Exchange data hub
Download Binance historical tick trades, L2 order books, liquidations, open interest, and funding data in hourly Parquet files.
Compare Binance spot and derivatives liquidity without maintaining separate exchange-specific storage pipelines. CryptoHFTData keeps the venue identifiers distinct while normalizing the research schema.
Coverage
Each row is a separate landing page with its own exchange IDs, schema, sample path, caveats, and documented history start. A listed market applies only to that dataset row.
| Dataset | Stored markets | Archive ID | History start | Example object path |
|---|---|---|---|---|
| Order Book | Spot · USDⓈ-M futures | binance_futures · binance_spot | 2025-06-28 | binance_futures/2026-09-02/12/BTCUSDT_orderbook.parquetHourly Parquet/Zstd |
| Tick Trades | Spot · USDⓈ-M futures | binance_futures · binance_spot | 2025-06-28 | binance_futures/2026-09-02/12/BTCUSDT_trades.parquetHourly Parquet/Zstd |
| Ticker Statistics | Spot · USDⓈ-M futures | binance_futures · binance_spot | 2025-06-28 | binance_futures/2026-09-02/12/BTCUSDT_ticker.parquetHourly Parquet/Zstd |
| Liquidations | USDⓈ-M futures | binance_futures | 2025-06-28 | binance_futures/2026-09-02/12/BTCUSDT_liquidations.parquetHourly Parquet/Zstd |
| Open Interest | USDⓈ-M futures | binance_futures | 2025-06-28 | binance_futures/2026-09-02/12/BTCUSDT_open_interest.parquetHourly Parquet/Zstd |
| Funding & Mark Price | USDⓈ-M futures | binance_futures | 2025-06-28 | binance_futures/2026-09-02/12/BTCUSDT_mark_price.parquetHourly Parquet/Zstd |
Before analysis
Normalization makes columns consistent; it does not erase contract design, symbol mapping, or limits in the exchange's public feed.
01
Binance symbols are compact identifiers such as BTCUSDT; choose BINANCE_SPOT or BINANCE_FUTURES explicitly in the SDK.
02
The derivatives archive covers USDⓈ-M contracts. Before the 2026-09 data-integrity release, COIN-M contracts such as BTCUSD_PERP and delisted USDⓈ-M symbols also appeared in ticker, mark price, and liquidation files; filter them out of older history.
03
Binance's liquidation stream pushes at most one liquidation per symbol per second (the latest in each window), so liquidation totals are a lower bound. The spot trade stream has no order type; order_type is always MARKET there as a placeholder.
Missing hours, partially affected periods, and planned corrections for every venue are listed on Known Gaps & Corrections.
Next steps
Use the dataset pages for exact semantics, then download a small interval and validate it against your research assumptions.
