Time Series Data at Historical Analysis Queries

Makakuha ng komprehensibong time series data para sa backtesting, pananaliksik, at historical analysis. I-query ang OHLCV candles, historical funding rates, whale movement timelines, at aggregated market snapshots sa iba't ibang timeframe.

Na-publish noong March 21, 2026 15 min read Research

Historical Data Overview

Ang Smart Money API ay nagbibigay ng 24 buwan ng historical data para sa komprehensibong pananaliksik, backtesting, at time-based analysis. Lahat ng historical data ay normalized, deduplicated, at available sa iba't ibang antas ng aggregation.

Available historical data includes:

  • OHLCV Candles — Open, High, Low, Close, Volume para sa lahat ng traded pairs
  • Whale Movements — Historical accumulation/distribution sa daily at hourly resolution
  • Funding Rates — Historical funding rate snapshots para sa lahat ng perpetual pairs
  • Open Interest — Historical OI data sa lahat ng exchanges at timeframe
  • Liquidations — Historical liquidation cascades at pressure points

Data Retention: Full tick data ay naka-retain sa loob ng 90 araw. Aggregated hourly/daily data ay naka-retain sa loob ng 24 buwan. Raw archives ay available para i-download.

OHLCV Candlestick Data

Open-High-Low-Close-Volume data para sa technical analysis at charting. Available para sa lahat ng cryptocurrency pairs sa iba't ibang timeframe mula 1-minute hanggang 1-month.

OHLCV Data Structure

OHLCV Candlestick
{
"timestamp": 1709980800000,
"symbol": "BTCUSDT",
"timeframe": "1h",
"open": 71250.50,
"high": 72500.00,
"low": 71000.25,
"close": 72250.75,
"volume_base": 1234.5,
"volume_quote": 89234500,
"trades": 45678
}

Query OHLCV Data

Historical OHLCV Query
// Kumuha ng 1-hour candles sa huling 30 araw
GET /v1/historical/ohlcv?
symbol=BTCUSDT&
timeframe=1h&
lookback=30d&
limit=720
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Available Timeframes

Timeframe Options

Timeframe Duration Use Case Max Lookback
1m 1 minute High-frequency trading, scalping 30 days
5m 5 minutes Intraday, swing trading 90 days
15m 15 minutes Day trading, signal detection 180 days
1h 1 hour Medium-term trading, analysis 365 days
4h 4 hours Swing trading, trend analysis 24 months
1d 1 day Long-term positioning, research 24 months
1w 1 week Macro analysis, multi-year trends 24 months
1M 1 month Strategic positioning 24 months

Timeframe Combinations

I-query ang multiple timeframes nang sabay-sabay:

Multi-Timeframe Query
GET /v1/historical/ohlcv/multi?
symbol=BTCUSDT&
timeframes=1h,4h,1d&
timestamp=1709980800000
// Returns latest candle for each timeframe

Historical Query Patterns

Time-Based Queries

Time Range Query
// I-query ang specific time range
GET /v1/historical/ohlcv?
symbol=BTCUSDT&
timeframe=1h&
start_time=1709894400000&
end_time=1709980800000
// O gamitin ang relative lookback
GET /v1/historical/ohlcv?
symbol=BTCUSDT&
timeframe=1d&
lookback=90d

Pagination para sa Malalaking Dataset

Pagination Pattern
// Unang pahina: 1000 candles
GET /v1/historical/ohlcv?
symbol=BTCUSDT&
timeframe=1m&
limit=1000&
start_time=1709980800000
// Susunod na pahina gamit ang cursor
GET /v1/historical/ohlcv?
symbol=BTCUSDT&
timeframe=1m&
cursor=1709981000000&
limit=1000

Aggregation Intervals

Fixed-Time Aggregation

I-aggregate ang data sa fixed intervals (hourly, daily, weekly):

Fixed Aggregation
// Daily snapshots para sa 1 buwan
GET /v1/historical/snapshots?
metrics=whale_net_flow,funding_rate,oi&
interval=1d&
lookback=30d

Custom Aggregation

I-aggregate sa custom na time windows:

Custom Windows
// I-aggregate ang 1-minute candles sa 15m
GET /v1/historical/ohlcv/resample?
symbol=BTCUSDT&
source_timeframe=1m&
target_timeframe=15m&
lookback=7d

