Binance NEARUSDT perpetual: historical order book, tick trades & funding
1.48M trade, depth, mark-price and funding events for the NEARUSDT perpetual since 2025-06-01 — about 2,891 events a day.
Coverage
NEARUSDT 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
1,480,000
≈ 1.48M as of 2026-10-25
Avg events / day
2,891
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 NEARUSDT perp?
The NEARUSDT perp tracks the AI-narrative basket: open interest builds when the sector rallies and unwinds quickly when it turns. AymarData holds 1.48M events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
NEAR is a sharded layer-1 that has repositioned around chain abstraction, intents and user-owned AI. On the derivatives side, NEAR perp is moved by ecosystem announcements around intents and cross-chain swaps, and by AI-narrative rotations — NEAR tends to move when AI-token baskets move. Because it is leveraged, those same drivers also show up as funding-rate shifts and liquidation-driven bursts that don't appear on spot.
NEARUSDT perp produces around 2,891 events a day. Funding and mark price events are recorded alongside trades and depth, so you can test funding-carry strategies, study how perp depth thins ahead of funding times, and see when leverage crowds one side.
What moves the NEARUSDT perp
- Ecosystem announcements around intents and cross-chain swaps
- AI-narrative rotations — NEAR tends to move when AI-token baskets move
- Protocol inflation changes and staking-yield updates
Schema
NEARUSDT 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 NEARUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798646 | NEARUSDT | trade | sell | 3.1214 | 1020 | null |
| 1792684798975 | NEARUSDT | depth_update | ask | 3.1216 | 1288 | null |
| 1792684799725 | NEARUSDT | mark_price | null | 3.1213 | null | 0.00016138 |
Illustrative rows for the NEARUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull NEARUSDT perp in Python, cURL or MCP
Market id: NEARUSDT. 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"}
# NEARUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "NEARUSDT",
"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": "NEARUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
NEARUSDT perp: common questions
Can I back-test funding-carry strategies on the NEARUSDT perp perp?
Yes. Mark price and funding events are stored with trades and depth (~2,891 events a day), so you can compute carry, slippage when entering at funding time, and what happens to the book when funding is extreme.
How are funding and mark price stored for the NEARUSDT 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 NEARUSDT perpetual?
Ecosystem announcements around intents and cross-chain swaps, and AI-narrative rotations — NEAR tends to move when AI-token baskets move. The NEARUSDT perp tracks the AI-narrative basket: open interest builds when the sector rallies and unwinds quickly when it turns.
How much NEARUSDT perp history is available?
1.48M events since 2025-06-01, averaging 2,891 per day, each stamped with Binance's exchange timestamp in milliseconds.
Can I measure NEAR basis between spot and perp?
Yes: join NEARUSDT perp with NEARUSDT 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.
Related
Related markets and next steps
Backtest NEARUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.