Data Reference
Supported assets, timeframes, data format, and historical coverage.
Overview
The Backtesting API uses historical OHLCV (Open, High, Low, Close, Volume) data sourced from Coinbase. The data is normalized, stored server-side, and used directly by the execution engine — you do not need to download or manage any data.
Supported Assets
The following asset pairs are currently supported. The available date range for each pair is listed in the Console when configuring a backtest.
| Asset Pair | Quote | Exchange | Notes |
|---|---|---|---|
| BTC-USDC | USDC | Coinbase | Most complete historical coverage. |
| ETH-USDC | USDC | Coinbase | |
| ETH-USDT | USDT | Coinbase | |
| SOL-USDC | USDC | Coinbase | Shorter history than BTC/ETH. |
| BTC-USDT | USDT | Coinbase |
#Timeframes
All timeframes use the closing price of each candle as the reference point for indicators and entry execution.
| Timeframe | Candle duration | Notes |
|---|---|---|
| 15M | 15 minutes | Highest data density. Largest date ranges take ~200ms. |
| 30M | 30 minutes | |
| 1H | 1 hour | Recommended for most strategies. Good balance of detail and signal quality. |
| 2H | 2 hours | |
| 4H | 4 hours | Fewer signals per day. Good for swing strategies. |
| 1D | Daily | Fastest execution. Macro-level strategies. |
The timeframe is set in the configuration block of the strategy. The same strategy definition can be tested across different timeframes by changing only the timeframe value.
#OHLCV Format
Each candle in the dataset has five fields, all accessible in strategy inputs and conditions:
| Variable | Description |
|---|---|
| open | Opening price of the candle. |
| high | Highest price reached during the candle. |
| low | Lowest price reached during the candle. |
| close | Closing price of the candle. Used for entry execution. |
| volume | Total volume traded during the candle period. |
close is the most commonly used series for indicators. Use volume with volumeSpike() orvolumeSma() for volume-based conditions.Data Guarantees
What is guaranteed
- OHLCV data is sourced directly from Coinbase and is not altered.
- Candles are aligned to UTC timestamps.
- Gaps in market data (e.g. exchange downtime) are handled by the engine — missing candles are skipped.
- Data is not adjusted for splits, dividends, or any post-hoc events (crypto assets do not have these).
Limitations
- Historical data is limited to what is available from Coinbase. Very early dates may have incomplete coverage.
- Intra-candle price movement is not simulated beyond SL/TP checks using high/low.
- Tick data is not available. The minimum resolution is 15-minute candles.