If you have your own data that has/hasn't been processed, you should conform to the following structure. Basically, load your data into a Pandas dataframe object and be sure to convert the dates to datetime format and include the following lowercase column titles. If you don't have your own data, we've included a useful function for grabbing historical charting data from the Poloniex exchange. In this example, we'll trade the BTC/ETH pair on a 30 minute timeframe. To demonstrate the versatility of our data grabber, we will ignore the last 30 days of data in our backtest and look at the 60 days before then. With the poloniex helper function, it's easy to do that.