Files
foxhunt/wave153_bakeoff_kaggle/QUICK_REFERENCE.md
jgrusewski e8a68ee39f Download 360 DBN files (36.3 MB) using Rust databento client
- Created data/examples/download_ml_training_data.rs using reqwest + Databento HTTP API
- Downloaded 90 days × 4 symbols (ES.FUT, NQ.FUT, ZN.FUT, 6E.FUT)
- Files saved to test_data/real/databento/ml_training/
- Total: 360 files, 15 MB compressed DBN format
- Used existing Rust pattern from download_nq_fut.rs
- API key loaded from .env file
- 100% success rate (360/360 files)
- Ready for ML training benchmarks

Next: Create simplified training benchmark for RTX 3050 Ti GPU measurements
2025-10-13 13:30:02 +02:00

2.9 KiB

Kaggle Data Source - Quick Reference Card

Wave 153 Bake-Off

Date: 2025-10-12 | Score: 9.5/10 | Status: 🏆 BEST FREE OPTION


📊 At a Glance

Metric BTC/USD ETH/USD
Size 262 MB 22 MB
Rows ~3.8M ~320K
Last Update 4 days ago 1 month ago
Update Freq Daily Monthly
Exchanges 7 7
Usability 10.0/10 10.0/10
Quality 9.5/10 9.5/10

🎯 Quick Decision Matrix

Your Need Use Kaggle?
Backtesting YES - Perfect
ML Training YES - Excellent
Live Trading NO - 4-day lag
Academic Research YES - Free + cited
Quick Prototype YES - Easy CSV
HFT NO - 1-min only

📥 Download (30 seconds)

# Install
pip install kaggle

# Download
kaggle datasets download -d imranbukhari/comprehensive-btcusd-1m-data
kaggle datasets download -d imranbukhari/comprehensive-ethusd-1m-data

# Extract
unzip comprehensive-btcusd-1m-data.zip
unzip comprehensive-ethusd-1m-data.zip

Recommended File: *_Combined_Index.csv


Top 5 Strengths

  1. FREE - $0 cost
  2. Quality - 9.5/10 score
  3. Multi-Exchange - 7 sources
  4. Continuous - No gaps
  5. Maintained - Daily updates (BTC)

⚠️ Top 5 Limitations

  1. Preprocessed - Not raw
  2. Lag - 4 days (BTC)
  3. Not Real-Time - Unsuitable for live
  4. Large - 262MB download
  5. Kaggle Account - Required (free)

🔗 URLs

BTC: https://kaggle.com/datasets/imranbukhari/comprehensive-btcusd-1m-data
ETH: https://kaggle.com/datasets/imranbukhari/comprehensive-ethusd-1m-data


📋 5-Minute Validation

import pandas as pd

df = pd.read_csv('BTCUSD_1m_Combined_Index.csv', parse_dates=['timestamp'])

# 1. Basic stats
print(f"Rows: {len(df):,}")
print(f"Range: {df['timestamp'].min()} to {df['timestamp'].max()}")

# 2. OHLCV check
violations = ~((df['high'] >= df['low']) & (df['high'] >= df['open']) & (df['high'] >= df['close']))
print(f"OHLCV Violations: {violations.sum()}")

# 3. Completeness
daily = df.groupby(df['timestamp'].dt.date).size()
print(f"Completeness: {(daily == 1440).mean() * 100:.1f}%")

# 4. Volume
print(f"Zero Volume: {(df['volume'] == 0).mean() * 100:.1f}%")

🏆 Final Verdict

BEST FREE OPTION for backtesting and ML training.

Use Kaggle if: Free data, historical analysis, ML training
Skip Kaggle if: Need real-time, live trading, tick data

Hybrid Strategy: Kaggle (training) + Binance API (live)


  • Full Report: analysis_report.json
  • Executive Summary: EXECUTIVE_SUMMARY.md
  • Technical Details: TECHNICAL_DETAILS.md
  • This Card: QUICK_REFERENCE.md

Wave 153 | Agent: Kaggle Analysis | Status: COMPLETE