Binance SUIUSDT spot historical order book & tick data
582K trade and depth events for SUIUSDT on Binance spot since 2025-06-01 — about 1,138 events a day.
Coverage
SUIUSDT 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
582,400
≈ 582K as of 2026-10-25
Avg events / day
1,138
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 SUIUSDT spot?
SUIUSDT is a high-activity alt pair where monthly unlock days and ecosystem exploits create the clearest regime changes in the tape. AymarData has recorded 582K events on Binance spot SUIUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
SUI is the Move-language layer-1 token with a staking-heavy holder base and a growing DeFi ecosystem. The things that move SUI on spot are, in rough order: DeFi TVL swings and ecosystem exploits; ETF filings and staking-product launches; and monthly token unlocks and how much of each tranche reaches exchanges. 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.
At roughly 1,138 events a day, SUIUSDT is liquid enough for 100 ms-level analysis but quiet enough that individual large orders are visible in the data. That makes it good for studying spread dynamics, queue behaviour around news and the way alt liquidity thins out during sector-wide drawdowns.
What moves SUIUSDT spot
- DeFi TVL swings and ecosystem exploits
- ETF filings and staking-product launches
- Monthly token unlocks and how much of each tranche reaches exchanges
Schema
SUIUSDT 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 SUIUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679412556 | SUIUSDT | trade | buy | 3.0499 | 1149 |
| 1792679412813 | SUIUSDT | trade | sell | 3.0498 | 556.9 |
| 1792679413057 | SUIUSDT | depth_update | bid | 3.0496 | 1442 |
Illustrative rows for SUIUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull SUIUSDT spot in Python, cURL or MCP
Market id: SUIUSDT. 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"}
# SUIUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "SUIUSDT",
"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)} SUIUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "SUIUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
SUIUSDT spot: common questions
Is SUIUSDT liquid enough for microstructure research?
Yes for 100 ms-level work: about 1,138 events a day is enough to measure spreads, depth and short-term impact, while quiet enough that single large orders stand out. For tight latency studies on a smaller pair, check the event gaps first.
What moves SUIUSDT on Binance spot?
Mainly DeFi TVL swings and ecosystem exploits, and ETF filings and staking-product launches. SUIUSDT is a high-activity alt pair where monthly unlock days and ecosystem exploits create the clearest regime changes in the tape.
How much SUIUSDT spot data is there?
582K events since 2025-06-01, averaging 1,138 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
Is there a SUI perpetual in the dataset I can compare with?
SUI 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 SUI; check the coverage in the catalog.
How do I pull SUIUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=SUIUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest SUIUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.