Binance LINKUSDT spot historical order book & tick data
291K trade and depth events for LINKUSDT on Binance spot since 2025-06-01 — about 569 events a day.
Coverage
LINKUSDT 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 LINKUSDT spot?
LINKUSDT is a liquid large-cap alt whose depth is relatively stable, making it a good pair for testing execution models that need clean books. AymarData has recorded 291K events on Binance spot LINKUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
LINK is the token of Chainlink, the dominant oracle network — and the price-feed layer many prediction markets settle against. The things that move LINK on spot are, in rough order: DeFi activity, since oracle revenue scales with on-chain volume; enterprise and bank integrations such as CCIP and tokenization pilots; and staking changes and reserve accumulation announcements. 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, LINKUSDT 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 LINKUSDT spot
- DeFi activity, since oracle revenue scales with on-chain volume
- Enterprise and bank integrations such as CCIP and tokenization pilots
- Staking changes and reserve accumulation announcements
Schema
LINKUSDT 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 LINKUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679414756 | LINKUSDT | trade | buy | 15.604 | 143.2 |
| 1792679414971 | LINKUSDT | trade | sell | 15.603 | 183.4 |
| 1792679415550 | LINKUSDT | depth_update | bid | 15.601 | 100.1 |
Illustrative rows for LINKUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull LINKUSDT spot in Python, cURL or MCP
Market id: LINKUSDT. 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"}
# LINKUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "LINKUSDT",
"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)} LINKUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "LINKUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
LINKUSDT spot: common questions
Is LINKUSDT 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 LINKUSDT on Binance spot?
Mainly DeFi activity, since oracle revenue scales with on-chain volume, and enterprise and bank integrations such as CCIP and tokenization pilots. LINKUSDT is a liquid large-cap alt whose depth is relatively stable, making it a good pair for testing execution models that need clean books.
How much LINKUSDT 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 LINK perpetual in the dataset I can compare with?
LINK 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 LINK; check the coverage in the catalog.
How do I pull LINKUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=LINKUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest LINKUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.