ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
Welcome to bitMEX data: limited beta version!
This is a work in progress, so there will be constant updates, but there are already several tabs which aggregate my data.
WHAT is my data? I have manually collected OHLC+vol data on an hourly basis on bitMEX going back to april 1st. I wanted to have roughly 90 days worth of data to start with, and as we move forward, obviously the range will grow as well
WHY use this data? By analyzing this data, we can observe trends, know when the most active times are, and know what the average volume and range is for any given hour, day, or combination of both
WHEN is this data refreshed? I try to update these sheets daily, but will never be more than several days before adding latest data totals
HOW to use this data? I will explain the different tabs below and what exactly they are telling/showing us.
UPDATES:
2
"by day+time" tab:
This shows us average volume and % range for any particular day+hour. Each day of the week is broken into 5 columns:
column1: (blue)shows us average volume, in millions, for that particular day+hour
column2: (red+green)shows us the change in that average volume from prior week
column3: is a minigraph (sparkline) showing us the direction of that average over last 52 weeks
column4: (yellow) shows us the average % range for that particular day+hour
column5: (red+green) shows us the % change in that average range from prior week
Across the bottom, we can see the overall average volume and % range for that specific day; and the change from prior week
Down the right side, we can see the overall average volume and % range for that specific hour; the the change from prior week
* sparklines converted to 52 weeks

* new tab showing hourly avgerages broken down by month

* working on tab to show 2% moves per month
3
"odds of range" tab:
This shows us the rate of occurance of a particular sized move for any particular day+hour
For example, if we look at 12am Mondays...100% of the time we saw a range of at least 0.5% in that hourly candle; 50% of the times range was greater than 1.0%; and so on.
Along the very bottom you can see how many weeks ("instances") this data covers. Obviously, as we move forward, that number will increase.
(Since I started my data on April 1st, Sunday will be the first day of week that increases in the "# of instances")
UPDATED THROUGH:

Saturday 9/7 close
(week 75)
**Most tabs, including the main ones will be updated more recently than date shown on left.**
4
"hourly volume heatmap" tab:
This gives us a simple heat-mapped view of the most active hourly volume averages across all days+hours
Also provides a chart view of average volume per day of the week
(previous full update was sat 7/13)
5
"sparkline" tab:
This is an enlarged view of column3 from the "by day+time" tab.
Each cell is entirely independent of each other, and offers ZERO comparitive value from one to a next.
This is designed merely to quickly see whether average volume has been trending up or down over the previous 52 weeks.
NOTES:
* All times referenced are in UTC time and all volume is in millions
* Suggestions on how to improve this data, and what else I can add is always welcomed and encouraged
* The way this is set-up, it will automatically refresh the data on your end as i update my end. All you need to do is refresh your sheet
* This version is a 'first edition' and plan on continuously improving upon this. I also hope to soon make availalble a "full" version that includes ALL of my sheets, including the raw OHLC+vol data
6
Donations are welcome as it allows me to continue developing this project, to which there are several hundred hours spent on this so far:
7
BTC tip jar:1HWboE3fijGDoGhRZm9DsZqniRpNvNR6h3
8
ETH tip jar:0x1deeb9d451faaf83eabb431230d2d3da3a6f58fb
9
LTC tip jar:LYGATPXPw2Jzyqnzpz5j2T4HMfGzJvaWpR
10
All data compiled courtesy of @pjmorin20^^(see comment pop-up to have copy function available) ^^
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100