Following up on interest from competition teams, APEX:E3 has made available a new API for obtaining OHLCV data from FTX and CoinbasePro exchanges!

Why is it useful

Historic OHLCV data is useful as it enables you to make historic analyses and backtest trading strategies. Although historic trends are no indication of future performance, it may provide insight and data points for trading strategies and algorithm building.

How to use

We have made this API very easy to use, it is rate limited but requires no authentication for the duration of the competition.

API endpoint: https://api.apexe3.ai/__/data-service/fetchOHLCVHistory

Parameters:

exchange=COINBASEPRO or FTX
base=any base on these exchanges e.g. btc
quote=any quote on these exchanges e.g. usd
from=dd-mm-yyyy
to=dd-mm-yyyy
timeFrame=(1d, 4h, 1h, 15m, 1m)

Example HTTPS GET call (can also be called from the browser):

https://api.apexe3.ai/__/data-service/fetchOHLCVHistory?exchange=COINBASEPRO&base=btc&quote=usd&from=01-01-2018&to=31-12-2020&timeFrame=1d

Example response:

[[1606147200000,590.54,593.48,590.54,592.83,210.37149054],...]

Array index:

[0] - time in milliseconds
[1] - open price
[2] - high price
[3] - low price
[4] - close price
[5] - volume

N.B. FTX price data is still updating but will be fully available by 1st December but can still be used for testing.

APEX:E3 will be making a beta backtesting product available to students presently.

If you have any questions reach out to the APEX:E3 team through: contactus@apexe3.com, or Discord!