# Binance Spot

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**.

{% embed url="<https://api.tardis.dev/v1/exchanges/binance>" %}
See Binance historical data coverage: available symbols, channels, date ranges and incidents
{% endembed %}

### 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](https://docs.tardis.dev/downloadable-csv-files/overview).

| data type             | symbol  | date       |                                                                                                         |
| --------------------- | ------- | ---------- | ------------------------------------------------------------------------------------------------------- |
| incremental\_book\_L2 | BTCUSDT | 2019-12-01 | [Download sample](https://datasets.tardis.dev/v1/binance/incremental_book_L2/2019/12/01/BTCUSDT.csv.gz) |
| trades                | BTCUSDT | 2019-12-01 | [Download sample](https://datasets.tardis.dev/v1/binance/trades/2019/12/01/BTCUSDT.csv.gz)              |
| quotes                | BTCUSDT | 2019-12-01 | [Download sample](https://datasets.tardis.dev/v1/binance/quotes/2019/12/01/BTCUSDT.csv.gz)              |

### 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](https://docs.tardis.dev/downloadable-csv-files/overview) or official [client libs](https://docs.tardis.dev/api/quickstart) that can perform data normalization client-side.

{% tabs %}
{% tab title="Python" %}

```python
# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="binance",
        from_date="2023-03-01",
        to_date="2023-03-02",
        filters=[Channel(name="depth", symbols=["btcusdt"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Binance real-time stream
        print(message)

asyncio.run(main())
```

See [Python client docs](https://docs.tardis.dev/python-client/quickstart).
{% endtab %}

{% tab title="Node.js" %}

```javascript
// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'binance',
  from: '2023-03-01',
  to: '2023-03-02',
  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);
}
```

See [Node.js client docs](https://docs.tardis.dev/node-client/quickstart).
{% endtab %}

{% tab title="cURL & HTTP API" %}

```bash
curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/binance?from=2023-03-01&filters=[{"channel":"depth","symbols":["btcusdt"]}]&offset=0'
```

{% embed url="<https://api.tardis.dev/v1/data-feeds/binance?from=2023-03-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22btcusdt%22]}]&offset=0>" %}
Example API response for Binance historical market data request
{% endembed %}

See [HTTP API docs](https://docs.tardis.dev/api/http-api-reference).
{% endtab %}

{% tab title="cURL & tardis-machine" %}

```bash
curl -g 'localhost:8000/replay?options={"exchange":"binance","filters":[{"channel":"depth","symbols":["btcusdt"]}],"from":"2023-03-01","to":"2023-03-02"}'
```

[Tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](https://docs.tardis.dev/api/http-api-reference) that provides data only in minute by minute slices.

See [tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) docs.
{% endtab %}
{% endtabs %}

### Captured real-time channels

{% embed url="<https://binance-docs.github.io/apidocs/spot/en/#websocket-market-streams>" %}
See Binance WebSocket API docs providing documentation for each captured channel's format
{% endembed %}

{% hint style="info" %}
Click any channel below to see [HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) response with historical data recorded for it.
{% endhint %}

* [trade](https://api.tardis.dev/v1/data-feeds/binance?from=2024-01-01\&filters=\[{%22channel%22:%22trade%22}]) Public spot trade executions stream
* [depth](https://api.tardis.dev/v1/data-feeds/binance?from=2024-01-01\&filters=\[{%22channel%22:%22depth%22,%22symbols%22:\[%22btcusdt%22]}]) 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](https://api.tardis.dev/v1/data-feeds/binance?from=2024-01-01\&filters=\[{%22channel%22:%22depthSnapshot%22,%22symbols%22:\[%22btcusdt%22]}]) — 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](https://binance-docs.github.io/apidocs/spot/en/#how-to-manage-a-local-order-book-correctly) 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](https://api.tardis.dev/v1/data-feeds/binance?from=2024-01-01\&filters=\[{%22channel%22:%22bookTicker%22,%22symbols%22:\[%22btcusdt%22]}]) — available since **2019-09-21** Best bid and best ask updates stream
* [aggTrade](https://api.tardis.dev/v1/data-feeds/binance?from=2024-01-01\&filters=\[{%22channel%22:%22aggTrade%22}]) — available since **2019-11-19** Aggregated spot trade executions stream
* [ticker](https://api.tardis.dev/v1/data-feeds/binance?from=2024-01-01\&filters=\[{%22channel%22:%22ticker%22,%22symbols%22:\[%22btcusdt%22]}]) 24h spot ticker updates stream
* [borrowInterest](https://api.tardis.dev/v1/data-feeds/binance?from=2024-01-01\&filters=\[{%22channel%22:%22borrowInterest%22}]) — 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](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) for Binance **since 2020-05-18** is located in GCP asia-northeast1 region (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK).

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

{% hint style="info" %}
Binance servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
{% endhint %}