Binance COIN Futures
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
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
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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-delivery",
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from_date="2020-07-01",
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to_date="2020-07-02",
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filters=[Channel(name="depth", symbols=["btcusd_200925"])]
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)
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# messages as provided by Binance COIN Futures 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-delivery',
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from: '2020-07-01',
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to: '2020-07-02',
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filters: [{ channel: 'depth', symbols: ['btcusd_200925'] }],
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apiKey: 'YOUR_API_KEY'
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});
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// messages as provided by Binance COIN Futures 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-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
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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.
Captured real-time channels
Binance API Documentation
See Binance COIN Futures WebSocket API docs providing documentation for each captured channel's format
- 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":truefields.During data collection integrity of order book incremental updates is being validated using sequence numbers provided by real-time feed (puandufields) - 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. - 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":truefields anddatafield 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).
Last modified 9mo ago