Links

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.
https://api.tardis.dev/v1/exchanges/binance-futures
api.tardis.dev
See Binance USDT Futures historical data coverage: available symbols, channels, date ranges and incidents
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.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
# 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())
// npm install tardis-dev
const { replay } = require('tardis-dev');
async function run() {
try {
const messages = replay({
exchange: 'binance-futures',
from: '2020-02-01',
to: '2020-02-02',
filters: [{ channel: 'depth', symbols: ['btcusdt'] }],
apiKey: 'YOUR_API_KEY'
});
// messages as provided by Binance USDT Futures real-time stream
for await (const { localTimestamp, message } of messages) {
console.log(localTimestamp, message);
}
} catch (e) {
console.error(e);
}
}
run();
curl -g 'https://api.tardis.dev/v1/data-feeds/binance-futures?from=2020-02-01&filters=[{"channel":"depth","symbols":["btcusdt"]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"binance-futures","filters":[{"channel":"depth","symbols":["btcusdt"]}],"from":"2020-02-01","to":"2020-02-02"}'
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 USDT 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.

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).