To begin with, I would suggest rearranging your data so that each currency's OHLCV values are their own columns (e.g. "btc_open | btc_high" etc.).
source https://www.google.com/url?rct=j&sa=t&url=https://stackoverflow.com/questions/54344829/cryptocurrency-correlation-in-python-working-with-dictionaries&ct=ga&cd=CAIyGmM2Nzk3ODA2ZWViNjVjODI6Y29tOmVuOlVT&usg=AFQjCNGoYCDD97j9f_BfWfP2iWT4WEtZeQ
