class="go"> details.</span>
<span class="go"> -V, --version show program&#39;s version number and exit</span>
<span class="go"> -c, --config PATH Specify configuration file (default:</span>
<span class="go"> `userdir/config.json` or `config.json` whichever</span>
<span class="go"> exists). Multiple --config options may be used. Can be</span>
<span class="go"> set to `-` to read config from stdin.</span>
<span class="go"> -d, --datadir, --data-dir PATH</span>
<span class="go"> Path to the base directory of the exchange with</span>
<span class="go"> historical backtesting data. To see futures data, use</span>
<span class="go"> trading-mode additionally.</span>
<span class="go"> --userdir, --user-data-dir PATH</span>
<span class="go"> Path to userdata directory.</span>
</code></pre></div>
<h3 id="example-converting-trades">Example converting trades<a class="headerlink" href="#example-converting-trades" title="Permanent link">&para;</a></h3>
<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>
<h2 id="sub-command-trades-to-ohlcv">Sub-command trades to ohlcv<a class="headerlink" href="#sub-command-trades-to-ohlcv" title="Permanent link">&para;</a></h2>
<p>When you need to use <code>--dl-trades</code> (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
This command will allow you to repeat this last step for additional timeframes without re-downloading the data.</p>
<div class="highlight"><pre><span></span><code><span class="go">usage: freqtrade trades-to-ohlcv [-h] [-v] [--no-color] [--logfile FILE] [-V]</span>
<span class="go"> [-c PATH] [-d PATH] [--userdir PATH]</span>
<span class="go"> [-p PAIRS [PAIRS ...]]</span>
<span class="go"> [-t TIMEFRAMES [TIMEFRAMES ...]]</span>
<span class="go"> [--exchange EXCHANGE]</span>
<span class="go"> [--data-format-ohlcv {json,jsongz,feather,parquet}]</span>
<span class="go"> [--data-format-trades {json,jsongz,feather,parquet}]</span>
<span class="go"> [--trading-mode {spot,margin,futures}]</span>
<span class="go">options:</span>
<span class="go"> -h, --help show this help message and exit</span>
<span class="go"> -p, --pairs PAIRS [PAIRS ...]</span>
<span class="go"> Limit command to these pairs. Pairs are space-</span>
<span class="go"> separated.</span>
<span class="go"> -t, --timeframes TIMEFRAMES [TIMEFRAMES ...]</span>
<span class="go"> Specify which tickers to download. Space-separated</span>
<span class="go"> list. Default: `1m 5m`.</span>
<span class="go"> --exchange EXCHANGE Exchange name. Only valid if no config is provided.</span>
<span class="go"> --data-format-ohlcv {json,jsongz,feather,parquet}</span>
<span class="go"> Storage format for downloaded candle (OHLCV) data.</span>
<span class="go"> (default: `feather`).</span>
<span class="go"> --data-format-trades {json,jsongz,feather,parquet}</span>
<span class="go"> Storage format for downloaded trades data. (default:</span>
<span class="go"> `feather`).</span>
<span class="go"> --trading-mode, --tradingmode {spot,margin,futures}</span>
<span class="go"> Select Trading mode</span>
<span class="go">Common arguments:</span>
<span class="go"> -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).</span>
<span class="go"> --no-color Disable colorization of hyperopt results. May be</span>
<span class="go"> useful if you are redirecting output to a file.</span>
<span class="go"> --logfile, --log-file FILE</span>
<span class="go"> Log to the file specified. Special values are:</span>
<span class="go"> &#39;syslog&#39;, &#39;journald&#39;. See the documentation for more</span>
<span class="go"> details.</span>
<span class="go"> -V, --version show program&#39;s version number and exit</span>
<span class="go"> -c, --config PATH Specify configuration file (default:</span>
<span class="go"> `userdir/config.json` or `config.json` whichever</span>
<span class="go"> exists). Multiple --config options may be used. Can be</span>
<span class="go"> set to `-` to read config from stdin.</span>
<span class="go"> -d, --datadir, --data-dir PATH</span>
<span class="go"> Path to the base directory of the exchange with</span>
<span class="go"> historical backtesting data. To see futures data, use</span>
<span class="go"> trading-mode additionally.</span>
<span class="go"> --userdir, --user-data-dir PATH</span>
<span class="go"> Path to userdata directory.</span>
