Binance PEPEUSDT spot historical order book & tick data
582K trade and depth events for PEPEUSDT on Binance spot since 2025-06-01 — about 1,138 events a day.
Coverage
PEPEUSDT 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
582,400
≈ 582K as of 2026-10-25
Avg events / day
1,138
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 PEPEUSDT spot?
PEPEUSDT trades at prices with many leading zeros, so the tick size relative to price is large — spreads sit at one or two ticks — which affects every microstructure statistic you compute. AymarData has recorded 582K events on Binance spot PEPEUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
PEPE is an Ethereum memecoin and one of the most liquid memecoins on centralized venues. The things that move PEPE on spot are, in rough order: new listings and derivatives open-interest swings that amplify moves; social sentiment and the broader memecoin risk appetite; and whale-wallet transfers to and from exchanges. 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 around 1,138 events a day, PEPEUSDT has many small trades relative to notional. The data is good for studying retail order-flow bursts, spread behaviour at large tick-to-price ratios, and how quickly liquidity returns after a spike.
What moves PEPEUSDT spot
- New listings and derivatives open-interest swings that amplify moves
- Social sentiment and the broader memecoin risk appetite
- Whale-wallet transfers to and from exchanges
Schema
PEPEUSDT 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 PEPEUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679422430 | PEPEUSDT | trade | buy | 0.0000092 | 428063382 |
| 1792679422548 | PEPEUSDT | trade | sell | 0.00000919 | 354235130 |
| 1792679423062 | PEPEUSDT | depth_update | bid | 0.00000917 | 936065575 |
Illustrative rows for PEPEUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull PEPEUSDT spot in Python, cURL or MCP
Market id: PEPEUSDT. 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"}
# PEPEUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "PEPEUSDT",
"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)} PEPEUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "PEPEUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
PEPEUSDT spot: common questions
How should I handle PEPEUSDT's tiny price and large tick-to-price ratio?
PEPEUSDT trades at a very low price, so one tick is a large fraction of the spread. Compute spreads in ticks and basis points, not absolute price, and expect about 1,138 events a day with many small trades.
What moves PEPEUSDT on Binance spot?
Mainly new listings and derivatives open-interest swings that amplify moves, and social sentiment and the broader memecoin risk appetite. PEPEUSDT trades at prices with many leading zeros, so the tick size relative to price is large — spreads sit at one or two ticks — which affects every microstructure statistic you compute.
How much PEPEUSDT spot data is there?
582K events since 2025-06-01, averaging 1,138 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
Is there a PEPE perpetual in the dataset I can compare with?
PEPE 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 PEPE; check the coverage in the catalog.
How do I pull PEPEUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=PEPEUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest PEPEUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.