Binance Spot

Binance historical market data details - currency pairs, data coverage and data collection specifics

Binance historical data for high caps currency pairs is available since 2019-03-30, data for all currency pairs is available since 2021-03-05.

https://api.tardis.dev/v1/exchanges/binanceapi.tardis.dev

See Binance historical data coverage: available symbols, channels, date ranges and incidents

Downloadable CSV files

Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.

data type	symbol	date
incremental_book_L2	BTCUSDT	2019-12-01	Download sample
trades	BTCUSDT	2019-12-01	Download sample
quotes	BTCUSDT	2019-12-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Binance WebSocket API with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that can perform data normalization client-side.

Python

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")

async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="binance",
    from_date="2023-03-01",
    to_date="2023-03-02",
    filters=[Channel(name="depth", symbols=["btcusdt"])]
  )

  # messages as provided by Binance real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

Node.js

cURL & HTTP API

cURL & tardis-machine

Captured real-time channels

Changelog | Binance Open Platformbinance-docs.github.io

See Binance WebSocket API docs providing documentation for each captured channel's format

Click any channel below to see HTTP API response with historical data recorded for it.

• trade Public spot trade executions stream

• depth Incremental order book updates stream. Recorded with the fastest API cadence available at the time: until 2019-08-30 it was subscribed as depth (1000ms updates), after that as depth@100ms (100ms updates).

• depthSnapshot — generated channel Binance real-time WebSocket API does not provide initial order book snapshots. To overcome this issue we fetch initial order book snapshots from REST API and store them together with the rest of the WebSocket messages — top 1000 levels. Such snapshot messages are marked with "stream":"<symbol>@depthSnapshot" and "generated":true fields.

  During data collection integrity of order book incremental updates is being validated using sequence numbers provided by real-time feed (U and u fields) — in case of detecting missed message WebSocket connection is being restarted. We also validate if initial book snapshot fetched from REST API overlaps with received depth messages.

• bookTicker — available since 2019-09-21 Best bid and best ask updates stream

• aggTrade — available since 2019-11-19 Aggregated spot trade executions stream

• ticker 24h spot ticker updates stream

• borrowInterest — generated channel, available since 2021-02-23 Margin borrow interest snapshots stream. Polled from Binance margin REST endpoint about every minute. Messages are marked as "stream":"<asset>@borrowInterest" and "generated":true.

Market data collection details

Market data collection infrastructure for Binance is located in GCP asia-northeast1 region (Tokyo, Japan).

Real-time market data is captured via multiple WebSocket connections to wss://stream.binance.com/stream?timeUnit=microsecond.

Binance servers are located in AWS ap-northeast-1 region (Tokyo, Japan).