Data source node
1. Node overview
The data source node is a required parameter-definition card at the start of every data branch, not a standalone computation node. It does not call exchange APIs, retrieve data, or output a DataFrame. It only defines the extraction parameters required by the downstream data processing node, including exchange, market type, symbols, candlestick interval, and backtest period. Each branch starts with one data source connected one-to-one to one data processing node. This connection passes parameters; it does not carry a DataFrame. The data processing node is what calls exchange APIs, retrieves OHLCV, and outputs a DataFrame.
2. Interactive configuration
The panel below is the actual data source configuration. Use it to explore its four core sections: time range, exchange and market, symbol configuration, and data interval.
Pairs unsupported by the trading engine are removed automatically.
2.1 Time range
Defines the data window for a backtest or live run.Format: YYYY-MM-DD, e.g. 2024-01-01Format: YYYY-MM-DD, e.g. 2024-12-312.2 Exchange and market
Select the exchange and market from which data is retrieved.| Exchange | Identifier | Markets | Characteristics |
|---|---|---|---|
| Binance | binance | Spot / USDT-margined / coin-margined | Largest global exchange, deep liquidity, and the broadest symbol coverage. |
| OKX | okx | Spot / USDT-margined / coin-margined | Broad derivatives coverage and a stable API. |
| Binance & OKX (merged kline) | binance_okx_merged_kline | Spot / USDT-margined | Prices are volume-weighted across both exchanges and volumes are summed; only symbols supported by both are available. |
After selecting Binance & OKX merged kline, the symbol list is restricted automatically to instruments supported by both exchanges; coin-margined (CM) markets are unavailable.
2.3 Symbol configuration
Choose the symbols whose data will be retrieved.AllRetrieve every available symbol in the market.
Single / multipleSelect specific symbols such as BTCUSDT and ETHUSDT.
- For a single-instrument strategy, select one symbol such as BTCUSDT.
- For a multi-instrument or selection strategy, select multiple symbols; the system retrieves them in parallel.
- Symbol names must follow the exchange standard and are usually uppercase.
2.4 Data interval
Sets the candlestick interval, which determines data granularity and strategy frequency.Suitable for high-frequency and intraday strategies; larger datasets make backtests slower.
Suitable for trend-following and medium- to long-horizon strategies; smaller datasets make backtests faster.
3. Base columns for downstream extraction
The data source node does not output a DataFrame. Its parameters tell the downstream data extraction and processing node to retrieve the following base columns. These columns may be referenced by factor, label, and filter expressions in that node, but they are not passed farther downstream by default. Pass one through explicitly with an assignment such as close = close.
| Column | Type | Description |
|---|---|---|
timestamp | datetime | Candlestick timestamp (UTC) |
symbol | string | Trading symbol (present for multi-symbol data) |
open | float | Opening price |
high | float | Highest price |
low | float | Lowest price |
close | float | Closing price |
volume | float | Trading volume |
| timestamp | symbol | open | high | low | close | volume |
|---|---|---|---|---|---|---|
| 2024-12-11 00:00:00 | BTCUSDT | 97500.0 | 98200.0 | 97100.0 | 97800.0 | 15234.5 |
| 2024-12-11 01:00:00 | BTCUSDT | 97800.0 | 97950.0 | 97650.0 | 97750.0 | 8521.3 |
| 2024-12-11 02:00:00 | BTCUSDT | 97750.0 | 97850.0 | 97600.0 | 97820.0 | 6432.1 |
| 2024-12-11 03:00:00 | BTCUSDT | 97820.0 | 98100.0 | 97700.0 | 98050.0 | 9876.2 |
| 2024-12-11 04:00:00 | BTCUSDT | 98050.0 | 98300.0 | 97900.0 | 98150.0 | 7654.8 |
| timestamp | symbol | open | high | low | close | volume |
|---|---|---|---|---|---|---|
| 2024-12-11 00:00:00 | BTCUSDT | 97500.0 | 98200.0 | 97100.0 | 97800.0 | 15234.5 |
| 2024-12-11 00:00:00 | ETHUSDT | 3450.0 | 3485.0 | 3420.0 | 3470.0 | 52341.2 |
| 2024-12-11 00:00:00 | DOGEUSDT | 0.3850 | 0.3920 | 0.3810 | 0.3880 | 1823456.0 |
| 2024-12-11 01:00:00 | BTCUSDT | 97800.0 | 97950.0 | 97650.0 | 97750.0 | 8521.3 |
| 2024-12-11 01:00:00 | ETHUSDT | 3470.0 | 3495.0 | 3455.0 | 3480.0 | 41256.8 |
| 2024-12-11 01:00:00 | DOGEUSDT | 0.3880 | 0.3950 | 0.3860 | 0.3910 | 1654321.0 |
| 2024-12-11 02:00:00 | BTCUSDT | 97750.0 | 97850.0 | 97600.0 | 97820.0 | 6432.1 |
| 2024-12-11 02:00:00 | ETHUSDT | 3480.0 | 3510.0 | 3465.0 | 3495.0 | 38765.4 |
| 2024-12-11 02:00:00 | DOGEUSDT | 0.3910 | 0.3980 | 0.3890 | 0.3950 | 1456789.0 |
4. FAQ
A: Excessive data volume is usually the cause. Shorten the date range, use a longer candlestick interval, or reduce the number of symbols. Data is cached locally after the first retrieval, so subsequent requests are faster.
A: Yes. In paper trading and live trading, the data source automatically switches to live streaming.
A: One data source node supports one exchange. To use several exchanges, add multiple data source nodes and merge their data in the data processing node.