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
ETHBTC
7.45e-08
1.04e-07
7.45e-08
1.19e-07
1.04e-07
8.94e-08
7.45e-08
7.45e-08
DSHUSD
9.13e-08
9.13e-08
8.75e-08
8.94e-08
8.57e-08
8.75e-08
8.94e-08
8.94e-08
ZECUSD
1.30e-08
9.31e-09
1.12e-08
1.49e-08
1.12e-08
9.31e-09
9.31e-09
1.12e-08
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
BTCUSD
2.09e-07
2.01e-07
2.24e-07
2.09e-07
2.24e-07
2.24e-07
2.16e-07
2.16e-07
XLMUSD
0.00e+00
1.19e-07
1.19e-07
0.00e+00
2.38e-07
1.19e-07
2.38e-07
1.19e-07
XMRUSD
1.12e-08
1.12e-08
2.24e-08
1.12e-08
1.49e-08
1.49e-08
1.49e-08
1.49e-08
XRPUSD
9.16e-04
9.46e-04
9.16e-04
9.38e-04
9.38e-04
9.46e-04
9.38e-04
9.38e-04
EOSUSD
3.62e-05
3.72e-05
3.53e-05
3.72e-05
3.62e-05
3.53e-05
3.53e-05
3.72e-05
ETHUSD
1.90e-05
1.91e-05
1.90e-05
1.90e-05
1.91e-05
1.91e-05
1.91e-05
1.91e-05
OMGUSD
6.40e-05
6.40e-05
6.39e-05
6.39e-05
6.39e-05
6.39e-05
6.39e-05
6.39e-05
ZRXUSD
1.13e-06
1.19e-06
1.07e-06
1.01e-06
1.01e-06
1.07e-06
1.13e-06
1.13e-06
NEOUSD
4.47e-07
5.36e-07
5.66e-07
5.36e-07
5.36e-07
5.07e-07
5.07e-07
5.07e-07
LTCUSD
1.23e-05
1.23e-05
1.23e-05
1.23e-05
1.22e-05
1.23e-05
1.23e-05
1.23e-05
XRPBTC
1.18e-04
1.26e-04
1.28e-04
1.30e-04
1.28e-04
1.30e-04
1.30e-04
1.30e-04
IOTUSD
4.79e-04
4.75e-04
4.77e-04
4.77e-04
4.75e-04
4.75e-04
4.75e-04
4.75e-04
Tick Bars
50 100 200 500 1000
ETHBTC
7.45e-08
8.94e-08
8.94e-08
2.98e-08
1.04e-07
DSHUSD
9.13e-08
9.69e-08
9.31e-08
9.13e-08
9.13e-08
ZECUSD
1.86e-09
5.59e-09
1.86e-08
1.86e-09
9.31e-09
ZILUSD
0.00e+00
1.49e-08
1.49e-08
0.00e+00
1.49e-08
BTCUSD
2.76e-07
2.53e-07
2.53e-07
2.16e-07
3.05e-07
XLMUSD
3.58e-07
3.58e-07
4.77e-07
5.96e-07
2.38e-07
XMRUSD
3.73e-09
7.45e-09
1.86e-08
3.73e-09
1.12e-08
XRPUSD
9.23e-04
9.16e-04
9.16e-04
9.08e-04
9.31e-04
EOSUSD
4.48e-05
3.62e-05
3.91e-05
3.91e-05
3.91e-05
ETHUSD
1.90e-05
1.90e-05
1.90e-05
1.89e-05
1.87e-05
OMGUSD
6.39e-05
6.35e-05
6.35e-05
6.38e-05
6.37e-05
ZRXUSD
1.07e-06
1.31e-06
9.54e-07
1.25e-06
1.19e-06
NEOUSD
5.36e-07
5.07e-07
5.07e-07
5.36e-07
5.07e-07
LTCUSD
1.22e-05
1.21e-05
1.19e-05
1.22e-05
1.20e-05
XRPBTC
1.28e-04
1.28e-04
1.30e-04
1.28e-04
1.30e-04
IOTUSD
4.73e-04
4.77e-04
4.77e-04
4.71e-04
4.79e-04
Imbalance bars
Tick imbalance bars (TIB) Volume imbalance bars (VIB) Dollar imbalance bars (DIB) 100 200 400 100 200 400 100 200 400
ETHBTC
1.49e-07
1.34e-07
1.04e-07
1.49e-07
1.19e-07
1.19e-07
1.19e-07
1.19e-07
1.04e-07
DSHUSD
9.13e-08
9.13e-08
9.13e-08
8.38e-08
8.94e-08
9.13e-08
8.75e-08
8.57e-08
9.87e-08
ZECUSD
9.31e-09
1.30e-08
1.49e-08
5.59e-09
3.73e-09
7.45e-09
3.73e-09
3.73e-09
1.86e-09
ZILUSD
2.98e-08
1.49e-08
0.00e+00
1.49e-08
