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.
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 | 1608872400000 | False | True |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|
1601510340000 | 4.15070000 | 4.15870000 | 4.15060000 | 4.15540000 | 539.23000000 | 1601510399999 | 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 of1M
to supprt non-case sensitive file systems.
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 | 1583709433583 | True | True |
- USD-M Futures
- COIN-M Futures
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 |
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 |
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 |
# 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.
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
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 |
Please open an issue here.
MIT