Binance BIRBUSDT perpetual: historical order book, tick trades & funding
481K trade, depth, mark-price and funding events for the BIRBUSDT perpetual since 2025-06-01 — about 939 events a day.
Coverage
BIRBUSDT 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
481,000
≈ 481K as of 2026-10-25
Avg events / day
939
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
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 BIRBUSDT perp?
The BIRBUSDT perp is a thin new listing: the order book is a handful of levels deep and a single sweep can print a visible gap in the mark price. AymarData holds 481K events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
BIRB is the token tied to the Moonbirds NFT brand and ecosystem. On the derivatives side, BIRB perp is moved by NFT-brand news and community-token distribution events, and by new-listing volatility and funding extremes. Because it is leveraged, those same drivers also show up as funding-rate shifts and liquidation-driven bursts that don't appear on spot.
At roughly 939 events a day, BIRBUSDT perp is a thin perpetual. The tape is bursty and the book is shallow, so it suits studies of market impact, funding persistence on new listings and how quickly makers re-quote after a sweep.
What moves the BIRBUSDT perp
- NFT-brand news and community-token distribution events
- New-listing volatility and funding extremes
- Very small depth that makes every sweep visible in the data
Schema
BIRBUSDT perp fields and sample rows
The same columns are returned by the API and in Parquet and CSV files.
| Field | Type | Description |
|---|---|---|
| ts_ms | int64 | Exchange event time, Unix milliseconds |
| symbol | string | USDⓈ-M perpetual symbol, here BIRBUSDT |
| event_type | string | trade | depth_update | mark_price |
| side | string | buy / sell for trades; bid / ask for depth; null on mark_price |
| price | number | Trade price, book level or mark price in USDT |
| size | number | Contract quantity; null on mark_price |
| funding_rate | number | null | Current funding rate on mark_price events, else null |
Sample rows
| ts_ms | symbol | event_type | side | price | size | funding_rate |
|---|---|---|---|---|---|---|
| 1792684798310 | BIRBUSDT | trade | sell | 0.2 | 18235 | null |
| 1792684798541 | BIRBUSDT | depth_update | ask | 0.2002 | 63083 | null |
| 1792684799443 | BIRBUSDT | mark_price | null | 0.1999 | null | -0.00008786 |
Illustrative rows for the BIRBUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull BIRBUSDT perp in Python, cURL or MCP
Market id: BIRBUSDT. 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"}
# BIRBUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "BIRBUSDT",
"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": "BIRBUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
BIRBUSDT perp: common questions
Why is the BIRBUSDT perp perp tape so bursty?
BIRBUSDT perp is a thin contract (~939 events a day), so trades cluster around announcements and funding times and long stretches are quiet. Treat inter-event gaps as information rather than missing data.
How are funding and mark price stored for the BIRBUSDT 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 BIRBUSDT perpetual?
NFT-brand news and community-token distribution events, and new-listing volatility and funding extremes. The BIRBUSDT perp is a thin new listing: the order book is a handful of levels deep and a single sweep can print a visible gap in the mark price.
How much BIRBUSDT perp history is available?
481K events since 2025-06-01, averaging 939 per day, each stamped with Binance's exchange timestamp in milliseconds.
Is there a BIRB spot pair to compare with this perpetual?
BIRB is not in our top-20 Binance spot list, so the perp is the main Binance feed for this instrument.
Backtest BIRBUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.