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Binance Historical Market Data

Download Binance historical tick trades, L2 order books, liquidations, open interest, and funding data in hourly Parquet files.

SpotUSDⓈ-M futures
View Binance datasetsRead access docs

Why Binance on CryptoHFTData?

Compare Binance spot and derivatives liquidity without maintaining separate exchange-specific storage pipelines. CryptoHFTData keeps the venue identifiers distinct while normalizing the research schema.

  • Spot and USDⓈ-M derivatives are stored under separate exchange identifiers
  • L2 snapshots and incremental price-level updates support ordered book replay
  • Trade, liquidation, open-interest, and funding datasets link from this hub

Coverage

Binance historical datasets

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.

DatasetStored marketsArchive IDHistory startExample object path
Order BookSpot · USDⓈ-M futuresbinance_futures · binance_spot2025-06-28binance_futures/2026-05-25/04/BTCUSDT_orderbook.parquetHourly Parquet/Zstd
Tick TradesSpot · USDⓈ-M futuresbinance_futures · binance_spot2025-06-28binance_futures/2025-08-01/20/BTCUSDT_trades.parquetHourly Parquet/Zstd
Ticker StatisticsSpot · USDⓈ-M futuresbinance_futures · binance_spot2025-06-28binance_futures/2025-08-01/20/BTCUSDT_ticker.parquetHourly Parquet/Zstd
LiquidationsUSDⓈ-M futuresbinance_futures2025-06-28binance_futures/2025-08-01/20/BTCUSDT_liquidations.parquetHourly Parquet/Zstd
Open InterestUSDⓈ-M futuresbinance_futures2025-06-28binance_futures/2025-08-01/20/BTCUSDT_open_interest.parquetHourly Parquet/Zstd
Funding & Mark PriceUSDⓈ-M futuresbinance_futures2025-06-28binance_futures/2025-08-01/20/BTCUSDT_mark_price.parquetHourly Parquet/Zstd

Before analysis

Binance conventions that matter

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 collector follows active perpetual and delivery contracts. Do not infer contract type or multiplier from the normalized symbol alone.

03

Liquidations, open interest, and funding are derivatives-only. Public liquidation messages can be throttled by the venue, so totals are a lower bound.

Research questions this archive supports

  • Compare spot and futures trade flow around volatility events
  • Reconstruct L2 depth and measure spread or imbalance changes
  • Align funding, open interest, and liquidation events by exchange time

A safer first analysis

  1. 1. Open the relevant dataset page and confirm the market ID.
  2. 2. Download one known hour and inspect types, timestamps, and units.
  3. 3. Validate gaps and book sequence rules before scaling the date range.
  4. 4. Keep venue-specific contract metadata with every cross-venue join.

Next steps

Start working with Binance data

Use the dataset pages for exact semantics, then download a small interval and validate it against your research assumptions.

Download data

Choose an exchange ID, date, hour, symbol, and dataset in the download workspace.

Read the SDK docs

Review schemas and Python methods before integrating the files into a pipeline.

Check ingestion status

Confirm current collector health separately from historical file availability.

Compare nearby venues

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Spot · Linear derivatives

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Spot · Perpetual swaps

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Bitget

Spot · Futures