API
Miscellaneous
Binance Spot (high caps)
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.
See Binance 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
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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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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# 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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asyncio.run(replay())
Copied!
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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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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// 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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run();
Copied!
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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!
Example API response for Binance historical market data request
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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.
Captured real-time channels
See Binance WebSocket API docs providing documentation for each captured channel's format
- depth Binance
depthchannel has been recorded with the fastest update speed API allowed at the time. It means until 2019-08-30 it wasdepth(without@timesuffix) - 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":truefields.During data collection integrity of order book incremental updates is being validated using sequence numbers provided by real-time feed (Uandufields) - in case of detecting missed message WebSocket connection is being restarted. We also validate if initial book snapshot fetched from REST API overlaps with receiveddepthmessages.
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.
Binance servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
Last modified 6mo ago