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

BTCUSDTETHUSDTSOLUSDTXRPUSDTDOGEUSDT

Dataset	Source channel	Status	Notes
`trades`	`@trade` Binance combined WebSocket stream	Validated	Individual trade records.
`book_l2_delta`	`@depth@100ms` Binance depth updates	Validated	Depth updates are stored as L2 delta records with periodic checkpoints.
`book_ticker`	`@bookTicker` Binance book ticker stream	Validated	Native top-of-book updates.
`derivative_ticker`	`@markPrice@1s` Binance mark price stream	Validated	Funding rate, mark price, index price, and next funding time.
`liquidations`	`@forceOrder` Binance force order stream	Planned	Forced liquidation order events.

Sample	Dataset	Symbol	Date	Access
BTCUSDT trades	`trades`	`BTCUSDT`	any published day; the 1st of each month is free without a key	Open builder Use the download builder or API path /v1/data/binance_futures/trades/BTCUSDT/{date}.

The full USDS-M universe (691 symbols) is collected; a handful of June and July days are missing.
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.

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.