What is this page?
This section presents the most updated quality tests for our cryptocurrency bar generator engine. Additionally, it summarizes
the different types of bars and steps offered (each step has a different meaning depending on the bar type. More info in the API docs ) .
When data is updated by pulling raw trades from the exchanges (for now only Bitfinex), bars are automatically built and data quality is
evaluated based on volume conservation . Essentially, we check that the sum of all trades volume is equal to the sum
of all bars volume. If the difference observed is low, then we have a guarantee that the bars have been built correctly and have included all the existing trades
provided by the exchange, no more and no less. However, note that small errors can be observed due to floating point operations.
We set our error tolerance to 0.01 — any error higher than this threshold should raise our concern and the affected bars should be revised and possibly
regenerated from scratch using the raw trade data.
Time Bars
1m 5m 15m 30m 1h 4h 12h 1d
ETHUSD
1.91e-05
1.92e-05
1.92e-05
1.91e-05
1.92e-05
1.91e-05
1.91e-05
1.91e-05
ETHBTC
8.94e-08
1.04e-07
8.94e-08
1.19e-07
1.19e-07
8.94e-08
8.94e-08
8.94e-08
EOSUSD
3.62e-05
3.72e-05
3.62e-05
3.81e-05
3.62e-05
3.53e-05
3.53e-05
3.72e-05
DSHUSD
9.87e-08
9.69e-08
9.31e-08
9.31e-08
9.31e-08
9.31e-08
9.31e-08
9.50e-08
OMGUSD
6.41e-05
6.41e-05
6.41e-05
6.40e-05
6.41e-05
6.41e-05
6.41e-05
6.41e-05
XLMUSD
0.00e+00
2.38e-07
1.19e-07
0.00e+00
1.19e-07
1.19e-07
1.19e-07
0.00e+00
ZILUSD
1.49e-08
0.00e+00
1.49e-08
0.00e+00
0.00e+00
0.00e+00
0.00e+00
0.00e+00
XRPBTC
1.20e-04
1.28e-04
1.30e-04
1.32e-04
1.30e-04
1.30e-04
1.32e-04
1.32e-04
IOTUSD
4.79e-04
4.73e-04
4.79e-04
4.79e-04
4.73e-04
4.77e-04
4.77e-04
4.77e-04
XMRUSD
1.12e-08
7.45e-09
1.86e-08
1.12e-08
1.12e-08
1.12e-08
1.12e-08
1.49e-08
BTCUSD
2.61e-07
2.68e-07
2.91e-07
2.76e-07
2.83e-07
2.83e-07
2.83e-07
2.83e-07
LTCUSD
1.25e-05
1.25e-05
1.25e-05
1.25e-05
1.25e-05
1.25e-05
1.25e-05
1.25e-05
XRPUSD
9.16e-04
9.46e-04
9.23e-04
9.38e-04
9.46e-04
9.38e-04
9.38e-04
9.38e-04
ZECUSD
1.49e-08
1.68e-08
1.68e-08
2.05e-08
2.05e-08
1.68e-08
1.49e-08
1.68e-08
ZRXUSD
1.13e-06
1.13e-06
1.01e-06
1.01e-06
9.54e-07
1.01e-06
1.07e-06
1.07e-06
NEOUSD
4.77e-07
5.36e-07
5.36e-07
5.07e-07
5.36e-07
5.36e-07
5.36e-07
5.36e-07
Tick Bars
50 100 200 500 1000
ETHUSD
1.90e-05
1.90e-05
1.90e-05
1.90e-05
1.88e-05
ETHBTC
7.45e-08
8.94e-08
8.94e-08
4.47e-08
1.04e-07
EOSUSD
4.48e-05
3.62e-05
3.81e-05
3.72e-05
3.91e-05
DSHUSD
9.69e-08
1.01e-07
9.87e-08
9.50e-08
9.31e-08
OMGUSD
6.41e-05
6.38e-05
6.38e-05
6.40e-05
6.39e-05
XLMUSD
4.77e-07
4.77e-07
4.77e-07
8.34e-07
4.77e-07
ZILUSD
1.49e-08
1.49e-08
0.00e+00
1.49e-08
1.49e-08
XRPBTC
1.32e-04
1.30e-04
1.34e-04
1.32e-04
1.34e-04
IOTUSD
4.71e-04
4.75e-04
4.79e-04
4.71e-04
4.77e-04
XMRUSD
0.00e+00
3.73e-09
1.49e-08
0.00e+00
7.45e-09
BTCUSD
3.43e-07
3.20e-07
3.05e-07
2.91e-07
3.58e-07
LTCUSD
