tppetrov/kraken-ohlcvt-close-prices

Kraken OHLCVT Close Prices — Derived Dataset

This is an unofficial, independently maintained dataset. It is not produced, sponsored, approved, or endorsed by Kraken.

Source

This dataset is derived from historical OHLCVT files published by Kraken:

https://support.kraken.com/articles/360047124832-downloadable-historical-ohlcvt-open-high-low-close-volume-trades-data

The original OHLCVT data, pricing data, Kraken names, trademarks, and associated rights belong to Kraken or its licensors.

The repository maintainer does not claim ownership of Kraken's source data.

Transformation

The source OHLCVT files are transformed to support efficient historical closing-price lookup.

The generated dataset:

• retains only the candle timestamp and closing price;
• includes hourly (1h) and daily (1d) candles;
• groups data by calendar quarter;
• stores all available pair and interval datasets for a quarter in one indexed binary container;
• compresses each pair and interval dataset independently using gzip;
• includes a catalogue containing the byte offset, compressed length, SHA-256 checksum, row count, and timestamp range of each entry;
• does not include Kraken's original archive files or complete OHLCVT rows;
• does not intentionally alter, interpolate, or correct the source closing prices.

Storage format

Each published calendar quarter is represented by two files:

data/<year>/<year>-Q<quarter>.bin
data/<year>/<year>-Q<quarter>.catalog.json

The .bin file contains concatenated, independently gzip-compressed CSV datasets. Each compressed member contains the timestamp and closing price data for one Kraken pair and candle interval.

The catalogue identifies entries using keys such as:

1h/XBTEUR
1d/XBTEUR

Each catalogue entry contains:

{
  "offset": 12345,
  "length": 6789,
  "sha256": "...",
  "rows": 2160,
  "first_timestamp": 1767225600,
  "last_timestamp": 1774998000
}

The offset and length identify the exact byte range of the independently compressed member in the quarterly .bin file. This allows applications to retrieve and validate data for individual pairs without downloading the complete quarterly container.

The Hugging Face Dataset Viewer is disabled because this repository uses a custom indexed storage format rather than directly viewable tabular files.

Intended use

The derived data is intended for historical closing-price lookup, including use by tax and accounting software.

Users are responsible for determining whether their use of Kraken-derived data is permitted by Kraken's applicable terms and applicable law.

Limitations

• This is not an official Kraken dataset.
• The data may inherit errors, omissions, and corrections from the source data.
• Trading pairs and asset symbols may change over time.
• Missing candles are not replaced with synthetic values.
• Consumers must use the accompanying catalogue to locate entries in each quarterly container.
• No warranty is provided regarding accuracy, completeness, availability, or fitness for a particular purpose.
• Nothing in this repository constitutes financial, legal, accounting, or tax advice.

Rights and licensing

This repository does not apply an open-data license to Kraken's source data.

See LICENSE.md for the complete source-data rights notice.

Rights-holder requests

If Kraken or another applicable rights holder objects to the public availability of this derived dataset, they may contact the repository maintainer through the Hugging Face repository Community section.

The maintainer intends to promptly restrict access to or remove the repository following a substantiated request from Kraken or the applicable rights holder.