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On this page
  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
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  1. Historical Data Details

Binance Spot

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

PreviousBinance COIN FuturesNextFTX

Last updated 2 years ago

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.

Downloadable CSV files

data type

symbol

date

trades

BTCUSDT

2019-12-01

incremental_book_L2

BTCUSDT

2019-12-01

book_snapshot_25

BTCUSDT

2019-12-01

quotes

BTCUSDT

2019-12-01

trades

ETHUSDT

2020-03-01

incremental_book_L2

ETHUSDT

2020-03-01

API Access and data format

# 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="2019-12-01",
    to_date="2019-12-02",
    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())
// npm install tardis-dev
const { replay } = require('tardis-dev');

async function run() {
  try {
    const messages = replay({
      exchange: 'binance',
      from: '2019-12-01',
      to: '2019-12-02',
      filters: [{ channel: 'depth', symbols: ['btcusdt'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Binance real-time stream
    for await (const { localTimestamp, message } of messages) {
      console.log(localTimestamp, message);
    }
  } catch (e) {
    console.error(e);
  }
}

run();
curl -g 'https://api.tardis.dev/v1/data-feeds/binance?from=2019-12-01&filters=[{"channel":"depth","symbols":["btcusdt"]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"binance","filters":[{"channel":"depth","symbols":["btcusdt"]}],"from":"2019-12-01","to":"2019-12-02"}'

Captured real-time channels

Market data collection details

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

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

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 or official that can perform data normalization client-side.

See .

See .

See .

is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to that provides data only in minute by minute slices.

See docs.

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

- available since 2019-11-19

- available since 2019-09-21

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 depth@100ms - book updates pushed every 100ms (new API feature).

- 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 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.

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.

downloadable CSV files documentation
downloadable CSV files
client libs
Python client docs
Node.js client docs
HTTP API docs
Tardis-machine
HTTP API
tardis-machine
trade
aggTrade
ticker
bookTicker
depth
depthSnapshot
sequence numbers
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
See Binance historical data coverage: available symbols, channels, date ranges and incidents
Example API response for Binance historical market data request
See Binance WebSocket API docs providing documentation for each captured channel's format
https://api.tardis.dev/v1/exchanges/binanceapi.tardis.dev
https://api.tardis.dev/v1/data-feeds/binance?from=2019-12-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22btcusdt%22]}]&offset=0api.tardis.dev
Binance API Documentation
Logo
HTTP API
Market data collection infrastructure