Markets & Data
Which exchanges, which pairs, how far back, and where the gaps are.
Exchanges and pairs
Quantinger sources market data from Binance and Bybit, spot and perpetual futures both. Symbol search covers roughly four hundred pairs on Binance and a comparable set on Bybit — enough to cover every major and most mid-cap listings, not a curated shortlist.
Binance's own futures/dapi feed is currently unreachable from Quantinger's server IP, so real-time Binance liquidation-stream coverage is Bybit-only for now; historical OHLCV data from both exchanges is unaffected.
Timeframes
All fifteen standard timeframes are supported end to end, from 1-minute up to monthly (1m/3m/5m/15m/30m/1h/2h/4h/6h/8h/12h/1d/3d/1w/1M) — the same set on the chart, the strategy builder, and the backtest engine, so what you see on the chart is exactly what the engine replays.
History depth by tier
How far back you can pull history is tier-gated: Free gets 365 days, Pro gets 3,650 days (ten years), Elite gets the exchange's full available history with no platform-imposed cap. This limit applies to backtesting and chart history; live prices are unrestricted at every tier.
Data gaps and honesty
Real market data has gaps — an exchange outage, a newly-listed pair with a short history, a delisted pair whose data stops. Quantinger does not backfill or synthesize missing candles. If a backtest's requested date range has less real data than requested, the run reports the actual bar count it used rather than silently padding the result.
Today's symbol list reflects today's listed pairs. A backtest over years of history cannot include a coin that was delisted before you ran it — factor that into how you read old results.