1.23e-05
1.22e-05
1.19e-05
1.22e-05
1.22e-05
XRPUSD
9.31e-04
9.31e-04
9.23e-04
9.08e-04
9.31e-04
ZECUSD
9.31e-09
1.30e-08
2.42e-08
9.31e-09
1.68e-08
ZRXUSD
1.01e-06
1.31e-06
8.94e-07
1.19e-06
1.13e-06
NEOUSD
5.36e-07
5.07e-07
5.96e-07
5.36e-07
5.66e-07
Imbalance bars
Tick imbalance bars (TIB) Volume imbalance bars (VIB) Dollar imbalance bars (DIB) 100 200 400 100 200 400 100 200 400
ETHUSD
1.91e-05
1.90e-05
1.90e-05
1.91e-05
1.91e-05
1.90e-05
1.90e-05
1.90e-05
1.90e-05
ETHBTC
1.49e-07
1.34e-07
1.04e-07
1.49e-07
1.19e-07
1.19e-07
1.04e-07
1.04e-07
8.94e-08
EOSUSD
4.10e-05
4.01e-05
3.72e-05
3.91e-05
4.29e-05
4.20e-05
4.01e-05
4.01e-05
4.10e-05
DSHUSD
9.69e-08
9.69e-08
9.69e-08
8.75e-08
9.31e-08
9.13e-08
8.94e-08
8.75e-08
1.02e-07
OMGUSD
6.39e-05
6.40e-05
6.41e-05
6.43e-05
6.39e-05
6.40e-05
6.40e-05
6.40e-05
6.38e-05
XLMUSD
3.58e-07
4.77e-07
2.38e-07
4.77e-07
2.38e-07
2.38e-07
4.77e-07
3.58e-07
2.38e-07
ZILUSD
4.47e-08
2.98e-08
0.00e+00
1.49e-08
0.00e+00
1.49e-08
4.47e-08
2.98e-08
1.49e-08
XRPBTC
1.32e-04
1.30e-04
1.30e-04
1.28e-04
1.32e-04
1.26e-04
1.32e-04
1.30e-04
1.32e-04
IOTUSD
4.75e-04
4.77e-04
4.75e-04
4.79e-04
4.73e-04
4.69e-04
4.77e-04
4.79e-04
4.77e-04
XMRUSD
3.73e-09
1.49e-08
1.86e-08
1.49e-08
2.61e-08
1.49e-08
1.86e-08
1.12e-08
1.49e-08
BTCUSD
3.65e-07
2.98e-07
2.68e-07
3.43e-07
3.13e-07
2.83e-07
3.20e-07
2.53e-07
2.83e-07
LTCUSD
1.22e-05
1.21e-05
1.18e-05
1.25e-05
1.23e-05
1.22e-05
1.22e-05
1.22e-05
1.22e-05
XRPUSD
9.31e-04
9.31e-04
9.31e-04
9.31e-04
9.54e-04
9.31e-04
9.31e-04
9.31e-04
9.54e-04
ZECUSD
1.49e-08
2.05e-08
2.24e-08
1.49e-08
1.12e-08
1.12e-08
1.12e-08
1.30e-08
9.31e-09
ZRXUSD
9.54e-07
8.34e-07
1.19e-06
1.07e-06
1.01e-06
1.01e-06
1.07e-06
1.19e-06
1.79e-07
NEOUSD
4.77e-07
4.77e-07
5.07e-07
3.87e-07
4.47e-07
4.17e-07
3.87e-07
4.17e-07
4.17e-07
Volume bars
ETHUSD
100 1.88e-05 600 1.91e-05 1000 1.89e-05 3000 1.90e-05 7000 1.91e-05 30000 1.92e-05 90000 1.90e-05 100000 1.93e-05
ETHBTC
40 1.64e-07 200 1.19e-07 600 1.04e-07 1000 1.19e-07 2000 1.34e-07 10000 1.49e-07 30000 1.04e-07 60000 1.04e-07
EOSUSD
4000 4.20e-05 20000 4.29e-05 70000 4.20e-05 100000 4.10e-05 200000 3.62e-05 1000000 3.62e-05 3000000 3.81e-05 7000000 4.29e-05
DSHUSD
10 9.31e-08 40 9.13e-08 100 9.13e-08 200 9.13e-08 500 9.13e-08 2000 9.50e-08 6000 9.31e-08 10000 1.01e-07
OMGUSD
500 6.39e-05 2000 6.39e-05 8000 6.41e-05 10000 6.44e-05 30000 6.39e-05 100000 6.39e-05 400000 6.40e-05 800000 6.43e-05
XLMUSD
900 1.19e-07 4000 1.19e-07 10000 4.77e-07 20000 2.38e-07 50000 3.58e-07 200000 1.19e-07 600000 5.96e-07 1000000 2.38e-07
ZILUSD
100 1.49e-08 500 1.49e-08 1000 0.00e+00 3000 2.98e-08 6000 2.98e-08 20000 0.00e+00 80000 0.00e+00 100000 5.96e-08
XRPBTC
8000 1.37e-04 40000 1.28e-04 100000 1.30e-04 200000 1.28e-04 400000 1.28e-04 1000000 1.28e-04 5000000 1.26e-04 10000000 1.30e-04
IOTUSD
10000 4.63e-04 60000 4.83e-04 100000 4.69e-04 300000 4.73e-04 700000 4.73e-04 3000000 4.71e-04 9000000 4.73e-04 10000000 4.77e-04
