Binance Jersey
Binance Jersey historical market data details - currency pairs, data coverage and data collection specifics
Last updated
Binance Jersey historical market data details - currency pairs, data coverage and data collection specifics
Last updated
Delisted exchange.
Binance Jersey exchange historical data for all it's currency pairs is available since 2019-10-30 until 2020-11-10.
Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.
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.
See Python client docs.
Click any channel below to see HTTP API response with historical data recorded for it.
aggTrade - available since 2019-11-19
depthSnapshot - generated channel with full order book snapshots
Binance Jersey 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":true
fields.
During data collection integrity of order book incremental updates is being validated using sequence numbers provided by real-time feed (U
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.
recentTrades - generated channel, available since 2020-05-19
After establishing successful real-time WebSocket connection we fetch last 1000 trades from REST API and store that info together with other captured WebSocket messages. Such messages are marked with "stream":"<symbol>@recentTrades"
and "generated":true
fields and data
field has the same format as REST API response.
Market data collection infrastructure for Binance Jersey is located in GCP europe-west2 region (London, UK). Real-time market data is captured via single WebSocket connection.
data type
symbol
date
trades
BTCEUR
2019-12-01
incremental_book_L2
BTCEUR
2019-12-01
quotes
BTCEUR
2019-12-01
trades
ETHEUR
2020-03-01
incremental_book_L2
ETHEUR
2020-03-01