Binance COIN Futures

Binance COIN Margined Futures historical market data details - instruments, data coverage and data collection specifics

Binance COIN Futures historical data for all its instruments is available since 2020-06-16.

See Binance COIN Futures 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

BTCUSD_200925

2020-07-01

trades

BTCUSD_200925

2020-07-01

derivative_ticker

BTCUSD_200925

2020-07-01

API Access and data format

Historical data format is the same as provided by real-time Binance COIN Futures 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 perform data normalization client-side.

Captured real-time channels

See Binance COIN Futures WebSocket API docs providing documentation for each captured channel's format
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Click any channel below to see HTTP API response with historical data recorded for it.

  • tradearrow-up-right Public COIN futures trade executions stream

  • deptharrow-up-right Incremental COIN futures order book updates stream. Subscribed as depth@0ms with real-time dynamically adjusted update speed.

  • depthSnapshotarrow-up-right — generated channel Binance COIN Futures 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 numbersarrow-up-right 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.

  • bookTickerarrow-up-right Best bid and best ask updates stream

  • forceOrderarrow-up-right — available since 2020-07-08 Liquidation order stream publishing only the latest liquidation per symbol in each 1000ms window

  • markPricearrow-up-right Mark price and funding metrics stream subscribed as @markPrice@1s

  • indexPricearrow-up-right Index price updates stream subscribed as @indexPrice@1s

  • openInterestarrow-up-right — generated channel

    WebSocket API does not provide this stream. Snapshots are fetched from the REST open interest endpointarrow-up-right about every 6 seconds per instrument. Messages are marked with "stream":"<symbol>@openInterest" and "generated":true fields with REST response format.

  • aggTradearrow-up-right Aggregated COIN futures trade executions stream

  • tickerarrow-up-right 24h COIN futures ticker updates stream

  • topLongShortAccountRatioarrow-up-right — generated channel, available since 2020-10-28

    Top trader long/short ratio (accounts), sourced by querying REST endpoint every minute

  • topLongShortPositionRatioarrow-up-right — generated channel, available since 2020-10-28

    Top trader long/short ratio (positions), sourced by querying REST endpoint every minute

  • globalLongShortAccountRatioarrow-up-right — generated channel, available since 2020-10-28

    Global long/short ratio, sourced by querying REST endpoint every minute

  • takerBuySellVolarrow-up-right — generated channel, available since 2021-12-01

    Taker buy/sell volume ratio, sourced by querying REST endpoint every minute

  • !contractInfo — available since 2023-04-01 Contract metadata updates stream pushed when listing, settlement, or bracket information changes

Market data collection details

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

Real-time market data is captured via multiple WebSocket connections to wss://dstream.binance.com/stream.

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

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