Binance ETHUSDT perpetual: historical order book, tick trades & funding
12.2M trade, depth, mark-price and funding events for the ETHUSDT perpetual since 2025-06-01 — about 23,848 events a day.
Coverage
ETHUSDT 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
12,210,000
≈ 12.2M as of 2026-10-25
Avg events / day
23,848
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 ETHUSDT perp?
The ETHUSDT perp adds the ETH/BTC beta trade: funding on ETH often diverges from BTC when traders lean long ether or hedge staking exposure. AymarData holds 12.2M events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
Ether is the settlement asset of the largest smart-contract ecosystem and trades as a higher-beta cousin of Bitcoin. On the derivatives side, ETH perp is moved by DeFi stress, because ETH collateral gets liquidated when lending markets de-risk, and by the ETH/BTC ratio, which rotates capital between the two majors on risk-on and risk-off days. 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 about 23,848 events a day (trades, depth, mark price and funding), ETHUSDT perp is a complete picture of a leveraged market: join funding with open positioning, replay depth around liquidation-driven moves, and compare perp trades with spot to measure basis in real time.
What moves the ETHUSDT perp
- DeFi stress, because ETH collateral gets liquidated when lending markets de-risk
- The ETH/BTC ratio, which rotates capital between the two majors on risk-on and risk-off days
- Staking and ETF-flow headlines that change how much supply is liquid
Schema
ETHUSDT 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 ETHUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798291 | ETHUSDT | trade | sell | 2646.7 | 2.973 | null |
| 1792684798584 | ETHUSDT | depth_update | ask | 2646.9 | 4.29 | null |
| 1792684799306 | ETHUSDT | mark_price | null | 2646.6 | null | -0.00011004 |
Illustrative rows for the ETHUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull ETHUSDT perp in Python, cURL or MCP
Market id: ETHUSDT. 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"}
# ETHUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "ETHUSDT",
"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": "ETHUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
ETHUSDT perp: common questions
How do I use funding and depth together on the ETHUSDT perp perp?
Funding and mark price arrive as their own events alongside depth and trades (~23,848 a day in total for ETHUSDT perp). Align them on timestamp: look at how depth thins in the minutes before each funding time and how aggressive flow changes after a funding reset.
How are funding and mark price stored for the ETHUSDT 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 ETHUSDT perpetual?
DeFi stress, because ETH collateral gets liquidated when lending markets de-risk, and the ETH/BTC ratio, which rotates capital between the two majors on risk-on and risk-off days. The ETHUSDT perp adds the ETH/BTC beta trade: funding on ETH often diverges from BTC when traders lean long ether or hedge staking exposure.
How much ETHUSDT perp history is available?
12.2M events since 2025-06-01, averaging 23,848 per day, each stamped with Binance's exchange timestamp in milliseconds.
Can I measure ETH basis between spot and perp?
Yes: join ETHUSDT perp with ETHUSDT spot on ts_ms. The perp page shows mark price and funding; the spot page has the cash order book. Use both to measure basis and lead-lag.
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