How do I retrieve historical data from Binance using Nautilus Trader? #1897
-
|
How do I retrieve historical data from Binance using Nautilus Trader? Is there an integrated interface provided for this? If so, could you please provide a demo? |
Beta Was this translation helpful? Give feedback.
Replies: 1 comment
-
|
Hi @ZzzzHeJ Thanks for your interest. So Nautilus doesn't wrap the Binance historical data API. It's assuming you would obtain data directly from Binance, or numerous other sources https://www.binance.com/en/support/faq/how-to-download-historical-market-data-on-binance-5810ae42176b4770b880ce1f14932262. Here's an example of loading Binance order book data for Nautilus backtesting Other types such as I hope that helps! |
Beta Was this translation helpful? Give feedback.
Hi @ZzzzHeJ
Thanks for your interest.
So Nautilus doesn't wrap the Binance historical data API. It's assuming you would obtain data directly from Binance, or numerous other sources https://www.binance.com/en/support/faq/how-to-download-historical-market-data-on-binance-5810ae42176b4770b880ce1f14932262.
Here's an example of loading Binance order book data for Nautilus backtesting
https://nautilustrader.io/docs/latest/tutorials/backtest_binance_orderbook.
Other types such as
QuoteTick,TradeTick, andBarwould follow a similar pattern, using the data catalog.I hope that helps!