Kraken perpetual futures — one day of one-minute data (2026-08-12)

Contents
One trading day of Kraken Futures perpetual data at one-minute resolution, so you can run a backtest the day you install TraderWe instead of waiting for your own recording to build up.
VenueKraken Futures
Marketperpetual
Symbols32
Rows36,852
Window2026-08-11 20:00 to 2026-08-12 20:00 ET
Symbol formatPF_XBTUSD
Symbols in this file include PF_XBTUSD, PF_ETHUSD, PF_SOLUSD, PF_ADAUSD, PF_HYPEUSD, PF_XRPUSD and 26 more. Each row carries 68 columns: price, per-minute buy and sell volume, turnover, trade strength, and ten levels of the order book on both sides.

1. Loading it

Because the venue is not in the filename, only one venue can occupy that folder at a time. Swap the file when you want to test a different one. We know this is awkward and it is on our list to fix. 1) Put the file in your data folder under record/futures/1m/ — create the folder if it is not there. 2) Rename it to futures_1m_20260812.db. The app reads the asset class from the folder and the date from the filename; the venue is not part of either. 3) Open Backtest. The date shows up in the available-data list and you can run against it.

2. What this is

Our own recording, captured from Kraken Futures's public market data feed by our recorder in Tokyo. Nothing here comes from a paid data vendor. One day at one-minute resolution is a sample for evaluating the software. It is not a data product, and it is not a substitute for recording your own. Serious research wants more days than this and the one-second frame. Kraken Futures uses its own symbol scheme — PF_ for perpetuals, and XBT where other venues write BTC. Signing differs from Kraken spot too, which is why the setup guide treats them as separate connections. If a download looks short, check the SHA-256 shown next to the file. A truncated database opens as a corrupt file rather than failing loudly.
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Files

kraken-futures_1m_20260812.db18.3 MB
SHA-256 4d9032e43cfaffa706780c15f6a0a8e9b2ecd79bf594fc91bd1b0787dab2f0d6

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3 replies

DataDrivenDee· Aug 2026 ago· edited Aug 2026 ago
The one-venue-per-folder thing is a bit awkward but fine for a look. Question though: with only 24h of 1m bars, is there anything you'd consider actually testable here beyond checking the loader works? Curious what you'd expect people to learn from a single day. Regime is whatever that day happened to be.
L
LurkerLee· Aug 2026 ago
so if the venue isn't in the filename, does the app just trust whatever i drop in there — or will it choke if i swap kraken for another venue mid-session without restarting?
TraderWeTraderWe Team· Aug 2026 ago
Two answers. On what is testable: your loader and your column mapping, whether your rules fire on the bars you think they do, and what your fill assumptions look like against a real ten-level book instead of a guessed spread. That last one is the reason we put depth in at all. What is not testable is edge, win rate, or anything you would size on. One day is one regime and you named it yourself. On swapping venues: the app does not read the venue from anywhere, the folder gives it the asset class and the filename gives it the date, so it will use whatever you put there. It will not choke. What it does do is stamp the source file's size and modified time into the converted copy and check them, so if you replace the file it rebuilds rather than quietly serving you the old venue's data. The mixup risk is in your own notes, not in the cache.
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