Binance NEARUSDT spot historical order book & tick data
448K trade and depth events for NEARUSDT on Binance spot since 2025-06-01 — about 875 events a day.
Coverage
NEARUSDT 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
448,000
≈ 448K as of 2026-10-25
Avg events / day
875
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 NEARUSDT spot?
NEARUSDT is a mid-cap pair with steady two-sided liquidity that jumps when AI-narrative baskets rotate. AymarData has recorded 448K events on Binance spot NEARUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
NEAR is a sharded layer-1 that has repositioned around chain abstraction, intents and user-owned AI. The things that move NEAR on spot are, in rough order: ecosystem announcements around intents and cross-chain swaps; AI-narrative rotations — NEAR tends to move when AI-token baskets move; and protocol inflation changes and staking-yield updates. 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 875 events a day, NEARUSDT 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 NEARUSDT spot
- 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 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 NEARUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679408992 | NEARUSDT | trade | buy | 3.1216 | 1146 |
| 1792679409340 | NEARUSDT | trade | sell | 3.1215 | 755.7 |
| 1792679409769 | NEARUSDT | depth_update | bid | 3.1213 | 1992 |
Illustrative rows for NEARUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull NEARUSDT spot 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 spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "NEARUSDT",
"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)} NEARUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "NEARUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
NEARUSDT spot: common questions
Is NEARUSDT liquid enough for microstructure research?
Yes for 100 ms-level work: about 875 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 NEARUSDT on Binance spot?
Mainly ecosystem announcements around intents and cross-chain swaps, and AI-narrative rotations — NEAR tends to move when AI-token baskets move. NEARUSDT is a mid-cap pair with steady two-sided liquidity that jumps when AI-narrative baskets rotate.
How much NEARUSDT spot data is there?
448K events since 2025-06-01, averaging 875 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
How does NEARUSDT spot compare with the NEARUSDT 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 NEAR perp page for the matching feed.
How do I pull NEARUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=NEARUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Related
Related markets and next steps
Backtest NEARUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.