Binance Futures Order Book Historical Data
Binance provides historical order book 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.
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 could only download order book data with API.
For further assistance, please contact firstname.lastname@example.org.
- Level 2 tick-by-tick order book data since January 2020
- Level 2 order book data since July 2020
- Other historical market data via API
Level 2 tick-by-tick order book data (T_DEPTH, T_DEPTH_BACKFILL)
symbol, timestamp, first_update_id, last_update_id, side, update_type, price, qty Updated T+1, normally at UTC+0 4:00 am.
USDⓈ-M: since January 2020 Coin-M: since January 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
For more details, please refer to: