Data sources

All coverage dates are what was on disk in September 2026, in UTC. Almost everything is free and public. The broker data needs a free demo account and a registered API application.

Crypto prices

Provider	Data	Coverage	Used for	Known issues
Binance public data archive	1-minute and hourly spot candles, perpetual funding rates	2020 – Aug 2026 (1-minute BTC/ETH/SOL for Kronos from Sep 2024)	Kronos, classic rules, dips, patterns, indicator atlas, funding filters, direction model	Coins listed today only (survivorship); USDT pairs stand in for the USDC pairs we would trade; a change from millisecond to microsecond timestamps in 2025 had to be handled
Bybit EU public API	BTC/USDC and ETH/USDC candles	1-minute from Jun 2026; daily for the live bot	Live bot exits, venue premium study	Thin spot order book
Bitstamp public API	BTC/USD daily candles	Aug 2011 – Sep 2026	Stablecoin signal, exits, calendar tests, direction model	The longest Bitcoin history in the project
Coinbase Exchange API	BTC-USD and ETH-USD daily candles	2015/2016 – Sep 2026	Direction model (Ether price, Coinbase premium)	300 candles per request
Deribit public API	DVOL implied-volatility index, BTC and ETH	Mar 2021 – Sep 2026	Direction model	Short history

On-chain and stablecoins

Provider	Data	Coverage	Used for	Known issues
DefiLlama	Total circulating supply of dollar stablecoins	Oct 2018 – Sep 2026	Stablecoin signal, direction model	56 coverage jumps of more than ±3% in a day between 2018 and 2022, up to +47%; cleaned against CoinMetrics
CoinMetrics Community API	MVRV, active addresses, exchange flows and reserves, hash rate, issuance, fees; USDT and USDC supply	BTC from 2010, ETH from 2015, stablecoins from 2017	Direction model, independent stablecoin check	Exchange attribution is revised retroactively; its daily timestamps are one day off from DefiLlama’s
TronGrid	USDT issue events and treasury outflows on Tron	Apr 2019 – Sep 2026	Stablecoin confirmation tests	Treasury wallets chosen by hand; issuance goes to the treasury first
Etherscan (free key)	USDC mint and burn events on Ethereum	Dec 2017 – Sep 2026	Combined flow signal	Reconstructing USDT flows on Ethereum failed and was not used

Attention, sentiment and calendar

Provider	Data	Coverage	Used for	Known issues
Wikimedia pageviews API	Daily views of the English Bitcoin, Cryptocurrency and Ethereum articles	Jul 2015 – Sep 2026	Direction model, attention hypotheses	History starts in mid-2015
alternative.me	Crypto Fear & Greed index	Feb 2018 – Sep 2026	Sentiment filters, direction model	Used from the next day only
Open-Meteo archive	Sunshine, cloud, temperature and rain in six financial centres	Aug 2011 – Sep 2026	Weather hypotheses	Rate limits
GFZ Potsdam	Geomagnetic Ap index, sunspots, solar flux	Aug 2011 – Sep 2026	Geomagnetism hypotheses	–
`holidays` and `ephem` libraries	Holidays in five countries, Moon phase	computed	Calendar and Moon hypotheses	–
News headlines, scored by a language model	2,480 crypto headlines from July 2026	Jul – Sep 2026	News reaction study	Only headlines after the model’s training cut-off were scored, so it could not remember the price reaction

Macro, rates and positioning

Provider	Data	Coverage	Used for	Known issues
FRED	Fed balance sheet, Treasury account, reverse repos, M2, 10-year real yield, NFCI, 2-year Treasury yield, OECD 3-month interbank and call-money rates for 16 currencies	from 1959–2003 depending on the series	Direction model, carry, yield momentum, FX predictor lab	Latest revised vintage only; publication lags applied
Yahoo Finance	Nasdaq, S&P 500, VIX, dollar index, 10-year yield, gold	2018 – Sep 2026	Macro filters, direction model	Unofficial endpoint
CFTC Traders in Financial Futures	Weekly positioning in CME Bitcoin and eight currency futures	2006 (FX) and 2018 (BTC) – Sep 2026	Direction model, weekly FX study	Tuesday positions published on Friday; lagged accordingly
Central banks and ministries	2-year yields: Bundesbank, Bank of England, Japan’s Ministry of Finance, Bank of Canada, Riksbank, Reserve Bank of Australia, Swiss National Bank	from 1974–2013 depending on the country	Yield-gap momentum	Australia only from Sep 2013, Switzerland ends Jul 2025, no free history for New Zealand and Norway
Federal Reserve Board	Scheduled FOMC meeting dates	2000–2026	FOMC test	–

Currency prices and costs

Provider	Data	Coverage	Used for	Known issues
Dukascopy public datafeed	Hourly bid candles for EUR/USD, GBP/USD, USD/JPY; EUR/USD ticks with best bid and ask sizes	Hourly 2020 – Aug 2026; ticks on 44 sampled days, Mar – Sep 2026	First-round FX rules; order-book imbalance test	Slow server, so every third weekday and 07–18 UTC were sampled
cTrader Open API (broker demo)	1-minute bid bars for nine instruments; daily bars for 16 USD pairs; EUR/USD bid and ask ticks; spreads by hour; swap rates; order-book depth stream	1-minute from Jan 2016, daily from 2000, 8.7 million ticks Mar – Sep 2026, depth from 29 Sep 2026	FX grids, indicator atlas, carry and daily studies, tick scalping, cost model, ladder test	Demo feed; ask prices of bars reconstructed from the measured spread profile; a single swap snapshot applied to all years; the demo depth stream is a fixed ladder of sizes

Models

Provider	Data	Used for	Notes
Hugging Face and GitHub	Kronos-small and Kronos-base weights and tokenizers, open-source model code	Kronos study	512-bar context window; one variant fine-tuned by us on 5-minute crypto bars

Where the bots trade

Venue	Use	Notes
Bybit EU, demo	Daily Bitcoin bot, spot market orders	Demo keys only work on the demo server; the bot tracks its own balance
cTrader-connected CFD broker, demo	Scalping bot and depth recorder	The client refuses the live server

Tried and not used

GDELT news volume and tone (download abandoned), USDT flows on Ethereum (reconstruction unreliable), Australian 2-year yields before 2013 (history file not available), New Zealand and Norwegian 2-year yields (no free source), bank order-flow data (private), retail sentiment histories (no free history).