Binance provides historical trading data on USDⓈ-Margined and Coin-Margined Futures to assist you with backtesting and optimization of strategies, research and analysis, and integration into the Binance ecosystem.
We will also be providing an increased range of historical data in the future.
Access
You can access Binance Futures historical data here. If you want to seek historical order book data on Futures, you need to have a valid Futures account and submit a short application. You can download order book data with API.
For further assistance, please contact data@binance.com.
Key Features
- Tick level trade data since January 2020
- Level 2 order book data since July 2020
- Candlestick data
- Funding Rate history
Product Specifications
Data points | Available on | |
Tick level trade data (T_Trade) | Symbol, timestamp (Unix), quantity, direction, price | USDⓈ-M: since January 2020 Coin-M: since July 2020 |
Level 2 orderbook data (S_Depth) (Snapshots) | Symbol, timestamp (Unix), bid/ask (20 levels), price, quantity. Updates every 1s. | BTC/USDT: since January 2020 |
Level 2 orderbook data (T_Depth) (Tick-by-tick) | Symbol, timestamp (Unix), bid/ask (unlimited levels), price, quantity. Tick-level updates. | USDⓈ-M: since July 2020 Coin-M: since July 2020 |
For more details, please refer to: