Binance SNDKUSDT perpetual: historical order book, tick trades & funding
962K trade, depth, mark-price and funding events for the SNDKUSDT perpetual since 2025-06-01 — about 1,879 events a day.
Coverage
SNDKUSDT 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
962,000
≈ 962K as of 2026-10-25
Avg events / day
1,879
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 SNDKUSDT perp?
The SNDKUSDT perp is equity-linked: its book is active during US cash hours and changes character overnight and at weekends, when the stock itself is closed. AymarData holds 962K events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
SNDK is an equity-linked perpetual referencing SanDisk, trading around the clock while the underlying stock does not. On the derivatives side, SNDK perp is moved by memory-pricing news (NAND contract prices, AI-datacenter demand), and by earnings dates, which compress a quarter of repricing into minutes. Because it is leveraged, those same drivers also show up as funding-rate shifts and liquidation-driven bursts that don't appear on spot.
About 1,879 events a day on SNDKUSDT perp, with a weekly rhythm unlike crypto perps. The contract is the only live price for the underlying outside cash hours, so the interesting data sits at the weekend gaps, the Monday re-anchoring and around earnings or macro releases.
What moves the SNDKUSDT perp
- Memory-pricing news (NAND contract prices, AI-datacenter demand)
- Earnings dates, which compress a quarter of repricing into minutes
- The Nasdaq cash session — the perp anchors to the stock by day and drifts at night and on weekends
Schema
SNDKUSDT 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 SNDKUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798012 | SNDKUSDT | trade | sell | 95.136 | 74.2 | null |
| 1792684798320 | SNDKUSDT | depth_update | ask | 95.138 | 162.5 | null |
| 1792684798987 | SNDKUSDT | mark_price | null | 95.135 | null | 0.000202 |
Illustrative rows for the SNDKUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull SNDKUSDT perp in Python, cURL or MCP
Market id: SNDKUSDT. 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"}
# SNDKUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "SNDKUSDT",
"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": "SNDKUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
SNDKUSDT perp: common questions
How does SNDKUSDT perp behave when the underlying market is closed?
The contract keeps trading (~1,879 events a day on average), but liquidity is thinner and the price can drift away from the last cash close. Compare weekend and weekday event rates in the data to see the change in regime, and look at the Monday gap to the cash market.
How are funding and mark price stored for the SNDKUSDT 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 SNDKUSDT perpetual?
Memory-pricing news (NAND contract prices, AI-datacenter demand), and earnings dates, which compress a quarter of repricing into minutes. The SNDKUSDT perp is equity-linked: its book is active during US cash hours and changes character overnight and at weekends, when the stock itself is closed.
How much SNDKUSDT perp history is available?
962K events since 2025-06-01, averaging 1,879 per day, each stamped with Binance's exchange timestamp in milliseconds.
Is there a SNDK spot pair to compare with this perpetual?
SNDK is not in our top-20 Binance spot list, so the perp is the main Binance feed for this instrument.
Backtest SNDKUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.