Whale Movement History

Historical Whale Tracking

Whale History
// Historical whale accumulation patterns
GET /v1/historical/whales?
asset=BTC&
metric=net_accumulation&
interval=1d&
lookback=365d
// Historical movement sa paligid ng price levels
GET /v1/historical/whales/price-correlation?
asset=ETH&
lookback=90d

Whale Data Structure

Whale Data Point
{
"timestamp": 1709980800000,
"asset": "BTC",
"metric": "net_accumulation",
"value": 50000, // BTC
"whale_count": 847,
"exchange_inflow": -12000,
"exchange_outflow": 62000
}

Funding Rate History

Historical Funding Rate Snapshots

Funding Rate History
// Kumuha ng hourly funding rate snapshots
GET /v1/historical/derivatives/funding-heatmap?
symbol=BTCUSDT&
exchange=binance&
interval=1h&
lookback=30d
// Ihambing ang historical rates sa iba't ibang exchanges
GET /v1/historical/derivatives/funding-heatmap/comparative?
symbol=ETHUSDT&
exchanges=bybit,binance,hyperliquid&
interval=4h&
lookback=90d

Funding Rate Statistics

Query ng aggregated funding rate statistics:

Statistics Query
GET /v1/historical/derivatives/funding-stats?
symbol=BTCUSDT&
lookback=365d&
metrics=mean,median,std_dev,min,max
// Response includes:
// - Annual average funding rate
// - Distribution (std dev)
// - Historical extremes
// - Percentile ranks

Backtesting Data Access

Backtesting Query Format

Optimized para sa backtesting frameworks tulad ng Backtrader, VectorBT, at custom engines:

Backtest Data
// Kumuha ng lahat ng data para sa 1-year backtest
GET /v1/backtest/data?
symbols=BTCUSDT,ETHUSDT&
timeframe=1h&
start=2024-01-01&
end=2025-01-01&
fields=ohlcv,funding_rate,oi,whale_flow

Export Formats

I-download ang historical data para sa offline analysis:

  • CSV — Standard columnar format para sa spreadsheets
  • JSON — Structured format na may lahat ng metadata
  • Parquet — Compressed columnar format para sa data science
  • HDF5 — Time series optimized format
Export Query
// I-export bilang CSV
GET /v1/backtest/export?
symbols=BTCUSDT&
timeframe=1d&
lookback=365d&
format=csv

Practical Examples

Halimbawa 1: Research sa 2024 Bull Market

Bull Market Analysis
// I-correlate ang whale movement sa price action
GET /v1/historical/correlated-data?
asset=BTC&
start_time=2024-01-01&
end_time=2024-12-31&
include=ohlcv,whale_accumulation,funding_rates&
interval=1d

Halimbawa 2: Pagsubok sa Funding Rate Strategy

Pagsubok sa Strategy
// Kumuha ng data para sa funding rate mean reversion strategy
GET /v1/backtest/data?
symbols=BTCUSDT,ETHUSDT,BNBUSDT&
timeframe=4h&
start=2023-01-01&
end=2025-01-01&
exchange=binance&
fields=funding_rate,open_interest,liquidations

Mga Pinakamahusay na Pamamaraan sa Historical Data

1. Pumili ng Angkop na Timeframes

Gamitin ang pinakamaliit na timeframe na kailangan para sa iyong pagsusuri. Ang 1-minute data ay mas mahal kaysa sa hourly data.

2. Tukuyin ang Time Ranges

Laging gumamit ng start_time/end_time o lookback parameters. Ang open-ended queries ay hindi efficient.

3. I-cache ang Historical Queries

Ang historical data ay hindi nagbabago. Mag-cache nang agresibo (30-day TTL para sa monthly data).

4. Gumamit ng Pagination para sa Malalaking Resulta

Ang 1-minute data sa loob ng 1 taon = 525,600 candles. Gamitin ang pagination at streaming para sa malalaking dataset.

5. I-validate ang Data Completeness

Suriin ang response metadata para sa gaps o missing exchanges bago gamitin ang data sa pagsusuri.

Access Historical Data para sa Pananaliksik

24 na buwan ng OHLCV, whale movement, at funding rate data. Perpekto para sa backtesting, pananaliksik, at pagbuo ng strategy.

Tingnan ang Mga Plano
Free tier: 30d history. Pro: 24 months. Enterprise: Full archive access.

Mga Kaugnay na Resources

Magsimula nang libre — 200 calls/day, no card

Kumuha ng live whale flow, funding, open interest at on-chain data sa 3 exchanges mula sa isang API. Free tier, walang credit card, mag-upgrade kahit kailan.

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