# Binance USDS-M Futures Binance USDS-M Futures historical data for **all its instruments** is available since **2019-11-17**. {% embed url="" %} See Binance USDS-M Futures historical data coverage: available symbols, channels, date ranges and incidents {% endembed %} {% hint style="info" %} Data collection before 2020-05-14 suffered some issues (missing data, latency spikes) during market volatility periods. It has been circumvented by switching to [Tokyo DC](#market-data-collection-details) and using multiple WS connections for real-time market data collection. {% endhint %} ### 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](https://docs.tardis.dev/downloadable-csv-files/overview). `derivative_ticker` **open interest data is available since 2020-05-13** - date since we've started collecting that info via Binance USDS-M Futures REST API (open interest channel). | data type | symbol | date | | | --------------------- | ------- | ---------- | --------------------------------------------------------------------------------------------------------------- | | incremental\_book\_L2 | BTCUSDT | 2020-02-01 | [Download sample](https://datasets.tardis.dev/v1/binance-futures/incremental_book_L2/2020/02/01/BTCUSDT.csv.gz) | | trades | BTCUSDT | 2020-02-01 | [Download sample](https://datasets.tardis.dev/v1/binance-futures/trades/2020/02/01/BTCUSDT.csv.gz) | | derivative\_ticker | BTCUSDT | 2020-02-01 | [Download sample](https://datasets.tardis.dev/v1/binance-futures/derivative_ticker/2020/02/01/BTCUSDT.csv.gz) | ### API Access and data format Historical data format is the same as provided by real-time Binance USDS-M 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](https://docs.tardis.dev/downloadable-csv-files/overview) or official [client libs](https://docs.tardis.dev/api/quickstart) that perform data normalization client-side. {% tabs %} {% tab title="Python" %} ```python # pip install tardis-dev import asyncio from tardis_dev import Channel, replay async def main(): async for local_timestamp, message in replay( exchange="binance-futures", from_date="2023-03-01", to_date="2023-03-02", filters=[Channel(name="depth", symbols=["btcusdt"])], api_key="YOUR_API_KEY", ): # messages as provided by Binance USDS-M Futures real-time stream print(message) asyncio.run(main()) ``` See [Python client docs](https://docs.tardis.dev/python-client/quickstart). {% endtab %} {% tab title="Node.js" %} ```javascript // npm install tardis-dev import { replay } from 'tardis-dev'; const messages = replay({ exchange: 'binance-futures', from: '2023-03-01', to: '2023-03-02', filters: [{ channel: 'depth', symbols: ['btcusdt'] }], apiKey: 'YOUR_API_KEY' }); // messages as provided by Binance USDS-M Futures real-time stream for await (const { localTimestamp, message } of messages) { console.log(localTimestamp, message); } ``` See [Node.js client docs](https://docs.tardis.dev/node-client/quickstart). {% endtab %} {% tab title="cURL & HTTP API" %} ```bash curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/binance-futures?from=2023-03-01&filters=[{"channel":"depth","symbols":["btcusdt"]}]&offset=0' ``` {% embed url="" %} Example API response for Binance USDS-M Futures historical market data request {% endembed %} See [HTTP API docs](https://docs.tardis.dev/api/http-api-reference). {% endtab %} {% tab title="cURL & tardis-machine" %} ```bash curl -g 'localhost:8000/replay?options={"exchange":"binance-futures","filters":[{"channel":"depth","symbols":["btcusdt"]}],"from":"2023-03-01","to":"2023-03-02"}' ``` [Tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](https://docs.tardis.dev/api/http-api-reference) that provides data only in minute by minute slices. See [tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) docs. {% endtab %} {% endtabs %} ### Captured real-time channels {% embed url="" %} See Binance USDS-M Futures WebSocket API docs providing documentation for each captured channel's format {% endembed %} {% hint style="info" %} Click any channel below to see [HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) response with historical data recorded for it. {% endhint %} * [trade](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22trade%22}]) Public futures trade executions stream * [depth](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22depth%22,%22symbols%22:\[%22btcusdt%22]}]) Incremental futures order book updates stream. Recorded with the fastest API cadence available at the time: until 2020-01-07 it was subscribed as `depth@100ms` (100ms updates), after that as `depth@0ms` (real-time dynamically adjusted update speed). * [depthSnapshot](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22depthSnapshot%22,%22symbols%22:\[%22btcusdt%22]}]) — generated channel Binance USDS-M 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":"@depthSnapshot"` and `"generated":true` fields. During data collection integrity of order book incremental updates is being validated using [sequence numbers](https://binance-docs.github.io/apidocs/futures/en/#how-to-manage-a-local-order-book-correctly) 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. * [bookTicker](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22bookTicker%22,%22symbols%22:\[%22btcusdt%22]}]) Best bid and best ask updates stream * [forceOrder](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22forceOrder%22}]) — available since **2020-01-07** Liquidation order stream publishing only the latest liquidation per symbol in each 1000ms window * [ticker](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22ticker%22,%22symbols%22:\[%22btcusdt%22]}]) 24h futures ticker updates stream * [markPrice](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22markPrice%22,%22symbols%22:\[%22btcusdt%22]}]) Mark price and funding metrics stream. Subscribed as `@markPrice@1s`. The 1s update speed has been available since 2020-02-13; before that the default (3s) speed was used. * [premiumIndex](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2026-05-01\&filters=\[{%22channel%22:%22premiumIndex%22,%22symbols%22:\[%22btcusdt%22]}]) — generated channel, available since **2026-04-11** Snapshots are fetched from the REST [mark price endpoint](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price) about every 6 seconds for all instruments. The recorder splits the REST response into one generated message per instrument, marked with `"stream":"@premiumIndex"` and `"generated":true` fields. This channel includes the `interestRate` field that is not present on the WebSocket `markPrice` stream. * [openInterest](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22openInterest%22,%22symbols%22:\[%22btcusdt%22]}]) — generated channel, available since **2020-05-12** Snapshots are fetched from the REST [open interest endpoint](https://binance-docs.github.io/apidocs/futures/en/#open-interest) about every 6 seconds per instrument. Messages are marked with `"stream":"@openInterest"` and `"generated":true` fields with REST response format. * [fundingInfo](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2026-03-17\&filters=\[{%22channel%22:%22fundingInfo%22}]) — generated channel, available since **2026-03-17** Snapshots are fetched from the REST [funding info endpoint](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info) every minute. Binance returns only symbols with adjusted funding cap, floor, or interval. Messages are marked with `"stream":"@fundingInfo"` and `"generated":true` fields with REST response format. * [insuranceBalance](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2026-03-17\&filters=\[{%22channel%22:%22insuranceBalance%22}]) — generated channel, available since **2026-03-17** Snapshots are fetched from the REST [insurance fund balance endpoint](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Insurance-Fund-Balance) every minute. Messages are marked with `"stream":"insuranceBalance"` and `"generated":true` fields with REST response format. * [aggTrade](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22aggTrade%22}]) Aggregated futures trade executions stream * [compositeIndex](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22compositeIndex%22,%22symbols%22:\[%22defiusdt%22]}]) — available since **2020-10-28** Composite index updates stream for multi-asset index symbols * [assetIndex](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22assetIndex%22}]) — available since **2023-06-16** Asset index updates stream * [topLongShortAccountRatio](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22topLongShortAccountRatio%22,%22symbols%22:\[%22btcusdt%22]}]\&offset=3) — generated channel, available since **2020-10-28** Top trader long/short ratio (accounts), sourced by querying [REST endpoint](https://binance-docs.github.io/apidocs/futures/en/#top-trader-long-short-ratio-accounts) every minute * [topLongShortPositionRatio](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22topLongShortPositionRatio%22,%22symbols%22:\[%22btcusdt%22]}]\&offset=3) — generated channel, available since **2020-10-28** Top trader long/short ratio (positions), sourced by querying [REST endpoint](https://binance-docs.github.io/apidocs/futures/en/#top-trader-long-short-ratio-positions) every minute * [globalLongShortAccountRatio](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22globalLongShortAccountRatio%22,%22symbols%22:\[%22btcusdt%22]}]\&offset=3) — generated channel, available since **2020-10-28** Global long/short ratio, sourced by querying [REST endpoint](https://binance-docs.github.io/apidocs/futures/en/#long-short-ratio) every minute * [takerlongshortRatio](https://api.tardis.dev/v1/data-feeds/binance-futures?from=2024-01-01\&filters=\[{%22channel%22:%22takerlongshortRatio%22,%22symbols%22:\[%22btcusdt%22]}]\&offset=3) — generated channel, available since **2021-12-01** Taker buy/sell volume ratio, sourced by querying [REST endpoint](https://binance-docs.github.io/apidocs/futures/en/#taker-buy-sell-volume) every minute * `!contractInfo` — available since **2023-07-24** Contract metadata updates stream pushed when listing, settlement, or bracket information changes ### Market data collection details [Market data collection infrastructure](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) for Binance USDS-M Futures **since 2020-05-14** is located in GCP asia-northeast1 region (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via **multiple WebSocket connections** to `wss://fstream.binance.com/stream`. {% hint style="info" %} Binance servers are located in AWS ap-northeast-1 region (Tokyo, Japan). {% endhint %}