KlineBuilder – OHLCV crypto dataset generator, 5 seconds

KlineBuilder – Crypto OHLCV Dataset Generator - The automatic generator of high-precision historical crypto price datasets

KlineBuilder is a high-precision crypto historical price (dataset) generator, developed in .NET 8.0 and designed to automatically transform raw historical data from Binance into clean, OHLCV 5s format files, verified and optimized for analysis and algorithmic trading.

Functioning :

  1. You are purchasing a license (BTC, ETH, etc.)
  2. You add it in KlineBuilder
  3. The application downloads, verifies integrity, checks consistency, and generates your data.
  4. The final files will arrive in your Documents folder.


❌ The problem: why do standard data skew your analyses?

Free historical data is often raw, incomplete (data gaps), unsynchronized, and at best provided in one-minute bars. Using one-minute data for backtesting high-frequency strategies (scalping, arbitrage) introduces an irreparable performance bias , leading to false positives and ineffective bots in production.

✅ The solution: your Binance data rebuilt in 5 seconds

With KlineBuilder and your Market5s license, you gain access to historical Binance data, cleaned, integrity-checked, and meticulously reconstructed in OHLCV format with a 5-second granularity. This level of detail offers an excellent balance between accuracy and performance: five times smaller than 1-second data, yet infinitely more informative than 1-minute data. Ideal for backtesting, simulation, and developing reliable and replicable automated models.

⭐ Why did we create KlineBuilder?

We developed KlineBuilder to provide a reliable , automated , and rules-compliant way to access Binance data. Since the data is intended for personal use and not for redistribution, our tool allows each user to generate their own historical data directly from Binance's official archives and then convert it into a clean, consistent, and usable format for backtesting.

⚙️ Compilation: Multi-platform

Thanks to its cross-platform compilation, KlineBuilder runs natively on Windows and Linux, without any additional installation. Simply launch the application, add your licenses, and instantly generate clean and reliable historical data.


Platform

Guaranteed Error-Free Historical Cryptocurrency Data

  • Zero Sequence Error:
    We guarantee that each line of raw data is separated by exactly 1
    second and that the final aggregation is perfectly timed over 5 seconds
    (modulo 5s). Any discontinuity is indicated, ensuring that your
    algorithms do not experience any temporal drift.

  • Price Reliability:
    The data is validated in real time by our analysis tool in order to detect and correct extreme prices, inconsistencies and OHLC anomalies that may distort your averages and indicators.

  • File Authenticity:
    During the download, we automatically verify the official Binance checksum . If any file corruption is detected during the transfer, the files are immediately re-downloaded, guaranteeing bit-for-bit integrity.

  • Ready-to-Use Format Guaranteed:
    Our program ensures that all data is perfectly aggregated at the required 5-second interval. Timestamp continuity control eliminates missing or malformed bars, allowing you to launch your backtest without prior preparation. Directly compatible with popular libraries (pandas, backtrader, etc.).

Functionality

  • Ease of use
  • Binance parallel data download
  • Automatic verification via SHA256 checksum
  • Decompression + optimized parsing
  • Detection of temporal anomalies (missing or incorrect timestamps)
  • Price consistency check
    (Low ≤ Open ≤ High and Low ≤ Close ≤ High)
  • Reconstruction of 5-second candlesticks (Timestamp/Open/High/Low/Close/Volume/QuoteVolume)
  • Automatic export to the user folder (Documents/Market5s/Datasets)
  • Multi-license management (activation, download mapping, supported peers)
  • KlineBuilder guarantees consistent, verified data ready for algorithmic trading.

Without these checks, your trading signals could be based on false data, leading to unrealistic backtesting results.

User Experience

  • Interface : Console-based application, lightweight, fast and perfectly suited to technical or server environments.
  • Data source : Direct and transparent download from Binance's official CDN , guaranteeing authentic and unaltered data.
  • Error handling : In case of an incorrect checksum or non-compliant file, KlineBuilder automatically deletes the invalid data and restarts the download to ensure perfect integrity.
  • Modular Delivery : Organization of data by monthly files (e.g. BTC-2024-01.csv ), optimizing memory management, loading speed and compatibility with backtesting tools.


Introducing the Market5s_KlineBuilder application on Windows

Introducing the Market5s_KlineBuilder application under Linux

Official Disclaimer

This software does not provide any Binance data and does not redistribute any content.
The data is downloaded directly from Binance's public CDN.
This product is not affiliated with Binance.