Binance ORDERUSDT perpetual: historical order book, tick trades & funding
814K trade, depth, mark-price and funding events for the ORDERUSDT perpetual since 2025-06-01 — about 1,590 events a day.
Coverage
ORDERUSDT 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
814,000
≈ 814K as of 2026-10-25
Avg events / day
1,590
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 ORDERUSDT perp?
The ORDERUSDT perp is a small-cap contract where trades arrive in clumps around announcements and depth disappears quickly in between. AymarData holds 814K events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
ORDER is the token of Orderly Network, shared order-book infrastructure for perpetuals front-ends. On the derivatives side, ORDER perp is moved by perp-DEX sector rotations, and by volume on Orderly-powered front-ends. 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 roughly 1,590 events a day, ORDERUSDT perp is a thin perpetual. The tape is bursty and the book is shallow, so it suits studies of market impact, funding persistence on new listings and how quickly makers re-quote after a sweep.
What moves the ORDERUSDT perp
- Perp-DEX sector rotations
- Volume on Orderly-powered front-ends
- Unlock schedule and market-maker inventory moves
Schema
ORDERUSDT 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 ORDERUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798488 | ORDERUSDT | trade | sell | 0.1901 | 12559 | null |
| 1792684798640 | ORDERUSDT | depth_update | ask | 0.1903 | 52386 | null |
| 1792684799614 | ORDERUSDT | mark_price | null | 0.19 | null | -0.00000981 |
Illustrative rows for the ORDERUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull ORDERUSDT perp in Python, cURL or MCP
Market id: ORDERUSDT. 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"}
# ORDERUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "ORDERUSDT",
"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": "ORDERUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
ORDERUSDT perp: common questions
Why is the ORDERUSDT perp perp tape so bursty?
ORDERUSDT perp is a thin contract (~1,590 events a day), so trades cluster around announcements and funding times and long stretches are quiet. Treat inter-event gaps as information rather than missing data.
How are funding and mark price stored for the ORDERUSDT 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 ORDERUSDT perpetual?
Perp-DEX sector rotations, and volume on Orderly-powered front-ends. The ORDERUSDT perp is a small-cap contract where trades arrive in clumps around announcements and depth disappears quickly in between.
How much ORDERUSDT perp history is available?
814K events since 2025-06-01, averaging 1,590 per day, each stamped with Binance's exchange timestamp in milliseconds.
Is there a ORDER spot pair to compare with this perpetual?
ORDER is not in our top-20 Binance spot list, so the perp is the main Binance feed for this instrument.
Backtest ORDERUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.