klines-okx

OKX USDT Perpetual OHLCV Klines

Historical OHLCV candlestick (kline) data for OKX USDT-margined perpetual futures, stored as zstd-compressed Parquet. Includes delisted symbols where available, for point-in-time / survivorship-bias-free backtests.

Under construction. This dataset is being actively built and is currently partial — light timeframes (15m · 1h · 4h · 1d) are being backfilled across the full ~408-pair universe, with 5m/3m and 1m still to come. Pair and timeframe coverage will grow. A per-file COVERAGE.md will follow once settled.

Coverage (in progress)

File layout

futures/{timeframe}/{PAIR}.parquet

Examples: - futures/1d/BTC_USDT_USDT.parquet - futures/1h/BTC_USDT_USDT-mark.parquet (mark price) - futures/8h/BTC_USDT_USDT-funding_rate.parquet (funding rate)

Pairs are BASE_USDT_USDT (USDT-margined perpetual). Each OHLCV Parquet has columns date (UTC candle open), open, high, low, close, volume.

Usage

from huggingface_hub import hf_hub_download
import pandas as pd

path = hf_hub_download("rogerdehe/klines-okx",
                       "futures/1d/BTC_USDT_USDT.parquet", repo_type="dataset")
df = pd.read_parquet(path)

Notes

• Timestamps are UTC. Coverage varies per pair; this dataset is still filling in.
• The HF dataset viewer is disabled (custom per-pair layout); load files directly.
• Data provided as-is for research; no warranty of accuracy or completeness.