AymarData
Binance USDⓈ-M perpsHistory from 2025-06-011000PEPEUSDT

Binance 1000PEPEUSDT perpetual: historical order book, tick trades & funding

1.48M trade, depth, mark-price and funding events for the 1000PEPEUSDT perpetual since 2025-06-01 — about 2,891 events a day.

Coverage

1000PEPEUSDT perp data coverage

What is recorded, how often it updates and how much there is.

History start

2025-06-01

512 days of history

Events recorded

1,480,000

≈ 1.48M as of 2026-10-25

Avg events / day

2,891

trade · depth update · mark price · funding

Update frequency

Every trade tick-by-tick; depth diffs at 100 ms; mark price and funding as published

Daily activity · last 30 days

1000PEPEUSDT perp events/day: 30-day series, average 2,891 events/day, low 2,288, high 6,139.
low 2,288avg 2,891high 6,139

Indicative daily event volume, last 30 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.

About this market

What is 1000PEPEUSDT perp?

The 1000PEPEUSDT perp is quoted per 1,000 PEPE; its open interest and funding are widely watched as a memecoin-leverage gauge. AymarData holds 1.48M events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.

1000PEPE is the perpetual contract on one thousand PEPE tokens — the 1000× multiplier keeps the quoted price readable. On the derivatives side, 1000PEPE perp is moved by funding-rate extremes when longs or shorts crowd the same side, and by memecoin risk appetite and social momentum. Because it is leveraged, those same drivers also show up as funding-rate shifts and liquidation-driven bursts that don't appear on spot.

Around 2,891 events a day on 1000PEPEUSDT perp. Memecoin perps are where leverage is most one-sided: use the mark-price and funding events to find crowded-positioning regimes and then look at the order book to see what followed.

What moves the 1000PEPEUSDT perp

  • Funding-rate extremes when longs or shorts crowd the same side
  • Memecoin risk appetite and social momentum
  • Open-interest spikes and liquidation clusters

Schema

1000PEPEUSDT perp fields and sample rows

The same columns are returned by the API and in Parquet and CSV files.

FieldTypeDescription
ts_msint64Exchange event time, Unix milliseconds
symbolstringUSDⓈ-M perpetual symbol, here 1000PEPEUSDT
event_typestringtrade | depth_update | mark_price
sidestringbuy / sell for trades; bid / ask for depth; null on mark_price
pricenumberTrade price, book level or mark price in USDT
sizenumberContract quantity; null on mark_price
funding_ratenumber | nullCurrent funding rate on mark_price events, else null

Sample rows

ts_mssymbolevent_typesidepricesizefunding_rate
17926847985581000PEPEUSDTtradesell0.009196378941null
17926847987371000PEPEUSDTdepth_updateask0.0091981225953null
17926847997141000PEPEUSDTmark_pricenull0.009195null0.00015655

Illustrative rows for the 1000PEPEUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.

Code

Pull 1000PEPEUSDT perp in Python, cURL or MCP

Market id: 1000PEPEUSDT. Export AYMARDATA_API_KEY from your dashboard, then run the Python requests example.

import os
import requests

API = "https://api.aymardata.com/v1"
KEY = os.environ["AYMARDATA_API_KEY"]  # export AYMARDATA_API_KEY=ad_live_…
H = {"Authorization": f"Bearer {KEY}", "User-Agent": "aymardata-docs/1.0"}

# 1000PEPEUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
    f"{API}/trades",
    headers=H,
    params={
        "source": "binance-perps",
        "market": "1000PEPEUSDT",
        "start": "2026-10-22T15:55:00Z",
        "end": "2026-10-22T16:05:00Z",
        "limit": 500,
    },
    timeout=30,
).json()["data"]
marks = [t for t in trades if t["event_type"] == "mark_price"]
print(marks[0]["price"], marks[0]["funding_rate"])

book = requests.get(
    f"{API}/book",
    headers=H,
    params={
        "source": "binance-perps",
        "market": "1000PEPEUSDT",
        "at": "2026-10-22T16:00:00Z",
        "depth": 10,
    },
    timeout=30,
).json()
print(book.get("spread"), len(trades))

FAQ

1000PEPEUSDT perp: common questions

What does the 1000PEPEUSDT perp data tell me about crowded leverage?

Persistent high funding and thin depth on one side of the book are the signature of crowded leverage. With ~2,891 events a day you can find these regimes using funding events and then inspect the depth and trade tape for what came next.

How are funding and mark price stored for the 1000PEPEUSDT perpetual?

They are separate events (event_type=mark_price) in the same time-ordered stream as trades and depth. The funding_rate field carries the current funding rate; it is null on other event types, so you can filter funding with a single predicate.

What moves the 1000PEPEUSDT perpetual?

Funding-rate extremes when longs or shorts crowd the same side, and memecoin risk appetite and social momentum. The 1000PEPEUSDT perp is quoted per 1,000 PEPE; its open interest and funding are widely watched as a memecoin-leverage gauge.

How much 1000PEPEUSDT perp history is available?

1.48M events since 2025-06-01, averaging 2,891 per day, each stamped with Binance's exchange timestamp in milliseconds.

Is there a 1000PEPE spot pair to compare with this perpetual?

1000PEPE is not in our top-20 Binance spot list, but Hyperliquid has a 1000PEPE perp. Compare Binance and Hyperliquid on the same timestamps for cross-venue basis and funding differences.

Backtest 1000PEPEUSDT perp with real tick data

Get an API key, pull your first window and join it with the other sources in the catalog.