0.00e+00
1.49e-08
1.49e-08
2.98e-08
1.49e-08
BTCUSD
2.98e-07
2.31e-07
2.01e-07
2.76e-07
2.31e-07
2.09e-07
2.61e-07
1.94e-07
2.16e-07
XLMUSD
1.19e-07
2.38e-07
1.19e-07
3.58e-07
2.38e-07
2.38e-07
3.58e-07
3.58e-07
2.38e-07
XMRUSD
7.45e-09
1.12e-08
1.86e-08
1.86e-08
2.61e-08
1.86e-08
2.24e-08
1.86e-08
1.86e-08
XRPUSD
9.23e-04
9.23e-04
9.16e-04
9.23e-04
9.46e-04
9.16e-04
9.31e-04
9.31e-04
9.46e-04
EOSUSD
4.10e-05
4.01e-05
3.72e-05
3.91e-05
4.29e-05
4.20e-05
4.10e-05
3.91e-05
4.20e-05
ETHUSD
1.90e-05
1.90e-05
1.90e-05
1.91e-05
1.90e-05
1.90e-05
1.90e-05
1.89e-05
1.90e-05
OMGUSD
6.37e-05
6.38e-05
6.39e-05
6.40e-05
6.37e-05
6.40e-05
6.37e-05
6.38e-05
6.38e-05
ZRXUSD
1.07e-06
8.94e-07
1.25e-06
1.13e-06
1.13e-06
1.01e-06
1.01e-06
1.31e-06
2.38e-07
NEOUSD
4.77e-07
4.77e-07
4.77e-07
3.58e-07
4.47e-07
3.87e-07
4.17e-07
3.28e-07
4.17e-07
LTCUSD
1.21e-05
1.19e-05
1.17e-05
1.23e-05
1.22e-05
1.21e-05
1.20e-05
1.20e-05
1.20e-05
XRPBTC
1.30e-04
1.30e-04
1.26e-04
1.30e-04
1.30e-04
1.26e-04
1.28e-04
1.30e-04
1.32e-04
IOTUSD
4.75e-04
4.77e-04
4.75e-04
4.79e-04
4.71e-04
4.69e-04
4.79e-04
4.79e-04
4.73e-04
Volume bars
ETHBTC
40 1.34e-07 200 1.04e-07 600 8.94e-08 1000 1.19e-07 2000 1.34e-07 10000 1.34e-07 30000 1.04e-07 60000 1.19e-07
DSHUSD
10 8.75e-08 40 8.75e-08 100 8.75e-08 200 8.94e-08 500 8.57e-08 2000 9.31e-08 6000 8.75e-08 10000 9.50e-08
ZECUSD
10 1.86e-09 50 1.86e-09 100 9.31e-09 300 1.86e-09 600 1.12e-08 2000 5.59e-09 7000 1.30e-08 10000 9.31e-09
ZILUSD
100 1.49e-08 500 0.00e+00 1000 1.49e-08 3000 1.49e-08 6000 2.98e-08 20000 0.00e+00 80000 0.00e+00 100000 5.96e-08
BTCUSD
10 2.61e-07 80 2.46e-07 200 2.09e-07 500 2.68e-07 1000 2.31e-07 4000 2.46e-07 10000 2.68e-07 20000 2.24e-07
XLMUSD
900 0.00e+00 4000 0.00e+00 10000 2.38e-07 20000 2.38e-07 50000 3.58e-07 200000 0.00e+00 600000 4.77e-07 1000000 1.19e-07
XMRUSD
20 1.49e-08 100 3.73e-09 300 2.24e-08 600 2.98e-08 1000 1.86e-08 4000 3.73e-09 10000 2.24e-08 20000 1.86e-08
XRPUSD
30000 9.23e-04 100000 9.16e-04 500000 9.00e-04 1000000 9.31e-04 2000000 9.38e-04 8000000 9.38e-04 20000000 9.31e-04 50000000 9.31e-04
EOSUSD
4000 4.20e-05 20000 4.39e-05 70000 4.20e-05 100000 4.10e-05 200000 3.72e-05 1000000 3.62e-05 3000000 3.81e-05 7000000 4.20e-05
ETHUSD
100 1.88e-05 600 1.90e-05 1000 1.88e-05 3000 1.88e-05 7000 1.90e-05 30000 1.91e-05 90000 1.90e-05 100000 1.92e-05
OMGUSD
500 6.38e-05 2000 6.38e-05 8000 6.39e-05 10000 6.41e-05 30000 6.37e-05 100000 6.37e-05 400000 6.39e-05 800000 6.40e-05
ZRXUSD
400 1.01e-06 2000 1.01e-06 7000 1.13e-06 10000 9.54e-07 20000 9.54e-07 100000 1.25e-06 300000 9.54e-07 700000 1.01e-06
NEOUSD
