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https://github.com/binance/binance-public-data
Details on how to get Binance public data
https://github.com/binance/binance-public-data
Last synced: about 1 month ago
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Details on how to get Binance public data
- Host: GitHub
- URL: https://github.com/binance/binance-public-data
- Owner: binance
- Created: 2020-08-24T05:01:15.000Z (about 4 years ago)
- Default Branch: master
- Last Pushed: 2024-08-02T09:33:11.000Z (4 months ago)
- Last Synced: 2024-10-01T22:05:04.211Z (about 2 months ago)
- Language: Python
- Homepage:
- Size: 6.35 MB
- Stars: 1,468
- Watchers: 35
- Forks: 461
- Open Issues: 38
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
- pytrade.org - binance-public-data - Details on how to get Binance public data (Curated List / Data Libraries)
README
# Binance Public Data
The website [Binance Data Collection](https://data.binance.vision/) offers easy access for anyone to download Binance's public market data, which is aggregated into `daily` or `monthly` files.
All symbols are supported, with new `daily` data becoming available the next day and new `monthly` data at the first monday of the month.
## Data Information
### SPOT
#### AggTrades
The `aggTrades` files' data is obtained from `/api/v3/aggTrades` API endpoint:
|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` files' data is obtained from `/api/v3/klines` API endpoint:
|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|
All kline intervals are supported:
- `1s`, `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
The `trades` files' data is obtained from `/api/v3/historicalTrades` API endpoint:
|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
#### AggTrades
The `aggTrades` files' data is the same as that from `/fapi/v1/aggTrades` or `/dapi/v1/aggTrades` API endpoints:
|Aggregate tradeId|Price|Quantity|First tradeId|Last tradeId|Timestamp|Was the buyer the maker|
| -- | -- | -- | -- | -- | -- | -- |
|26129|0.01633102|4.70443515|27781|27781|1498793709153|true|
#### Klines
USD-M Futures `klines` files' data is from `/fapi/v1/klines` API endpoint:
|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|
| -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|1499040000000|0.01634790|0.80000000|0.01575800|0.01577100|148976.11427815|1499644799999|2434.19055334|308|1756.87402397|28.46694368|17928899.62484339|
COIN-M Futures `klines` files' data is from `/dapi/v1/klines` API endpoint:
|Open time|Open|High|Low|Close|Volume|Close time|Base asset volume|Number of trades|Taker buy volume|Taker buy base asset volume|Ignore|
| -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|1591258320000|9640.7|9642.4|9640.6|9642.0|206|1591258379999|2.13660389|48|119|1.23424865|0|
#### Trades
USD-M Futures `trades` files' data is from `/fapi/v1/trades` API endpoint and save into a file with these columns:
|trade Id| price| qty|quoteQty|time|isBuyerMaker|
| -- | -- | -- | -- | -- | -- |
|28457|4.00000100|12.00000000|48.00|1499865549590|true|
COIN-M Futures `trades` files' data is from `/dapi/v1/trades` API endpoint and save into a file with these columns:
|trade Id| price| qty|baseQty|time|isBuyerMaker|
| -- | -- | -- | -- | -- | -- |
|28457|9635.0|1|0.01037883|1591250192508|true|
## How to download programatically
```shell
# Examples for downloading monthly Spot 1h lines for "ADABKRW" symbol.
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"
```
More examples are available in the form of helper scripts in both the `python` and `shell` folders of this repository for downloading from the website.
In case you want to obtain all current running symbols from Spot and Futures, you can take use of `shell/fetch-all-trading-pairs.sh` script.
## CHECKSUM
Each zip file has a `.CHECKSUM` file together in the same folder to verify data integrity. The verification can be done through:
```shell
# Linux
sha256sum -c BNBUSDT-1m-2021-01.zip.CHECKSUM
# MacOS
shasum -a 256 -c BNBUSDT-1m-2021-01.zip.CHECKSUM
```
### Updates
Archived files may be updated at a later date as a result of recently discovered issues. Below is an exhaustive list of updates performed to the archive, containing the file path for reference, and CHECKSUMs of the replaced file and the replacement file:
| Date | Changelog File | Note |
| --|--|--|
| 2022-08-08 | [updates/2022-08-08_kline_updates.zip](updates/2022-08-08_kline_updates.zip) | Fixed inconsistent data|
| 2022-04-21 | [updates/2022-04-21_aggregate_trade_updates.zip](updates/2022-04-21_aggregate_trade_updates.zip) | Align to the [Spot aggregate trade data change](https://github.com/binance/binance-spot-api-docs/blob/master/CHANGELOG.md#2022-04-12) |
## Issue/Question
Please open an issue [here](https://github.com/binance/binance-public-data/issues).
## Licence
MIT