Binance - Order Books


Due to the nature of Binance's exchange API, this data set contains the closest 1,000 orders to the midpoint price captured during every snapshot taken (once a minute). Thus, the order book depth ranges depending on the volume of trades occurring during the specified timespan. 

Major cryptocurrencies (Bitcoin, Ethereum, Litecoin, Monero, Ripple, ZCash, Ethereum Classic...) trade on this exchange and are included in this data sat.

    • Coverage:

      ASTBTC
      ASTETH
      BCCBTC
      BNBBTC
      BNBETH
      BNTBTC
      BNTETH
      BQXBTC
      BQXETH
      BTCUSDT
      BTGBTC
      BTGETH
      CTRBTC
      CTRETH
      DASHBTC
      DASHETH
      DNTBTC
      DNTETH
      ENGBTC
      ENGETH
      EOSBTC
      EOSETH
      ETCBTC
      ETCETH
      ETHBTC
      ETHUSDT
      EVXBTC
      EVXETH
      FUNBTC
      FUNETH
      GASBTC
      ICNBTC
      ICNETH
      IOTABTC
      IOTAETH
      KNCBTC
      KNCETH
      LINKBTC
      LINKETH
      LTCBTC
      MCOBTC
      MCOETH
      MDABTC
      MDAETH
      MTHBTC
      MTHETH
      MTLBTC
      MTLETH
      NEOBTC
      NEOETH
      OAXBTC
      OAXETH
      OMGBTC
      OMGETH
      QTUMBTC
      QTUMETH
      REQBTC
      REQETH
      SALTBTC
      SALTETH
      SNGLSBTC
      SNGLSETH
      SNMBTC
      SNMETH
      SNTBTC
      SNTETH
      STRATBTC
      STRATETH
      SUBBTC
      SUBETH
      WTCBTC
      WTCETH
      XVGBTC
      XVGETH
      ZRXBTC
      ZRXETH

      All timeseries end yesterday.

      Frequency: We take a snapshot of order books every minute. However over certain periods, either exchanges' APIs or the database have experienced downtime, and missing order book data cannot be restored. Order Book data can be down to ~100 files / day on some periods.
      Some historical data might be missing due to exchanges / APIs experiencing downtime or technological problems on our end. Please contact us if you have inquiries about particular date periods or pairs.

    • One file per day and per currency pair.

      - date : Epoch timestamp millisecond
      - type : a = ASK and b = BID
      - price : in the quote currency (on a BTCEUR pair, the amount is in EUR)
      - amount : in the base currency (on a BTC EUR pair, the amount is in BTC)

      Source: Exchange's API.

    • Please find a sample file here: 
      https://cdn.kaiko.com/samples/Binance_DASHBTC_ob_10_2017_10_29.csv.gz
      Copy paste the above link in your browser window and the download will start automatically.

      Notes:
      - The format of the files are .csv files, which you will be able to download immediately upon purchase.
      - The file will be a Zip Archive containing your cryptocurrency trading data.
      - This bundle includes data for Binance, all cryptocurrrency pairs listed on the exchange. 

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