binance-public-data

Binance Public Data

The website Binance Data Collection offers easy access for anyone to download Binance's public market data, which is aggregated into daily or monthly files.

All symbols are supported, with new daily data becoming available the next day and new monthly data at the first monday of the month.

Data Information

SPOT

Note: The timestamp for SPOT Data from January 1st 2025 onwards will be in microseconds.

AggTrades

The aggTrades files' data is obtained from /api/v3/aggTrades API endpoint:

Aggregate tradeId Price Quantity First tradeId Last tradeId Timestamp Was the buyer the maker Was the trade the best price match 0 0.20000000 50.00000000 0 0 1735689600010866 False True

Klines

The klines files' data is obtained from /api/v3/klines API endpoint:

Open time Open High Low Close Volume Close time Quote asset volume Number of trades Taker buy base asset volume Taker buy quote asset volume Ignore 1735689600000000 4.15070000 4.15870000 4.15060000 4.15540000 539.23000000 1735693199999999 2240.39860900 13 401.82000000 1669.98121300 0

All kline intervals are supported:

• 1s, 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1mo.
• 1mo is used instead of 1M to supprt non-case sensitive file systems.

Trades

The trades files' data is obtained from /api/v3/historicalTrades API endpoint:

trade Id price qty quoteQty time isBuyerMaker isBestMatch 51175358 17.80180000 5.69000000 101.29224200 1735689600010866 True True

FUTURES

• USD-M Futures
• COIN-M Futures

AggTrades

The aggTrades files' data is the same as that from /fapi/v1/aggTrades or /dapi/v1/aggTrades API endpoints:

Aggregate tradeId Price Quantity First tradeId Last tradeId Timestamp Was the buyer the maker 26129 0.01633102 4.70443515 27781 27781 1498793709153 true

Klines

USD-M Futures klines files' data is from /fapi/v1/klines API endpoint:

Open time Open High Low Close Volume Close time Quote asset volume Number of trades Taker buy base asset volume Taker buy quote asset volume Ignore 1499040000000 0.01634790 0.80000000 0.01575800 0.01577100 148976.11427815 1499644799999 2434.19055334 308 1756.87402397 28.46694368 17928899.62484339

COIN-M Futures klines files' data is from /dapi/v1/klines API endpoint:

Open time Open High Low Close Volume Close time Base asset volume Number of trades Taker buy volume Taker buy base asset volume Ignore 1591258320000 9640.7 9642.4 9640.6 9642.0 206 1591258379999 2.13660389 48 119 1.23424865 0

Trades

USD-M Futures trades files' data is from /fapi/v1/trades API endpoint and save into a file with these columns:

trade Id price qty quoteQty time isBuyerMaker 28457 4.00000100 12.00000000 48.00 1499865549590 true

COIN-M Futures trades files' data is from /dapi/v1/trades API endpoint and save into a file with these columns:

trade Id price qty baseQty time isBuyerMaker 28457 9635.0 1 0.01037883 1591250192508 true

How to download programatically

# Examples for downloading monthly Spot 1h lines for "ADABKRW" symbol.
curl -s "https://data.binance.vision/data/spot/monthly/klines/ADABKRW/1h/ADABKRW-1h-2020-08.zip" -o ADABKRW-1h-2020-08.zip
wget "https://data.binance.vision/data/spot/monthly/klines/ADABKRW/1h/ADABKRW-1h-2020-08.zip"

More examples are available in the form of helper scripts in both the python and shell folders of this repository for downloading from the website. In case you want to obtain all current running symbols from Spot and Futures, you can take use of shell/fetch-all-trading-pairs.sh script.

CHECKSUM

Each zip file has a .CHECKSUM file together in the same folder to verify data integrity. The verification can be done through:

# Linux
sha256sum -c BNBUSDT-1m-2021-01.zip.CHECKSUM

# MacOS
shasum -a 256 -c BNBUSDT-1m-2021-01.zip.CHECKSUM

Updates

Archived files may be updated at a later date as a result of recently discovered issues. Below is an exhaustive list of updates performed to the archive, containing the file path for reference, and CHECKSUMs of the replaced file and the replacement file:

Date Changelog File Note 2022-08-08 updates/2022-08-08_kline_updates.zip Fixed inconsistent data 2022-04-21 updates/2022-04-21_aggregate_trade_updates.zip Align to the Spot aggregate trade data change

Issue/Question

Please open an issue here.

Licence

MIT