Loads ETHUSDT futures data on a 30-minute timeframe from Bybit by using vectorbt and CCXT.

vbt-bybit-futures.py

exchange = "bybit"
symbol = 'ETHUSDT'
timeframe = "30 minutes"
data_file = f'{exchange}_{symbol.replace(":", "_")}_{timeframe.replace(" ", "_")}.h5'

# Check if the local file exists
if os.path.isfile(data_file):
    print(f"Loading data from local file: {data_file}")
    data = vbt.HDFData.pull(data_file)
else:
    print(f"Local file not found. Fetching data...")
    data = vbt.CCXTData.pull(
        [symbol],
        exchange=exchange,
        timeframe=timeframe,
        start="2020-10-21",
        end="2025-05-18",
        exchange_config={
            'defaultType': 'future'
        }
    )
    # Save the fetched data to local file
    print(f"Saving data to local file: {data_file}")
    data.to_hdf(data_file)
    data.to_csv(data_file.replace('.h5', '.csv'))

print(data.stats())