</code></pre></div>
<h3 id="example-trade-to-ohlcv-conversion">Example trade-to-ohlcv conversion<a class="headerlink" href="#example-trade-to-ohlcv-conversion" title="Permanent link">&para;</a></h3>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>trades-to-ohlcv<span class="w"> </span>--exchange<span class="w"> </span>kraken<span class="w"> </span>-t<span class="w"> </span>5m<span class="w"> </span>1h<span class="w"> </span>1d<span class="w"> </span>--pairs<span class="w"> </span>BTC/EUR<span class="w"> </span>ETH/EUR
</code></pre></div>
<h2 id="sub-command-list-data">Sub-command list-data<a class="headerlink" href="#sub-command-list-data" title="Permanent link">&para;</a></h2>
<p>You can get a list of downloaded data using the <code>list-data</code> sub-command.</p>
<div class="highlight"><pre><span></span><code><span class="go">usage: freqtrade list-data [-h] [-v] [--no-color] [--logfile FILE] [-V]</span>
<span class="go"> [-c PATH] [-d PATH] [--userdir PATH]</span>
<span class="go"> [--exchange EXCHANGE]</span>
<span class="go"> [--data-format-ohlcv {json,jsongz,feather,parquet}]</span>
<span class="go"> [--data-format-trades {json,jsongz,feather,parquet}]</span>
<span class="go"> [--trades] [-p PAIRS [PAIRS ...]]</span>
<span class="go"> [--trading-mode {spot,margin,futures}]</span>
<span class="go"> [--show-timerange]</span>
<span class="go">options:</span>
<span class="go"> -h, --help show this help message and exit</span>
<span class="go"> --exchange EXCHANGE Exchange name. Only valid if no config is provided.</span>
<span class="go"> --data-format-ohlcv {json,jsongz,feather,parquet}</span>
<span class="go"> Storage format for downloaded candle (OHLCV) data.</span>
<span class="go"> (default: `feather`).</span>
<span class="go"> --data-format-trades {json,jsongz,feather,parquet}</span>
<span class="go"> Storage format for downloaded trades data. (default:</span>
<span class="go"> `feather`).</span>
<span class="go"> --trades Work on trades data instead of OHLCV data.</span>
<span class="go"> -p, --pairs PAIRS [PAIRS ...]</span>
<span class="go"> Limit command to these pairs. Pairs are space-</span>
<span class="go"> separated.</span>
<span class="go"> --trading-mode, --tradingmode {spot,margin,futures}</span>
<span class="go"> Select Trading mode</span>
<span class="go"> --show-timerange Show timerange available for available data. (May take</span>
<span class="go"> a while to calculate).</span>
<span class="go">Common arguments:</span>
<span class="go"> -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).</span>
<span class="go"> --no-color Disable colorization of hyperopt results. May be</span>
<span class="go"> useful if you are redirecting output to a file.</span>
<span class="go"> --logfile, --log-file FILE</span>
<span class="go"> Log to the file specified. Special values are:</span>
<span class="go"> &#39;syslog&#39;, &#39;journald&#39;. See the documentation for more</span>
<span class="go"> details.</span>
<span class="go"> -V, --version show program&#39;s version number and exit</span>
<span class="go"> -c, --config PATH Specify configuration file (default:</span>
<span class="go"> `userdir/config.json` or `config.json` whichever</span>
<span class="go"> exists). Multiple --config options may be used. Can be</span>
<span class="go"> set to `-` to read config from stdin.</span>
<span class="go"> -d, --datadir, --data-dir PATH</span>
<span class="go"> Path to the base directory of the exchange with</span>
<span class="go"> historical backtesting data. To see futures data, use</span>
<span class="go"> trading-mode additionally.</span>
<span class="go"> --userdir, --user-data-dir PATH</span>
<span class="go"> Path to userdata directory.</span>
</code></pre></div>
<h3 id="example-list-data">Example list-data<a class="headerlink" href="#example-list-data" title="Permanent link">&para;</a></h3>
<div class="highlight"><pre><span></span><code>&gt;<span class="w"> </span>freqtrade<span class="w"> </span>list-data<span class="w"> </span>--userdir<span class="w"> </span>~/.freqtrade/user_data/
<span class="w"> </span>Found<span class="w"> </span><span class="m">33</span><span class="w"> </span>pair<span class="w"> </span>/<span class="w"> </span>timeframe<span class="w"> </span>combinations.
┏━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━┓
┃<span class="w"> </span>Pair<span class="w"> </span>┃<span class="w"> </span>Timeframe<span class="w"> </span>┃<span class="w"> </span>Type<span class="w"> </span>┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━┩
│<span class="w"> </span>ADA/BTC<span class="w"> </span>│<span class="w"> </span>5m,<span class="w"> </span>15m,<span class="w"> </span>30m,<span class="w"> </span>1h,<span class="w"> </span>2h,<span class="w"> </span>4h,<span class="w"> </span>6h,<span class="w"> </span>12h,<span class="w"> </span>1d<span class="w"> </span>│<span class="w"> </span>spot<span class="w"> </span>│
│<span class="w"> </span>ADA/ETH<span class="w"> </span>│<span class="w"> </span>5m,<span class="w"> </span>15m,<span class="w"> </span>30m,<span class="w"> </span>1h,<span class="w"> </span>2h,<span class="w"> </span>4h,<span class="w"> </span>6h,<span class="w"> </span>12h,<span class="w"> </span>1d<span class="w"> </span>│<span class="w"> </span>spot<span class="w"> </span>│
│<span class="w"> </span>ETH/BTC<span class="w"> </span>│<span class="w"> </span>5m,<span class="w"> </span>15m,<span class="w"> </span>30m,<span class="w"> </span>1h,<span class="w"> </span>2h,<span class="w"> </span>4h,<span class="w"> </span>6h,<span class="w"> </span>12h,<span class="w"> </span>1d<span class="w"> </span>│<span class="w"> </span>spot<span class="w"> </span>│
│<span class="w"> </span>ETH/USDT<span class="w"> </span>│<span class="w"> </span>5m,<span class="w"> </span>15m,<span class="w"> </span>30m,<span class="w"> </span>1h,<span class="w"> </span>2h,<span class="w"> </span>4h<span class="w"> </span>│<span class="w"> </span>spot<span class="w"> </span>│
└───────────────┴───────────────────────────────────────────┴──────┘
</code></pre></div>
<p>Show all trades data including from/to timerange</p>
<div class="highlight"><pre><span></span><code>&gt;<span class="w"> </span>freqtrade<span class="w"> </span>list-data<span class="w"> </span>--show<span class="w"> </span>--trades
<span class="w"> </span>Found<span class="w"> </span>trades<span class="w"> </span>data<span class="w"> </span><span class="k">for</span><span class="w"> </span><span class="m">1</span><span class="w"> </span>pair.<span class="w"> </span>
┏━━━━━━━━━┳━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┓
┃<span class="w"> </span>Pair<span class="w"> </span>┃<span class="w"> </span>Type<span class="w"> </span>┃<span class="w"> </span>From<span class="w"> </span>┃<span class="w"> </span>To<span class="w"> </span>┃<span class="w"> </span>Trades<span class="w"> </span>┃
┡━━━━━━━━━╇━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━┩
│<span class="w"> </span>XRP/ETH<span class="w"> </span>│<span class="w"> </span>spot<span class="w"> </span>│<span class="w"> </span><span class="m">2019</span>-10-11<span class="w"> </span><span class="m">00</span>:00:11<span class="w"> </span>│<span class="w"> </span><span class="m">2019</span>-10-13<span class="w"> </span><span class="m">11</span>:19:28<span class="w"> </span>│<span class="w"> </span><span class="m">12477</span><span class="w"> </span>│
└─────────┴──────┴─────────────────────┴─────────────────────┴────────┘
</code></pre></div>
<h2 id="trades-tick-data">Trades (tick) data<a class="headerlink" href="#trades-tick-data" title="Permanent link">&para;</a></h2>
<p>By default, <code>download-data</code> 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.</p>
<p>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 <code>&lt;pair&gt;-trades.feather</code> (<code>ETH_BTC-trades.feather</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.
If <code>--convert</code> is also provided, the resample step will happen automatically and overwrite eventually existing OHLCV data for the given pair/timeframe combinations.</p>
<div class="admonition warning">
<p class="admonition-title">Do not use</p>
<p>You should not use this unless you're a kraken user (Kraken does not provide historic OHLCV data).<br />
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.</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>
<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>kraken<span class="w"> </span>--pairs<span class="w"> </span>XRP/EUR<span class="w"> </span>ETH/EUR<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>
<h2 id="next-step">Next step<a class="headerlink" href="#next-step" title="Permanent link">&para;</a></h2>
<p>Great, you now have some data downloaded, so you can now start <a href="../backtesting/">backtesting</a> your strategy.</p>
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