Binance ETHUSDT spot historical order book & tick data
3.58M trade and depth events for ETHUSDT on Binance spot since 2025-06-01 — about 7,000 events a day.
Coverage
ETHUSDT 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
3,584,000
≈ 3.58M as of 2026-10-25
Avg events / day
7,000
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 ETHUSDT spot?
ETHUSDT is the pair where ETH/BTC rotations first show up as imbalance in the book, with a tape that is almost as dense as BTC's and a larger percentage move per trade. AymarData has recorded 3.58M events on Binance spot ETHUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
Ether is the settlement asset of the largest smart-contract ecosystem and trades as a higher-beta cousin of Bitcoin. The things that move ETH on spot are, in rough order: staking and ETF-flow headlines that change how much supply is liquid; 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. 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 7,000 events a day, ETHUSDT 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 ETHUSDT spot
- Staking and ETF-flow headlines that change how much supply is liquid
- 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
Schema
ETHUSDT 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 ETHUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679422715 | ETHUSDT | trade | buy | 2646.1 | 1.385 |
| 1792679423047 | ETHUSDT | trade | sell | 2646 | 1.195 |
| 1792679423295 | ETHUSDT | depth_update | bid | 2645.8 | 1.233 |
Illustrative rows for ETHUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull ETHUSDT spot 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 spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "ETHUSDT",
"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)} ETHUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "ETHUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
ETHUSDT spot: common questions
How granular is the ETHUSDT 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 7,000 events a day for ETHUSDT, you can rebuild the book at any instant and replay trades against it.
What moves ETHUSDT on Binance spot?
Mainly staking and ETF-flow headlines that change how much supply is liquid, and DeFi stress, because ETH collateral gets liquidated when lending markets de-risk. ETHUSDT is the pair where ETH/BTC rotations first show up as imbalance in the book, with a tape that is almost as dense as BTC's and a larger percentage move per trade.
How much ETHUSDT spot data is there?
3.58M events since 2025-06-01, averaging 7,000 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
How does ETHUSDT spot compare with the ETHUSDT 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 ETH perp page for the matching feed.
How do I pull ETHUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=ETHUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
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