AymarData
Binance spotHistory from 2025-06-01SOLUSDT

Binance SOLUSDT spot historical order book & tick data

1.90M trade and depth events for SOLUSDT on Binance spot since 2025-06-01 — about 3,719 events a day.

Coverage

SOLUSDT 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

1,904,000

≈ 1.90M as of 2026-10-25

Avg events / day

3,719

trade · depth update

Update frequency

Every trade tick-by-tick; depth diffs at 100 ms

Daily activity · last 30 days

SOLUSDT spot events/day: 30-day series, average 3,719 events/day, low 2,978, high 8,196.
low 2,978avg 3,719high 8,196

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 SOLUSDT spot?

SOLUSDT is liquid but volatile: its book thins within seconds of a memecoin-driven spike on Solana, and the tape shows the spread widening before the price moves. AymarData has recorded 1.90M events on Binance spot SOLUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.

Solana is a high-throughput layer-1 whose price tracks on-chain activity, especially memecoin and launchpad volume. The things that move SOL on spot are, in rough order: ETF filings and treasury-company buying that arrive as scheduled headlines; memecoin and launchpad turnover, which drives fee revenue and speculative demand together; and network incidents and validator-client upgrades. 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 about 3,719 events a day, SOLUSDT is dense enough for genuine execution research: rebuild the book from depth diffs, replay trades against it, and measure how much a market order of a given size would have moved the price at each moment. It is also the reference leg for most basis, lead-lag and prediction-market-settlement studies.

What moves SOLUSDT spot

  • ETF filings and treasury-company buying that arrive as scheduled headlines
  • Memecoin and launchpad turnover, which drives fee revenue and speculative demand together
  • Network incidents and validator-client upgrades

Schema

SOLUSDT spot fields and sample rows

The same columns are returned by the API and in Parquet and CSV files.

FieldTypeDescription
ts_msint64Exchange event time, Unix milliseconds
symbolstringBinance symbol, here SOLUSDT
event_typestringtrade | depth_update
sidestringbuy / sell for trades (taker side); bid / ask for depth
pricenumberTrade price or book level in USDT
sizenumberBase-asset quantity; 0 on a depth update means the level was removed

Sample rows

ts_mssymbolevent_typesidepricesize
1792679407972SOLUSDTtradebuy168.7310.53
1792679408098SOLUSDTtradesell168.7217.45
1792679408525SOLUSDTdepth_updatebid168.748.32

Illustrative rows for SOLUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.

Code

Pull SOLUSDT spot in Python, cURL or MCP

Market id: SOLUSDT. 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"}

# SOLUSDT spot: five minutes of trades
trades = requests.get(
    f"{API}/trades",
    headers=H,
    params={
        "source": "binance-spot",
        "market": "SOLUSDT",
        "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)} SOLUSDT prints were taker buys")

book = requests.get(
    f"{API}/book",
    headers=H,
    params={
        "source": "binance-spot",
        "market": "SOLUSDT",
        "at": "2026-10-22T14:32:00Z",
        "depth": 10,
    },
    timeout=30,
).json()
print(book.get("spread"), len(trades))

FAQ

SOLUSDT spot: common questions

How granular is the SOLUSDT spot order book data?

Depth updates are recorded at the 100 ms stream cadence and every trade is stored with its exchange timestamp. At about 3,719 events a day for SOLUSDT, you can rebuild the book at any instant and replay trades against it.

What moves SOLUSDT on Binance spot?

Mainly ETF filings and treasury-company buying that arrive as scheduled headlines, and memecoin and launchpad turnover, which drives fee revenue and speculative demand together. SOLUSDT is liquid but volatile: its book thins within seconds of a memecoin-driven spike on Solana, and the tape shows the spread widening before the price moves.

How much SOLUSDT spot data is there?

1.90M events since 2025-06-01, averaging 3,719 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.

How does SOLUSDT spot compare with the SOLUSDT perpetual?

Spot is the cash reference; the perp adds mark price and funding. Joining the two on timestamp gives you basis and lead-lag — see the SOL perp page for the matching feed.

How do I pull SOLUSDT spot trades with the API?

Call GET /v1/trades with source=binance-spot and market=SOLUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.

Backtest SOLUSDT spot with real tick data

Get an API key, pull your first window and join it with the other sources in the catalog.