📘 Chapter 3: "How to Download Historical K-Line Data in Crypto? Freqtrade download-data Tutorial"

In Freqtrade, K-line data is the foundation for backtesting, optimization, and live trading. Whether you are a strategy developer or researcher, mastering the download-data command is the first step in quantitative trading.

This article explains how to use freqtrade download-data to download historical market data, including common parameters, Docker usage, download recommendations, and supported exchanges.

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📥 1. Basic Command Format

1. Download by specifying trading pairs:

freqtrade download-data \
  --exchange binance \
  --pairs BTC/USDT \
  --timeframes 1h \
  --timerange 20230101-20230701

2. Download according to config.json:

freqtrade download-data \
  --config user_data/config.json \
  --timeframes 15m \
  --timerange 20200101-20250626

Common Parameter Explanation

Parameter	Description
--exchange	Choose exchange (e.g., binance, bybit, kucoin)
--pairs	Specify trading pairs, e.g., BTC/USDT, multiple separated by commas
--timeframes	Timeframe to download, e.g., 1m, 15m, 1h, 1d
--timerange	Data period, format YYYYMMDD-YYYYMMDD
--days	Download the last N days of data (mutually exclusive with timerange)
--config	(Optional) Use an existing config file to specify exchange

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📊 2. Suggestions for Downloading Multiple Coins / Timeframes

1. Multiple pairs (e.g., BTC, ETH, BNB):

--pairs BTC/USDT,ETH/USDT,BNB/USDT

2. Multiple timeframes (e.g., download 15m and 1h simultaneously):

--timeframes 15m,1h

3. Best practice: download each timeframe separately for easier management:

freqtrade download-data --timeframes 15m
freqtrade download-data --timeframes 1h

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🐳 3. Downloading Data in Docker

For Docker deployments, the command differs slightly:

docker compose run --rm freqtrade download-data \
  --config /quants/freqtrade/user_data/config.json \
  --timeframes 15m \
  --timerange 20220101-20230701

Ensure you mount the user_data/ directory correctly in docker-compose.yml:

volumes:
  - "./user_data:/quants/freqtrade/user_data"

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📂 4. Where Is the Data Stored?

Downloaded K-line data is saved at:

user_data/data/<exchange>/<pair><timeframe>-<type>.feather

Example:

user_data/data/binance/BTC_USDT_USDT-5m-futures.feather

Freqtrade automatically recognizes and uses these files for backtesting and optimization.

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🔍 5. Supported Exchanges in Freqtrade

You can run the following command to see supported exchanges:

freqtrade list-exchanges

Common supported exchanges (may vary by version):

• Binance (Spot / Futures)
• Bybit
• KuCoin
• Huobi
• Kraken
• OKX
• Coinbase Pro
• Gate, etc.

⚠️ Some exchanges require an API key to download historical data.

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✅ 6. Notes and Recommendations

Item	Recommendation
Download period	Usually cover at least 3–6 months of data
Time granularity	For strategy development, 1h or 15m is common; for high-frequency strategies, use 1m
Longer historical data	Too long data may mislead due to structural market changes
Local storage	1m data consumes significant disk space

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📌 Summary

freqtrade download-data is the starting point for all strategy development. This article covered:

• Parameter usage: exchange / pairs / timeframes / timerange
• Techniques for downloading multiple coins and multiple timeframes
• Docker environment download method
• Data storage path and supported exchanges