Dark Tower Data is an independent U.S.-based market data publisher.
We publish audit-ready OHLCV datasets for Forex, Crypto, and Stocks, delivered as immutable daily ZIP bundles with SHA-256 manifests for verification.
All datasets are versioned, transparent, and built for deterministic reproducibility.
Primary site
https://darktowerdata.com/
Download data packs
https://darktowerdata.com/data.html
All datasets follow a consistent OHLCV schema designed for quantitative research, backtesting, and machine learning pipelines.
Example row:
timestamp_utc,symbol,timeframe,open,high,low,close,volume
2026-03-13T00:00:00Z,BTC/USD,M5,70532.685,70532.685,70424.361,70449.3,0.0
Fields
timestamp_utc — ISO8601 UTC timestamp
symbol — trading pair or ticker
timeframe — candle interval (M1, M5, M15, H1, etc)
open — opening price
high — high price
low — low price
close — closing price
volume — traded volume when available
Dark Tower Data datasets are built with the following principles:
• UTC-normalized timestamps
• deterministic candle boundaries
• immutable daily dataset releases
• SHA-256 verification manifests
• reproducible research workflows
• no survivorship bias
• audit-ready structure
Datasets are delivered as daily ZIP bundles containing:
CSV dataset files
SHA-256 manifest files
dataset metadata
Example structure
Each bundle can be verified using standard SHA-256 tools.
Current datasets include:
Forex
Crypto
Stocks
Additional markets and timeframes may be added as the dataset expands.
Developers and researchers can download evaluation datasets here:
https://darktowerdata.com/data.html
Dark Tower Data focuses on clean, deterministic financial datasets designed for:
quantitative research
algorithmic trading
backtesting systems
data integrity validation
market microstructure analysis
All releases emphasize transparency, auditability, and reproducibility.
Dataset usage terms are described at: