Historical data details
Binance USDS-M Futures
Collector rollout is in progress; public historical backfill is not complete.
Collection Details
- Venue type
- Centralized futures exchange
- Collector region
- ap-northeast-1 / Tokyo
- API exchange id
binance_futures- Exchange location
- AWS ap-northeast-1 / Tokyo affinity
- Publication target
- For production datasets, UTC day N should be finalized by 03:00 UTC on day N+1 after compaction and quality checks pass.
Symbols
BTCUSDTETHUSDTSOLUSDTXRPUSDTDOGEUSDTCollected Data Streams
| Dataset | Source channel | Status | Notes |
|---|---|---|---|
trades | @tradeBinance combined WebSocket stream | Pilot | Individual trade records. |
book_l2_delta | @depth@100msBinance depth updates | Pilot | Depth updates are stored as L2 delta records with periodic checkpoints. |
book_ticker | @bookTickerBinance book ticker stream | Pilot | Native top-of-book updates. |
derivative_ticker | @markPrice@1sBinance mark price stream | Pilot | Funding rate, mark price, index price, and next funding time. |
liquidations | @forceOrderBinance force order stream | Pilot | Forced liquidation order events. |
Samples
| Sample | Dataset | Symbol | Date | Access |
|---|---|---|---|---|
| BTCUSDT sample pending | trades | BTCUSDT | sample pending | Pending Add a real sample after the Tokyo collector produces a validated compacted day. |
Caveats
- Current pilot symbol set is not the full Binance futures universe.
- Open interest requires REST polling or a separate feed; it is not emitted by the current connector.
- High-volume L2 needs a full-day benchmark before committing to egress and storage pricing.
Cost Notes
- This is likely one of the largest cost drivers once expanded to all active futures instruments.
- Published L2 is delta-based; full snapshots would be much more expensive.