Binance COIN Futures

Downloadable CSV files API Docs Historical Data Details
Search…
Binance COIN Margined Futures historical market data details - instruments, data coverage and data collection specifics
Binance COIN Futures historical data for all it's instruments is available since 2020-06-16. 
https://api.tardis.dev/v1/exchanges/binance-delivery
api.tardis.dev
See Binance COIN Futures 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
​
trades
BTCUSD_200925
2020-07-01
​Download sample​
incremental_book_L2
BTCUSD_200925
2020-07-01
​Download sample​
book_snapshot_25
BTCUSD_PERP
2020-11-01
​Download sample​
quotes
BTCUSD_200925
2020-07-01
​Download sample​
derivative_ticker
BTCUSD_200925
2020-07-01
​Download sample​
trades
FUTURES
2020-07-01
​Download sample​
liquidations
PERPETUALS
2021-09-01
​Download sample​
​
API Access and data format
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.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
1
# pip install tardis-client
2
import asyncio
3
from tardis_client import TardisClient, Channel
4
tardis_client = TardisClient(api_key="YOUR_API_KEY")
5
​
6
async def replay():
7
  # replay method returns Async Generator
8
  messages = tardis_client.replay(
9
    exchange="binance-delivery",
10
    from_date="2020-07-01",
11
    to_date="2020-07-02",
12
    filters=[Channel(name="depth", symbols=["btcusd_200925"])]
13
  )
14
​
15
  # messages as provided by Binance COIN Futures real-time stream
16
  async for local_timestamp, message in messages:
17
    print(message)
18
​
19
​
20
asyncio.run(replay())
Copied!
See Python client docs.
1
// npm install tardis-dev
2
const { replay } = require('tardis-dev');
3
​
4
async function run() {
5
  try {
6
    const messages = replay({
7
      exchange: 'binance-delivery',
8
      from: '2020-07-01',
9
      to: '2020-07-02',
10
      filters: [{ channel: 'depth', symbols: ['btcusd_200925'] }],
11
      apiKey: 'YOUR_API_KEY'
12
    });
13
​
14
    // messages as provided by Binance COIN Futures real-time stream
15
    for await (const { localTimestamp, message } of messages) {
16
      console.log(localTimestamp, message);
17
    }
18
  } catch (e) {
19
    console.error(e);
20
  }
21
}
22
​
23
run();
Copied!
See Node.js client docs.
1
curl -g 'https://api.tardis.dev/v1/data-feeds/binance-delivery?from=2020-07-01&filters=[{"channel":"depth","symbols":["btcusd_200925"]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/binance-delivery?from=2020-07-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22btcusd_200925%22]}]&offset=0
api.tardis.dev
Example API response for Binance COIN Futures historical market data request
​
See HTTP API docs.
1
curl -g 'localhost:8000/replay?options={"exchange":"binance-delivery","filters":[{"channel":"depth","symbols":["btcusd_200925"]}],"from":"2020-07-01","to":"2020-07-02"}'
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.
​
Captured real-time channels 
Binance API Documentation
See Binance COIN Futures WebSocket API docs providing documentation for each captured channel's format
​
Click any channel below to see HTTP API response with historical data recorded for it.
​trade​
​aggTrade​
​ticker​
​bookTicker​
​forceOrder​
​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 details
​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).
​
​
Binance USDT Futures
Binance Spot (high caps)
Last modified 25d ago
Copy link
Contents
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details