binance/binance-public-data
PythonDetails on how to get Binance public data
pip install binance-public-dataBinance 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.1mois used instead of1Mto 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