Binance SOXLUSDT perpetual: historical order book, tick trades & funding
481K trade, depth, mark-price and funding events for the SOXLUSDT perpetual since 2025-06-01 — about 939 events a day.
Coverage
SOXLUSDT 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
481,000
≈ 481K as of 2026-10-25
Avg events / day
939
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 SOXLUSDT perp?
The SOXLUSDT perp mirrors a 3x leveraged semiconductor ETF, so a 1% move in chip stocks can be a 3% move in the contract and shows up as a visible burst in the tape. AymarData holds 481K events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
SOXL is an equity-linked perpetual referencing the 3x leveraged semiconductor ETF. On the derivatives side, SOXL perp is moved by overnight and weekend gaps while the ETF's cash market is closed, and by semiconductor leaders' earnings and guidance (the ETF is 3x daily exposure). 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 939 events a day on SOXLUSDT 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 SOXLUSDT perp
- Overnight and weekend gaps while the ETF's cash market is closed
- Semiconductor leaders' earnings and guidance (the ETF is 3x daily exposure)
- Export-control and tariff headlines
Schema
SOXLUSDT 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 SOXLUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798098 | SOXLUSDT | trade | sell | 38.402 | 66.35 | null |
| 1792684798332 | SOXLUSDT | depth_update | ask | 38.404 | 478.5 | null |
| 1792684799036 | SOXLUSDT | mark_price | null | 38.401 | null | 0.00003706 |
Illustrative rows for the SOXLUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull SOXLUSDT perp in Python, cURL or MCP
Market id: SOXLUSDT. 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"}
# SOXLUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "SOXLUSDT",
"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": "SOXLUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
SOXLUSDT perp: common questions
How does SOXLUSDT perp behave when the underlying market is closed?
The contract keeps trading (~939 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 SOXLUSDT 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 SOXLUSDT perpetual?
Overnight and weekend gaps while the ETF's cash market is closed, and semiconductor leaders' earnings and guidance (the ETF is 3x daily exposure). The SOXLUSDT perp mirrors a 3x leveraged semiconductor ETF, so a 1% move in chip stocks can be a 3% move in the contract and shows up as a visible burst in the tape.
How much SOXLUSDT perp history is available?
481K events since 2025-06-01, averaging 939 per day, each stamped with Binance's exchange timestamp in milliseconds.
Is there a SOXL spot pair to compare with this perpetual?
SOXL is not in our top-20 Binance spot list, so the perp is the main Binance feed for this instrument.
Backtest SOXLUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.