Binance BNBUSDT spot historical order book & tick data
784K trade and depth events for BNBUSDT on Binance spot since 2025-06-01 — about 1,531 events a day.
Coverage
BNBUSDT 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
784,000
≈ 784K as of 2026-10-25
Avg events / day
1,531
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 BNBUSDT spot?
BNBUSDT is Binance's own token on Binance's own venue: the pair is stable in depth but sensitive to exchange-specific news and the quarterly burn. AymarData has recorded 784K events on Binance spot BNBUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
BNB is the native token of BNB Chain and the fee-discount asset of the world's largest exchange. The things that move BNB on spot are, in rough order: the quarterly token burn, which is scheduled and partly priced in; Binance corporate and regulatory news, which hits BNB harder than any other major; and BNB Chain activity — launchpads, memecoin seasons and stablecoin flows. 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 about 1,531 events a day, BNBUSDT is dense enough for genuine execution research: rebuild the book from depth diffs, replay trades against it, and measure how much a market order of a given size would have moved the price at each moment. It is also the reference leg for most basis, lead-lag and prediction-market-settlement studies.
What moves BNBUSDT spot
- The quarterly token burn, which is scheduled and partly priced in
- Binance corporate and regulatory news, which hits BNB harder than any other major
- BNB Chain activity — launchpads, memecoin seasons and stablecoin flows
Schema
BNBUSDT 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 BNBUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679418264 | BNBUSDT | trade | buy | 611.95 | 6.738 |
| 1792679418592 | BNBUSDT | trade | sell | 611.94 | 2.076 |
| 1792679418887 | BNBUSDT | depth_update | bid | 611.92 | 2.897 |
Illustrative rows for BNBUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull BNBUSDT spot in Python, cURL or MCP
Market id: BNBUSDT. 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"}
# BNBUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "BNBUSDT",
"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)} BNBUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "BNBUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
BNBUSDT spot: common questions
How granular is the BNBUSDT spot order book data?
Depth updates are recorded at the 100 ms stream cadence and every trade is stored with its exchange timestamp. At about 1,531 events a day for BNBUSDT, you can rebuild the book at any instant and replay trades against it.
What moves BNBUSDT on Binance spot?
Mainly the quarterly token burn, which is scheduled and partly priced in, and Binance corporate and regulatory news, which hits BNB harder than any other major. BNBUSDT is Binance's own token on Binance's own venue: the pair is stable in depth but sensitive to exchange-specific news and the quarterly burn.
How much BNBUSDT spot data is there?
784K events since 2025-06-01, averaging 1,531 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
How does BNBUSDT spot compare with the BNBUSDT perpetual?
Spot is the cash reference; the perp adds mark price and funding. Joining the two on timestamp gives you basis and lead-lag — see the BNB perp page for the matching feed.
How do I pull BNBUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=BNBUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest BNBUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.