Binance BMTUSDT spot historical order book & tick data
134K trade and depth events for BMTUSDT on Binance spot since 2025-06-01 — about 263 events a day.
Coverage
BMTUSDT spot 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
134,400
≈ 134K as of 2026-10-25
Avg events / day
263
trade · depth update
Update frequency
Every trade tick-by-tick; depth diffs at 100 ms
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 BMTUSDT spot?
BMTUSDT is a lower-liquidity pair where a handful of orders can move the price — a good case study in thin-book impact. AymarData has recorded 134K events on Binance spot BMTUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
BMT is the token of Bubblemaps, a tool that visualizes on-chain holder clusters. The things that move BMT on spot are, in rough order: Binance listing-status changes, including monitoring-tag updates; the product's role in token-launch investigations, which brings sudden attention; and thin order books that magnify every market order. Each shows up in the data differently — as a burst of aggressive trades, as depth leaving one side of the book, or as a widening spread.
With only ~263 events a day, BMTUSDT is a thin-book case: each trade and each resting order is individually informative. Use it to calibrate market-impact models for illiquid pairs, and treat any statistic that assumes continuous quoting with caution.
What moves BMTUSDT spot
- Binance listing-status changes, including monitoring-tag updates
- The product's role in token-launch investigations, which brings sudden attention
- Thin order books that magnify every market order
Schema
BMTUSDT spot 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 | Binance symbol, here BMTUSDT |
| event_type | string | trade | depth_update |
| side | string | buy / sell for trades (taker side); bid / ask for depth |
| price | number | Trade price or book level in USDT |
| size | number | Base-asset quantity; 0 on a depth update means the level was removed |
Sample rows
| ts_ms | symbol | event_type | side | price | size |
|---|---|---|---|---|---|
| 1792679406662 | BMTUSDT | trade | buy | 0.08204 | 14078 |
| 1792679406992 | BMTUSDT | trade | sell | 0.08203 | 28844 |
| 1792679407185 | BMTUSDT | depth_update | bid | 0.08201 | 26660 |
Illustrative rows for BMTUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull BMTUSDT spot in Python, cURL or MCP
Market id: BMTUSDT. 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"}
# BMTUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "BMTUSDT",
"start": "2026-10-22T14:30:00Z",
"end": "2026-10-22T14:35:00Z",
"limit": 500,
},
timeout=30,
).json()["data"]
buys = [t for t in trades if t["side"] == "buy"]
print(f"{len(buys)} of {len(trades)} BMTUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "BMTUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
BMTUSDT spot: common questions
Why are there so few BMTUSDT events compared with BTC?
BMTUSDT is a thin pair — about 263 events a day, versus hundreds of thousands for the majors. Gaps of minutes between trades are normal, so don't resample to a fixed grid without checking how much of it will be forward-filled.
What moves BMTUSDT on Binance spot?
Mainly Binance listing-status changes, including monitoring-tag updates, and the product's role in token-launch investigations, which brings sudden attention. BMTUSDT is a lower-liquidity pair where a handful of orders can move the price — a good case study in thin-book impact.
How much BMTUSDT spot data is there?
134K events since 2025-06-01, averaging 263 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
Is there a BMT perpetual in the dataset I can compare with?
BMT is not in the top-20 Binance perpetual list we currently publish, so the spot tape is the main Binance feed for it. Hyperliquid and other sources may list a perp for BMT; check the coverage in the catalog.
How do I pull BMTUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=BMTUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest BMTUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.