This tutorial will guide you through the simplest way to download historical cryptocurrency OHCL market data via exchange APIs. We'll use this data to train our Reinforcement Learning Bitcoin trading agent that could finally beat the market! Algorithmic trading is a popular way to address the rapidly changing and volatile environment of cryptocurrency markets. However, implementing an automated trading strategy is challenging and requires a lot of backtesting, which involves a lot of historical data and computational power. While developing a Bitcoin RL trading bot, I found out that it's pretty hard to get lower timeframe historical timeframe data.