200 5.07e-07 1000 4.77e-07 3000 5.07e-07 6000 5.36e-07 10000 4.77e-07 50000 4.77e-07 100000 5.07e-07 300000 4.77e-07
LTCUSD
80 1.20e-05 400 1.23e-05 1000 1.22e-05 2000 1.20e-05 4000 1.18e-05 10000 1.19e-05 50000 1.18e-05 100000 1.23e-05
XRPBTC
8000 1.37e-04 40000 1.26e-04 100000 1.30e-04 200000 1.24e-04 400000 1.28e-04 1000000 1.28e-04 5000000 1.26e-04 10000000 1.28e-04
IOTUSD
10000 4.63e-04 60000 4.83e-04 100000 4.69e-04 300000 4.73e-04 700000 4.73e-04 3000000 4.73e-04 9000000 4.73e-04 10000000 4.79e-04
Dollar bars
DSHUSD
1000 9.50e-08 2000 7.82e-08 10000 9.13e-08 40000 9.69e-08 80000 9.31e-08 100000 9.31e-08 600000 8.75e-08 1000000 9.31e-08 3000000 8.94e-08
ZECUSD
1000 3.73e-09 2000 1.12e-08 10000 1.12e-08 30000 3.73e-09 60000 1.30e-08 100000 1.30e-08 500000 1.86e-09 1000000 1.30e-08 3000000 1.12e-08
BTCUSD
10000 2.38e-07 30000 1.94e-07 100000 2.61e-07 500000 2.24e-07 1000000 2.38e-07 2000000 2.01e-07 9000000 2.38e-07 20000000 1.71e-07 50000000 2.31e-07
XLMUSD
90 2.38e-07 100 2.38e-07 900 2.38e-07 2000 1.19e-07 5000 3.58e-07 10000 1.19e-07 40000 3.58e-07 100000 1.19e-07 200000 1.19e-07
XMRUSD
1000 2.24e-08 2000 2.61e-08 10000 1.49e-08 30000 2.98e-08 60000 2.24e-08 100000 1.49e-08 500000 2.61e-08 1000000 2.98e-08 3000000 1.86e-08
XRPUSD
9000 8.93e-04 10000 1.01e-03 90000 9.16e-04 200000 9.38e-04 500000 9.23e-04 1000000 8.85e-04 4000000 9.16e-04 10000000 9.23e-04 20000000 9.23e-04
EOSUSD
10000 3.62e-05 20000 4.10e-05 100000 4.01e-05 400000 4.10e-05 800000 3.72e-05 1000000 3.81e-05 6000000 3.91e-05 20000000 4.01e-05 40000000 4.01e-05
ETHUSD
10000 1.90e-05 30000 1.88e-05 100000 1.91e-05 400000 1.91e-05 900000 1.90e-05 1000000 1.91e-05 7000000 1.90e-05 20000000 1.89e-05 40000000 1.90e-05
OMGUSD
2000 6.32e-05 4000 6.40e-05 20000 6.40e-05 60000 6.37e-05 100000 6.39e-05 200000 6.38e-05 1000000 6.37e-05 3000000 6.38e-05 6000000 6.38e-05
ZRXUSD
100 4.77e-07 300 3.58e-07 1000 1.07e-06 5000 1.31e-06 10000 1.13e-06 20000 8.34e-07 90000 1.01e-06 200000 1.01e-06 500000 1.13e-06
NEOUSD
4000 5.07e-07 9000 4.47e-07 40000 4.77e-07 100000 4.77e-07 200000 4.77e-07 500000 5.36e-07 2000000 4.47e-07 6000000 5.36e-07 10000000 4.47e-07
LTCUSD
1000 1.19e-05 2000 1.20e-05 10000 1.18e-05 30000 1.20e-05 70000 1.18e-05 100000 1.22e-05 600000 1.22e-05 1000000 1.20e-05 3000000 1.19e-05
IOTUSD
6000 4.35e-04 10000 4.54e-04 60000 4.84e-04 100000 4.79e-04 300000 4.73e-04 700000 4.77e-04 3000000 4.79e-04 9000000 4.79e-04 10000000 4.79e-04
ZILUSD
10 1.49e-08 40 2.98e-08 90 0.00e+00 100 2.98e-08 700 1.49e-08 2000 4.47e-08 4000 1.49e-08
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