Binance COIN Futures
Binance COIN Margined Futures historical market data details - instruments, data coverage and data collection specifics
Last updated
Binance COIN Margined Futures historical market data details - instruments, data coverage and data collection specifics
Last updated
Binance COIN Futures historical data for all it's instruments is available since 2020-06-16.
Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.
Historical data format is the same as provided by real-time Binance COIN Futures 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.
See Python client docs.
Click any channel below to see HTTP API response with historical data recorded for it.
markPrice @1s
indexPrice @1s
depth @0ms
depthSnapshot - generated channel with full order book snapshots
Binance COIN Futures 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 (pu
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.
openInterest - generated channel
Since Binance COIN Futures does not offer currently real-time WebSocket open interest channel, we simulate it by fetching that info from REST API (https://binance-docs.github.io/apidocs/delivery/en/#open-interest) every 30 seconds for each instrument. Such messages are marked with "stream":"<symbol>@openInterest"
and "generated":true
fields and data
field has the same format as REST API response.
Market data collection infrastructure for Binance COIN Futures is located in GCP asia-northeast1 (Tokyo, Japan). Real-time market data is captured via multiple WebSocket connections.
Binance servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
data type
symbol
date
trades
BTCUSD_200925
2020-07-01
incremental_book_L2
BTCUSD_200925
2020-07-01
book_snapshot_25
BTCUSD_PERP
2020-11-01
quotes
BTCUSD_200925
2020-07-01
derivative_ticker
BTCUSD_200925
2020-07-01
trades
FUTURES
2020-07-01
liquidations
PERPETUALS
2021-09-01