Binance US

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

Binance US exchange historical data for all its currency pairs is available since 2019-09-25.

See Binance US 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

2019-12-01

trades

BTCUSD

2019-12-01

quotes

BTCUSD

2019-12-01

API Access and data format

Historical data format is the same as provided by real-time Binance US 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 US 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 spot trade executions stream

  • deptharrow-up-right Incremental order book updates stream subscribed as @depth@100ms

  • depthSnapshotarrow-up-right — generated Generated full order book snapshots stream. Binance.US 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). Snapshot messages are marked with "stream":"<symbol>@depthSnapshot" and "generated":true.

    During data collection, integrity of incremental order book updates is validated using sequence numbers from the real-time feed (U and u fields). If a missed message is detected, the WebSocket connection is restarted. Initial book snapshots fetched from REST API are also validated for overlap with received depth messages.

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

  • aggTradearrow-up-right — available since 2019-11-19 Aggregated spot trade executions stream

  • tickerarrow-up-right 24h spot ticker updates stream

Market data collection details

Market data collection infrastructure for Binance US is located in GCP europe-west2 region (London, UK).

Real-time market data is captured via multiple WebSocket connections to wss://stream.binance.us:9443/stream.

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Binance.US servers are located in AWS us-east-1 region (N. Virginia, USA).

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