Binance USDT Futures

Binance USDT Margined Futures historical market data details - instruments, data coverage and data collection specifics

Binance USDT Futures historical data for all it's instruments is available since 2019-11-17.

Data collection before 2020-05-14 suffered some issues (missing data, latency spikes) during market volatility periods. It has been circumvent by switching to Tokyo DC and using multiple WS connections for real-time market data collection.

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.

derivative_ticker open interest data is available since 2020-05-13 - date since we've started collecting that info via Binance USDT Futures REST API (open interest channel).

data type

symbol

date

trades

BTCUSDT

2020-02-01

incremental_book_L2

BTCUSDT

2020-02-01

quotes

BTCUSDT

2020-02-01

book_snapshot_25

BTCUSDT

2020-09-01

derivative_ticker

BTCUSDT

2020-02-01

trades

PERPETUALS

2020-03-01

liquidations

PERPETUALS

2021-09-01

API Access and data format

Historical data format is the same as provided by real-time Binance USDT 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.

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")

async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="binance-futures",
    from_date="2020-02-01",
    to_date="2020-02-02",
    filters=[Channel(name="depth", symbols=["btcusdt"])]
  )

  # messages as provided by Binance USDT Futures real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

Captured real-time channels

Click any channel below to see HTTP API response with historical data recorded for it.

Market data collection details

Market data collection infrastructure for Binance USDT Futures since 2020-05-14 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).

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