XMRUSD
20 1.86e-08 100 3.73e-09 300 2.24e-08 600 2.98e-08 1000 1.49e-08 4000 0.00e+00 10000 1.49e-08 20000 1.49e-08
BTCUSD
10 3.28e-07 80 3.13e-07 200 2.76e-07 500 3.35e-07 1000 3.05e-07 4000 3.05e-07 10000 3.20e-07 20000 2.91e-07
LTCUSD
80 1.20e-05 400 1.25e-05 1000 1.24e-05 2000 1.24e-05 4000 1.20e-05 10000 1.21e-05 50000 1.19e-05 100000 1.25e-05
XRPUSD
30000 9.31e-04 100000 9.31e-04 500000 9.08e-04 1000000 9.38e-04 2000000 9.46e-04 8000000 9.38e-04 20000000 9.38e-04 50000000 9.38e-04
ZECUSD
10 5.59e-09 50 5.59e-09 100 1.86e-08 300 3.73e-09 600 1.86e-08 2000 1.30e-08 7000 2.24e-08 10000 1.30e-08
ZRXUSD
400 8.94e-07 2000 1.13e-06 7000 1.07e-06 10000 9.54e-07 20000 1.07e-06 100000 1.13e-06 300000 9.54e-07 700000 9.54e-07
NEOUSD
200 5.07e-07 1000 4.77e-07 3000 5.36e-07 6000 5.36e-07 10000 4.77e-07 50000 5.07e-07 100000 5.36e-07 300000 4.77e-07
Dollar bars
ETHUSD
10000 1.91e-05 30000 1.89e-05 100000 1.92e-05 400000 1.92e-05 900000 1.91e-05 1000000 1.91e-05 7000000 1.91e-05 20000000 1.90e-05 40000000 1.90e-05
EOSUSD
10000 3.53e-05 20000 4.10e-05 100000 3.81e-05 400000 4.01e-05 800000 3.81e-05 1000000 3.81e-05 6000000 3.91e-05 20000000 3.91e-05 40000000 3.91e-05
DSHUSD
1000 9.87e-08 2000 8.38e-08 10000 9.50e-08 40000 1.01e-07 80000 9.69e-08 100000 9.31e-08 600000 9.31e-08 1000000 9.69e-08 3000000 9.50e-08
OMGUSD
2000 6.33e-05 4000 6.41e-05 20000 6.43e-05 60000 6.40e-05 100000 6.40e-05 200000 6.40e-05 1000000 6.39e-05 3000000 6.39e-05 6000000 6.40e-05
XLMUSD
90 1.19e-07 100 2.38e-07 900 1.19e-07 2000 1.19e-07 5000 2.38e-07 10000 1.19e-07 40000 3.58e-07 100000 0.00e+00 200000 2.38e-07
IOTUSD
6000 4.35e-04 10000 4.54e-04 60000 4.84e-04 100000 4.77e-04 300000 4.73e-04 700000 4.75e-04 3000000 4.83e-04 9000000 4.77e-04 10000000 4.77e-04
XMRUSD
1000 1.86e-08 2000 2.24e-08 10000 1.12e-08 30000 2.61e-08 60000 1.86e-08 100000 1.86e-08 500000 1.49e-08 1000000 2.61e-08 3000000 1.86e-08
BTCUSD
10000 3.05e-07 30000 2.68e-07 100000 3.28e-07 500000 2.91e-07 1000000 3.05e-07 2000000 2.68e-07 9000000 3.05e-07 20000000 2.46e-07 50000000 2.98e-07
LTCUSD
1000 1.20e-05 2000 1.22e-05 10000 1.20e-05 30000 1.22e-05 70000 1.19e-05 100000 1.22e-05 600000 1.23e-05 1000000 1.22e-05 3000000 1.20e-05
XRPUSD
9000 8.93e-04 10000 1.01e-03 90000 9.16e-04 200000 9.38e-04 500000 9.31e-04 1000000 9.00e-04 4000000 9.23e-04 10000000 9.31e-04 20000000 9.31e-04
ZECUSD
1000 3.73e-09 2000 5.59e-09 10000 1.68e-08 30000 1.30e-08 60000 1.86e-08 100000 1.86e-08 500000 7.45e-09 1000000 2.05e-08 3000000 1.49e-08
ZRXUSD
100 3.58e-07 300 2.38e-07 1000 9.54e-07 5000 1.19e-06 10000 1.07e-06 20000 7.75e-07 90000 1.13e-06 200000 1.01e-06 500000 1.13e-06
NEOUSD
4000 4.77e-07 9000 4.47e-07 40000 4.77e-07 100000 5.07e-07 200000 4.47e-07 500000 5.66e-07 2000000 5.07e-07 6000000 5.66e-07 10000000 4.77e-07
ZILUSD
10 1.49e-08 40 1.49e-08 90 0.00e+00 100 1.49e-08 700 1.49e-08 2000 4.47e-08 4000 1.49e-08
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