Universe
The historical universe tells you which spot pairs an exchange listed at any point in time, delisted pairs included. A backtest run only on the pairs listed today trades the survivors and nothing else: the universe lets you trade exactly what was tradable back then.
Listed means tradable: a pair counts from the first hour the exchange reported it as trading to the end of the last one. The universe is known to the hour. It is observed live every hour, and was reconstructed for the period before that.
If what you need is the candles of every listed pair, you don't have to join the two files yourself: an OHLCV download by universe already keeps only the candles of the pairs that were listed, slot by slot. Download the universe itself to know when each pair was listed, or to filter data of your own.
The periods are also served by the API, for one quote at a time: see GET /v1/exchange_universe.
- Periods
- One row per listing period, with its start and end. No time grid.
- Long
- One row per time slot and listed pair, joinable to the long OHLCV schema on
close_tsandbase. - Wide
- One row per time slot, one boolean column per asset, named
BTC, to mask the wide OHLCV schema.
Parameters
Columns
In Long and Wide, close_ts is the close time of the candle covering the slot, exactly as in the OHLCV files of the same exchange, quote and interval: no shifting is needed. A pair counts as listed in a slot when it was tradable during any part of it, so in 1d, during at least one hour of the day.
The examples on the next pages use the same real LUNC/USDT history on Binance (the original Terra LUNA), delisted on 2022-05-13 at 01:00 and listed again later, so you can compare the schemas directly. To generate a file, open Download in the platform and set Data to Universe.