Binance Spot (high caps)

Downloadable CSV files API Docs Historical Data Details
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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.
https://api.tardis.dev/v1/exchanges/binance
api.tardis.dev
See Binance historical data coverage: available symbols, channels, date ranges and incidents
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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
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trades
BTCUSDT
2019-12-01
​Download sample​
incremental_book_L2
BTCUSDT
2019-12-01
​Download sample​
book_snapshot_25
BTCUSDT
2019-12-01
​Download sample​
quotes
BTCUSDT
2019-12-01
​Download sample​
trades
ETHUSDT
2020-03-01
​Download sample​
incremental_book_L2
ETHUSDT
2020-03-01
​Download sample​
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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
Node.js
cURL & HTTP API
cURL & tardis-machine
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# pip install tardis-client
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import asyncio
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from tardis_client import TardisClient, Channel
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tardis_client = TardisClient(api_key="YOUR_API_KEY")
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​
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async def replay():
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  # replay method returns Async Generator
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  messages = tardis_client.replay(
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    exchange="binance",
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    from_date="2019-12-01",
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    to_date="2019-12-02",
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    filters=[Channel(name="depth", symbols=["btcusdt"])]
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  )
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​
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  # messages as provided by Binance real-time stream
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  async for local_timestamp, message in messages:
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    print(message)
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​
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​
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asyncio.run(replay())
Copied!
See Python client docs.
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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​
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async function run() {
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  try {
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    const messages = replay({
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      exchange: 'binance',
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      from: '2019-12-01',
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      to: '2019-12-02',
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      filters: [{ channel: 'depth', symbols: ['btcusdt'] }],
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      apiKey: 'YOUR_API_KEY'
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    });
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​
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    // messages as provided by Binance real-time stream
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    for await (const { localTimestamp, message } of messages) {
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      console.log(localTimestamp, message);
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    }
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  } catch (e) {
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    console.error(e);
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  }
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}
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​
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run();
Copied!
See Node.js client docs.
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curl -g 'https://api.tardis.dev/v1/data-feeds/binance?from=2019-12-01&filters=[{"channel":"depth","symbols":["btcusdt"]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/binance?from=2019-12-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22btcusdt%22]}]&offset=0
api.tardis.dev
Example API response for Binance historical market data request
See HTTP API docs.
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curl -g 'localhost:8000/replay?options={"exchange":"binance","filters":[{"channel":"depth","symbols":["btcusdt"]}],"from":"2019-12-01","to":"2019-12-02"}'
Copied!
​Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.
See tardis-machine docs.
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Captured real-time channels 
Binance API Documentation
See Binance 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.
​trade​
​aggTrade - available since 2019-11-19
​ticker​
​bookTicker - available since 2019-09-21
​depth
Binance depth channel has been recorded with the fastest update speed API allowed at the time. It means until 2019-08-30 it was depth (without @time suffix) - book updates pushed every 1000ms  and after that date it was [email protected] - book updates pushed every 100ms (new API feature).

​depthSnapshot  - generated channel with full order book snapshots
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 depthmessages.
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Market data collection details
​Market data collection infrastructure for Binance since 2020-05-18 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK). 

Real-time market data is captured via multiple WebSocket connections. 
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Binance servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
​
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Binance COIN Futures
FTX
Last modified 3mo ago
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Contents
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details