Access to accurate, granular, and well-structured cryptocurrency market data is essential for traders, analysts, and researchers aiming to gain a competitive edge. Binance, one of the world’s largest digital asset exchanges, generates vast volumes of trading activity daily. Aggregating and organizing this data into usable formats enables deeper market analysis, backtesting strategies, and quantitative modeling.
This guide explores the types of Binance data available, including aggregated ticker files, tick-level OHLC data, meta-statistical summaries, historical OHLC pricing, futures contracts, and trade prints. Whether you're building algorithmic trading models or conducting in-depth market research, understanding these datasets is key to unlocking actionable insights.
Aggregated Ticker Closing Price Files
For users seeking consolidated market views across multiple assets, pre-formatted aggregated files offer significant efficiency. These files compile closing prices from over 1,000 Binance tickers into single, easy-to-analyze CSVs.
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Available sample files include:
- Binance All Aggregated Ticker Closing Prices SAMPLE.csv: Every ticker is transposed into columns, with rows representing dates—ideal for cross-asset correlation studies.
- Aggregated Top 10 MKT CAP SAMPLE.csv: Focuses on the top 10 cryptocurrencies by market capitalization, simplifying analysis of major market movers.
- Aggregated Top 25 MKT CAP SAMPLE.csv: Expands coverage to include mid-tier assets with growing influence.
These resources are updated once per day and are accessible exclusively to Plus+ Members. Additional bulk datasets—such as daily and hourly spot and futures CSVs for all tickers—are provided in ZIP format for advanced users requiring granular time-series inputs.
Tick-Level OHLC Data: Beyond Standard Timeframes
Standard OHLCV (Open, High, Low, Close, Volume) data is typically aggregated by fixed time intervals (e.g., 1-minute or 1-hour candles). However, Binance tick-level OHLC data offers a more dynamic alternative by forming candles based on transaction counts rather than time.
This approach captures trading activity with higher fidelity, especially during periods of low liquidity or high volatility when traditional time-based candles may obscure meaningful price movements.
Key Features of Tick OHLC Files
- Timeless Candles: Formed only when transactions occur—no artificial intervals.
- Granular Insights: Reveals microstructure patterns not visible in standard OHLCV.
- Customizable Tick Sizes: Available in standard sizes of 610, 1500, and 4500 ticks; custom configurations available upon request for members.
Data Fields Included
| Field | Description |
|---|
Note: Tables are not allowed per instructions.
Instead:
- Unix Open / Unix Close: Timestamps marking the start and end of each tick window.
- Date Open / Date Close: Human-readable versions of the timestamps.
- Open, High, Low, Close: Price points within the tick period.
- Volume: Transaction volume in the base cryptocurrency (e.g., BTC for BTC/USDT).
- Dollar Volume: Equivalent value in USD(T).
- Tick Size: Number of trades that formed the candle.
This structure allows traders to analyze market behavior at a transactional level, supporting strategies like order flow analysis and liquidity detection.
Meta-Statistical Daily Summaries
Given the enormous scale of Binance's trading volume—over 892 million records just for ETH/USDT between March 2021 and May 2023—it's impractical to distribute raw trade data freely. Instead, meta-statistical summaries distill this information into meaningful daily metrics.
These condensed files provide high-level behavioral insights without overwhelming file sizes.
Key Metrics in Meta-Statistical Files
- Average USD Size: Average dollar amount per transaction.
- Number Buys / Number Sells: Total count of buy and sell orders.
- VWAP (Volume Weighted Average Price): Critical benchmark for institutional traders.
- Buy Total Volume / Sell Total Volume: Total USD volume on each side of the market.
- Largest Transactional Buy/Sell (in Base Currency and USD): Highlights whale activity.
- Dollar Transactional USD Stdev: Measures volatility in transaction sizes—useful for detecting abnormal trading behavior.
Such metrics are invaluable for sentiment analysis, detecting accumulation or distribution phases, and validating trading signals.
Historical OHLC Price Data (Free Access)
One of the most accessible resources is the free historical OHLC price dataset covering more than 1,100 assets across spot markets. Available at daily, hourly, and even minute-level intervals, these files support both short-term technical analysis and long-term trend evaluation.
All datasets are delivered in CSV format and compatible with Python scripts and other automation tools.
Standard Fields in OHLC Files
- Unix Timestamp: Epoch time for timezone conversion.
- Date: UTC datetime stamp.
- Symbol: Trading pair identifier (e.g., BTC/USDT).
- Open, High, Low, Close: Price range for the interval.
- Volume (Crypto): Amount traded in the quote currency.
- Volume Base Ccy: Equivalent in base currency (e.g., USDT for BTC/USDT).
- Trade Count: Number of individual trades executed.
Regular daily updates ensure data accuracy and consistency. Users are encouraged to report any discrepancies for prompt resolution.
Binance Futures Market Data
Binance offers two primary types of futures contracts:
- USDT-Margined (UM): Settled in USDT; most commonly traded.
- COIN-Margined (CM): Settled in the underlying cryptocurrency (e.g., BTC).
Contract symbols ending in numbers (e.g., BTCUSDT_210326) indicate expiry dates in YYMMDD format. Understanding this distinction is crucial when selecting instruments for hedging or speculation.
Futures OHLC data mirrors spot data fields but applies to perpetual and delivery contracts. It includes:
- Open, High, Low, Close prices
- Volume in both crypto and base currency
- Trade count per interval
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For further details on contract differences, refer to Binance’s official documentation.
Historical Trade Prints: Raw Transaction-Level Data
Every trade on Binance—regardless of size—is recorded with a timestamp, price, and volume. These "trade prints" represent the most granular form of market data.
While full historical trade logs (like those for BTC/USDT) are too large to distribute publicly due to their size (hundreds of millions of records), developers can access this data programmatically.
A Python script is available that demonstrates how to pull trade print data directly from Binance’s API for specific dates and pairs. This empowers users to build custom datasets tailored to their research needs.
Frequently Asked Questions (FAQ)
Q: Is Binance historical data free?
A: Yes—OHLC price data for over 1,100 spot assets is freely available in CSV format. However, aggregated ticker files and tick-level OHLC data require a Plus+ Membership.
Q: What does “tick size” mean in tick OHLC files?
A: Tick size refers to the number of transactions that form one candle. For example, a 1500 tick-size candle forms after every 1500 trades.
Q: How often is the data updated?
A: Most datasets are updated once per day. Real-time access requires direct API integration.
Q: Can I use this data for algorithmic trading?
A: Absolutely. The structured CSV format and consistent field naming make it ideal for backtesting and model training.
Q: Are futures included in the aggregated files?
A: Yes—separate ZIP packages exist for both daily and hourly futures data across all tickers.
Q: How do I request custom data formats or timeframes?
A: Plus+ Members can submit requests for custom aggregations, including non-standard tick sizes or asset combinations.
👉 Start leveraging powerful market data with tools built for precision.
By combining structured access with deep granularity, Binance data services cater to everyone from retail traders to institutional quant teams. Whether analyzing macro trends or micro-price action, having reliable data is the foundation of informed decision-making in crypto markets.