Datasets

data_clean.rds: this file contains 613398 trades of the BTCUSD pair, ranging from the 2011/09/13 till the 2017/07/13. These trades data were downloaded from the bitcoincharts API using the function bitcoincharts_single_download from the bitcoinFinance package.

data_clean_RC.rds: this file contains the (intraday) trades and daily returns, ranging from the 2014/12/01 till the 2018/03/18, of the following pairs:

• BTCMXN (traded on localbitcoins.com)
• BTCEUR (traded on bitcoin.de)
• BTCEUR (traded on kraken.com)
• BTCINR (traded on localbitcoins.com)
• BTCUSD (traded on gdax.com - formerly known as the Coinbase exchange)

These trades data were downloaded from the bitcoincharts API using the function bitcoincharts_single_download, and aggregated using the function aggregate_merge_bictoincharts_data, both of them from the bitcoinFinance package.