Understanding Binance Data Resources
Binance provides a wealth of trading data essential for market analysis, algorithmic trading, and research. These datasets aggregate multiple data streams into structured files, offering insights into cryptocurrency markets. Below, we explore the types of data available and their applications.
Types of Binance Data Files
Aggregated Ticker Closing Prices
Sample File:
Binance All Aggregated Ticker Closing Prices SAMPLE.csv- Transforms 1000+ tickers into columns, sorted by date.
Top Market Cap Assets:
- Top 10 and Top 25 assets by market cap, combined into single files.
Spot and Futures Data
- Daily/Hourly Spot CSVs: Independent files for all tickers, available in ZIP format.
- Daily/Hourly Futures CSVs: Similar structure for futures contracts (USDT-M and COIN-M).
Tick OHLC Files
- Provides granular trade action data, formed by transaction counts rather than time.
- Available in tick sizes: 610, 1500, 4500 (custom sizes available upon request).
Key Data Fields
| Field | Description |
|---|---|
| Unix Open/Close | Timestamps for the OHLC window. |
| Date Open/Close | Human-readable timestamps. |
| Open/High/Low/Close | Price metrics for the period. |
| Volume | Transaction volume in the base currency (e.g., BTC for BTC/USDT). |
| Dollar Volume | Volume in USD(T). |
| Tick Size | OHLC window tick count. |
Meta-Statistical Files
These files summarize vast amounts of transactional data, providing daily metrics such as:
- Average USD transaction size.
- Number of buy/sell orders.
- Volume-weighted average price (VWAP).
- Largest transactional buys/sells in USD.
Historical OHLC Price Data
Includes volume and trade counts for over 1100+ assets, updated daily. Fields include:
- Unix Timestamp (Epoch Time).
- UTC datetime.
- Symbol reference.
- OHLC prices.
- Volume in crypto and base currency.
- Trade count for the period.
Futures OHLC Data
Covers USDT-M (UM) and COIN-M (CM) contracts, with maturity dates in YYMMDD format. Key fields mirror spot data but focus on futures metrics.
Historical Trade Prints
Every transaction is recorded with timestamps, though the sheer volume makes complete datasets challenging to distribute. Python code is available for pulling this data programmatically.
👉 Learn how to access Binance trade data
FAQs
What types of Binance data are available?
Binance offers aggregated ticker prices, spot/futures OHLC data, tick OHLC files, and meta-statistical summaries.
How often is Binance data updated?
Most datasets are updated daily, with some files refreshed hourly or by transaction counts.
Can I request custom data formats?
Yes, custom tick sizes and specific data aggregations can be arranged for members.
Where can I find sample files?
Sample files like Binance All Aggregated Ticker Closing Prices SAMPLE.csv are available for review before accessing full datasets.
How do I convert Unix timestamps?
Use programming libraries (e.g., Python’s datetime) or online tools to convert Unix timestamps to local time.
What’s the difference between USDT-M and COIN-M futures?
USDT-M contracts are settled in USDT, while COIN-M contracts are settled in the base cryptocurrency (e.g., BTC).