Binance ENAUSDT spot historical order book & tick data
291K trade and depth events for ENAUSDT on Binance spot since 2025-06-01 — about 569 events a day.
Coverage
ENAUSDT 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
291,200
≈ 291K as of 2026-10-25
Avg events / day
569
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 ENAUSDT spot?
ENAUSDT is one of few spot pairs whose behaviour is tied to the derivatives market: ENA moves with the funding-rate regime that supports USDe yield. AymarData has recorded 291K events on Binance spot ENAUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
ENA is the governance token of Ethena, issuer of the USDe synthetic dollar backed by delta-neutral perpetual positions. The things that move ENA on spot are, in rough order: USDe supply growth and sUSDe staking yield; exchange-risk and peg-stress events that test the delta-neutral model; and perpetual funding rates — USDe yield is funded by shorts on perps, so ENA trades as a derivative of the funding market. 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.
At roughly 569 events a day, ENAUSDT is liquid enough for 100 ms-level analysis but quiet enough that individual large orders are visible in the data. That makes it good for studying spread dynamics, queue behaviour around news and the way alt liquidity thins out during sector-wide drawdowns.
What moves ENAUSDT spot
- USDe supply growth and sUSDe staking yield
- Exchange-risk and peg-stress events that test the delta-neutral model
- Perpetual funding rates — USDe yield is funded by shorts on perps, so ENA trades as a derivative of the funding market
Schema
ENAUSDT 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 ENAUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679422985 | ENAUSDT | trade | buy | 0.4097 | 5224 |
| 1792679423117 | ENAUSDT | trade | sell | 0.4096 | 8242 |
| 1792679423584 | ENAUSDT | depth_update | bid | 0.4094 | 3219 |
Illustrative rows for ENAUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull ENAUSDT spot in Python, cURL or MCP
Market id: ENAUSDT. 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"}
# ENAUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "ENAUSDT",
"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)} ENAUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "ENAUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
ENAUSDT spot: common questions
Is ENAUSDT liquid enough for microstructure research?
Yes for 100 ms-level work: about 569 events a day is enough to measure spreads, depth and short-term impact, while quiet enough that single large orders stand out. For tight latency studies on a smaller pair, check the event gaps first.
What moves ENAUSDT on Binance spot?
Mainly USDe supply growth and sUSDe staking yield, and exchange-risk and peg-stress events that test the delta-neutral model. ENAUSDT is one of few spot pairs whose behaviour is tied to the derivatives market: ENA moves with the funding-rate regime that supports USDe yield.
How much ENAUSDT spot data is there?
291K events since 2025-06-01, averaging 569 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
Is there a ENA perpetual in the dataset I can compare with?
ENA 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 ENA; check the coverage in the catalog.
How do I pull ENAUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=ENAUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest ENAUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.