Binance SNDKBUSDT spot historical order book & tick data
15.7K trade and depth events for SNDKBUSDT on Binance spot since 2025-06-01 — about 31 events a day.
Coverage
SNDKBUSDT 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
15,680
≈ 15.7K as of 2026-10-25
Avg events / day
31
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 SNDKBUSDT spot?
SNDKBUSDT is a very thin pair: a few trades an hour rather than a few per second, so the tape reads like a log of individual decisions. AymarData has recorded 15.7K events on Binance spot SNDKBUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
SNDKB is a niche, recently listed ticker on Binance spot with very little turnover. The things that move SNDKB on spot are, in rough order: lead-lag against the SNDK perpetual contract; single large orders in a thin book; and the listing's own news flow, which dominates fundamentals. 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.
With only ~31 events a day, SNDKBUSDT is a thin-book case: each trade and each resting order is individually informative. Use it to calibrate market-impact models for illiquid pairs, and treat any statistic that assumes continuous quoting with caution.
What moves SNDKBUSDT spot
- Lead-lag against the SNDK perpetual contract
- Single large orders in a thin book
- The listing's own news flow, which dominates fundamentals
Schema
SNDKBUSDT 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 SNDKBUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679409306 | SNDKBUSDT | trade | buy | 120.35 | 27.99 |
| 1792679409634 | SNDKBUSDT | trade | sell | 120.34 | 32.56 |
| 1792679409856 | SNDKBUSDT | depth_update | bid | 120.32 | 30.1 |
Illustrative rows for SNDKBUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull SNDKBUSDT spot in Python, cURL or MCP
Market id: SNDKBUSDT. 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"}
# SNDKBUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "SNDKBUSDT",
"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)} SNDKBUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "SNDKBUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
SNDKBUSDT spot: common questions
Why are there so few SNDKBUSDT events compared with BTC?
SNDKBUSDT is a thin pair — about 31 events a day, versus hundreds of thousands for the majors. Gaps of minutes between trades are normal, so don't resample to a fixed grid without checking how much of it will be forward-filled.
What moves SNDKBUSDT on Binance spot?
Mainly lead-lag against the SNDK perpetual contract, and single large orders in a thin book. SNDKBUSDT is a very thin pair: a few trades an hour rather than a few per second, so the tape reads like a log of individual decisions.
How much SNDKBUSDT spot data is there?
15.7K events since 2025-06-01, averaging 31 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
Is there a SNDKB perpetual in the dataset I can compare with?
SNDKB 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 SNDKB; check the coverage in the catalog.
How do I pull SNDKBUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=SNDKBUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest SNDKBUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.