Binance Jersey

Binance Jersey historical market data details - currency pairs, data coverage and data collection specifics

Binance Jersey exchange historical data for all its currency pairs is available since 2019-10-30 until 2020-11-10.

https://api.tardis.dev/v1/exchanges/binance-jerseyapi.tardis.dev

See Binance Jersey 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
incremental_book_L2	BTCEUR	2019-12-01	Download sample
trades	BTCEUR	2019-12-01	Download sample
quotes	BTCEUR	2019-12-01	Download sample

API Access and data format

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

# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="binance-jersey",
        from_date="2020-01-01",
        to_date="2020-01-02",
        filters=[Channel(name="depth", symbols=["btceur"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Binance Jersey real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'binance-jersey',
  from: '2020-01-01',
  to: '2020-01-02',
  filters: [{ channel: 'depth', symbols: ['btceur'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Binance Jersey real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}

See Node.js client docs.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/binance-jersey?from=2020-01-01&filters=[{"channel":"depth","symbols":["btceur"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/binance-jersey?from=2020-01-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22btceur%22]}]&offset=0api.tardis.dev

Example API response for Binance Jersey historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"binance-jersey","filters":[{"channel":"depth","symbols":["btceur"]}],"from":"2020-01-01","to":"2020-01-02"}'

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

GitHub - binance-jersey/binance-official-api-docs: Official Documentation for the Binance APIs and StreamsGitHub

See Binance Jersey 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 — available since 2020-01-30, available until 2020-11-03 Public spot trade executions stream

• depth Incremental order book updates stream subscribed as @depth@100ms

• depthSnapshot — generated Generated full order book snapshots stream

  Binance Jersey real-time WebSocket API did not provide initial order book snapshots. To overcome this issue we fetched initial order book snapshots from REST API and stored them together with the rest of the WebSocket messages (top 1000 levels). Snapshot messages were marked with "stream":"<symbol>@depthSnapshot" and "generated":true.

  During data collection, integrity of incremental order book updates was validated using sequence numbers from the real-time feed (U and u fields). If a missed message was detected, the WebSocket connection was restarted. Initial book snapshots fetched from REST API were also validated for overlap with received depth messages.

• aggTrade — available since 2020-01-30, available until 2020-11-03 Aggregated spot trade executions stream

• ticker 24h spot ticker updates stream

• bookTicker Best bid and best ask updates stream

Market data collection details

Market data collection infrastructure for Binance Jersey was located in GCP europe-west2 region (London, UK).

Real-time market data is captured via single WebSocket connection to wss://stream.binance.je:9443.

Binance Jersey servers were located in AWS ap-northeast-1 region (Tokyo, Japan).