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How to Download Historical Market Data

2022-03-23 05:49

Web Download

Binance offers historical market data download for all our users directly via our website download button. We’ve put all Kline, Trade, and AggTrade data for all spot and futures pairs day by day online. Monthly generated data for month bulk download is also available.

API Download

Historical market data download is one of the services that we offer via Binance API. We maintain our market data offering of Kline, AggTrade and Trades on Github with full decrptions and the guidance to use Futures Order Book data.
  1. You could refer to the CHECKSUM file to check data integrity.
  2. To access our Futures Order Book data, API users should first have a futures account and apply for it via this Google form on our website. We will send you a confirmation email when you are successfully whitelisted.

What Data Is Available?

We’ve put all Kline, Trade, and AggTrade data for all spot pairs and all futures pairs(divided as USD-M Futures and COIN-M Futures pairs).
At the moment, we support all spot pairs’ Kline, Trade, and AggTrade daily generated data from earliest 28th Feb 2021, and monthly generated data from earliest Aug 2017 to recent trading days.
Futures data has unified affordance, from earliest 1st Jan 2020 for USD-M Futures pairs and 1st August 2020 for COIN-M Futures pairs to recent trading days for Kline, Trade, and AggTrade data.
Considering Binance futures trading pricing mechanism, in addition to futures price Kline data, we add historical IndexPrice Klines, MarkPrice Klines and PremiumIndex Klines for reference.
Kindly remember that Futures Order Book data is currently only available on Futures API download and requires a Futures account.

What Is the Data Update Frequency?

Daily generated data will be updated around next day 10AM UTC. Meanwhile, monthly generated data will be updated on the first day of next month.

Where to Find Monthly Generated Data?

The download button on Historical Market data page will direct you to daily generated data, you could click here to choose the monthly generated data type you need.

What Does Each Data Type Mean?

KlineAlso known as ‘candle data’. Klines are uniquely identified by their open time. Different multiple intervals are supported for Spot and Futures.
AggTradesCombines the aggregate total volume of orders filled at a given price for daily and monthly intervals.
TradesExecuted transactions updated at tick level for daily and monthly intervals.
Futures Orderbook DataCurrently only on Futures. Requires a Futures account. Download is by API.
Orderbook Snapshot (S_Depth)Since January 2020, only on BTC/USDT symbol.
Tick-Level Orderbook (T_Depth)Since July 2020, all symbols and pairs.
Please refer to this FAQ for more information.

Data Disclaimer

Please note all our data services are strictly following Binance Terms of Use.
Without written consent from Binance, the following commercial uses of Binance data are prohibited:
  1. Trading services that make use of Binance quotes or market bulletin board information.
  2. Data feeding or streaming services that make use of any market data of Binance.
  3. Any other websites/apps/services that charge for or otherwise profit from (including through advertising or referral fees) market data obtained from Binance.
You hereby understand and agree that Binance will not be liable for any losses or damages arising out of or relating to: (a) any inaccuracy, defect or omission of digital assets price data, (b) any error or delay in the transmission of such data, (c) interruption in any such data, (d) regular or unscheduled maintenance carried out by Binance and service interruption and change resulting from such maintenance, (e) any damages incurred by other users’ actions, omissions or violation of these terms, (f) any damage caused by illegal actions of other third parties or actions without authorized by Binance; and (g) other exemptions mentioned in disclaimers and platform rules issued by Binance.