/binance-public-data

Details on how to get Binance public data

Primary LanguagePython

Binance Public Data

To help users download our public data easily, we've put all Kline, Trade, and AggTrade data for all pairs, month by month, online.

What data is available

SPOT

  • AggTrades
  • Klines
  • Trades

AggTrades

The aggTrades is downloaded from /api/v3/aggTrades and the title for each column:

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

Klines

The klines data is downloaded from /api/v3/klines and the title for each column in the kline data:

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

Trades

The trades data is downloaded from /api/v3/historicalTrades, the title for each column in the trades data:

trade Id price qty quoteQty time isBuyerMaker isBestMatch
51175358 17.80180000 5.69000000 101.29224200 1583709433583 True True

FUTURES

  • USD-M Futures
  • COIN-M Futures

Where do I access it

The base url is https://data.binance.vision and you can use your browser to view and download the data.

Klines

All symbols are supported, the file format is:
<base_url>/data/spot/monthly/klines/<symbol_in_uppercase>/<interval>/<symbol_in_uppercase>-<interval>-<year>-<month>.zip

e.g. the url for BNBUSDT 1m klines for 2019-01 is:
https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1m/BNBUSDT-1m-2019-01.zip

Intervals

All intervals are supported: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1mo

  • 1mo is used instead of 1M to supprt non-case sensitive file systems.

Trades

All symbols are supported, the file format is:
<base_url>/data/spot/monthly/trades/<symbol_in_uppercase>/<symbol_in_uppercase>-trades-<year>-<month>.zip

e.g. the url BNBUSDT trades in 2019-01 is:
https://data.binance.vision/data/spot/monthly/trades/BNBUSDT/BNBUSDT-trades-2019-01.zip

AggTrades

This section will be updated when the data is uploaded.

How to download programatically

# download a single file
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"

We will expand this section with more methods in the future.

There are additional helper scripts both in python and shell in their respective folders of this repository.

CHECKSUM

Each zip file has a .CHECKSUM file together in the same folder to verify data integrity.

To Check:

# From Linux, sha256sum -c <zip_file_name.CHECKSUM>
sha256sum -c BNBUSDT-1m-2021-01.zip.CHECKSUM

# From MacOS
shasum -a 256 -c BNBUSDT-1m-2021-01.zip.CHECKSUM

I have an issue/question

Please open an issue here.

Licence

MIT