python script to download binance public data from https://data.binance.vision/
We want to download klines of USDT-margined futures data futures/um of BTCUSDT (which means any crypto type containing the key word BTCUSDT; they are BTCUSDT, BTCUSDT_210625, BTCUSDT_210924, BTCUSDT_211231) and save the data in filefolder data.
Run
python binance_public_data_download.py --spot_or_future futures --coin_m_or_usdt_m_for_future um --data_type klines --crypto_type BTCUSDT --delta_time 1m --output_path data
| Argument | Explanation |
|---|---|
--spot_or_future |
to download spot or future, input spot for spot and futures for future |
--coin_m_or_usdt_m_for_future |
coin-margined: cm, usdt-margined: um, this item will be ignored when spot is used |
--data_type |
data_type: klines, trades, aggTrades, ... which can be checked in https://data.binance.vision/ |
--crypto_type |
the program will find all the symbols containing the key word you input; e.g. input BTC and all the items containing BTC will be downloaded |
--delta_time |
resolution of the crypto data, which can be checked in https://data.binance.vision/, default: 1m (1 minute) |
--output_path |
path to save the data |