Binance RLUSDUSDT spot historical order book & tick data
13.4K trade and depth events for RLUSDUSDT on Binance spot since 2025-06-01 — about 26 events a day.
Coverage
RLUSDUSDT 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
13,440
≈ 13.4K as of 2026-10-25
Avg events / day
26
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 RLUSDUSDT spot?
RLUSDUSDT is a stablecoin against a stablecoin: the book is a ladder of orders within a few basis points of 1.0000, and most events are peg adjustments rather than price discovery. AymarData has recorded 13.4K events on Binance spot RLUSDUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
RLUSD is a US-dollar stablecoin issued by Ripple; its price is meant to sit at 1.00. The things that move RLUSD on spot are, in rough order: issuance and redemption flows from Ripple's institutional channels; Binance quote-currency conversions, which create bursts of volume in an otherwise quiet pair; and peg arbitrage — the price only moves a few basis points either side of 1.00. 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.
Only about 26 events a day are recorded for RLUSDUSDT, so this is not a pair for latency research. It is useful for stablecoin-peg studies: how far the pair strays from 1.0000, how quickly arbitrage closes the gap, and how depth behaves on either side of the peg when markets are stressed.
What moves RLUSDUSDT spot
- Issuance and redemption flows from Ripple's institutional channels
- Binance quote-currency conversions, which create bursts of volume in an otherwise quiet pair
- Peg arbitrage — the price only moves a few basis points either side of 1.00
Schema
RLUSDUSDT 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 RLUSDUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679409557 | RLUSDUSDT | trade | buy | 1.0002 | 3125 |
| 1792679409676 | RLUSDUSDT | trade | sell | 1.0001 | 3363 |
| 1792679410322 | RLUSDUSDT | depth_update | bid | 0.9999 | 3518 |
Illustrative rows for RLUSDUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull RLUSDUSDT spot in Python, cURL or MCP
Market id: RLUSDUSDT. 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"}
# RLUSDUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "RLUSDUSDT",
"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)} RLUSDUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "RLUSDUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
RLUSDUSDT spot: common questions
Why does RLUSDUSDT barely move, and is the data still useful?
RLUSDUSDT is a stablecoin pair, so the price stays within a few basis points of 1.0000 and only about 26 events a day are recorded. The data is useful for peg-deviation and depth-around-peg studies, not for price-discovery or latency work.
What moves RLUSDUSDT on Binance spot?
Mainly issuance and redemption flows from Ripple's institutional channels, and Binance quote-currency conversions, which create bursts of volume in an otherwise quiet pair. RLUSDUSDT is a stablecoin against a stablecoin: the book is a ladder of orders within a few basis points of 1.0000, and most events are peg adjustments rather than price discovery.
How much RLUSDUSDT spot data is there?
13.4K events since 2025-06-01, averaging 26 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
Is there a RLUSD perpetual in the dataset I can compare with?
RLUSD 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 RLUSD; check the coverage in the catalog.
How do I pull RLUSDUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=RLUSDUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest RLUSDUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.