Binance TUSDT perpetual: historical order book, tick trades & funding
481K trade, depth, mark-price and funding events for the TUSDT perpetual since 2025-06-01 — about 939 events a day.
Coverage
TUSDT 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 TUSDT perp?
The TUSDT perp is a low-liquidity contract with sparse trades, which makes every funding update and order-book change stand out. AymarData holds 481K events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
T is the governance token of the Threshold Network, best known for tBTC. On the derivatives side, T perp is moved by sparse, bursty liquidity typical of long-tail perpetuals, and by Bitcoin-DeFi narratives that occasionally lift the whole basket. Because it is leveraged, those same drivers also show up as funding-rate shifts and liquidation-driven bursts that don't appear on spot.
At roughly 939 events a day, TUSDT perp is a thin perpetual. The tape is bursty and the book is shallow, so it suits studies of market impact, funding persistence on new listings and how quickly makers re-quote after a sweep.
What moves the TUSDT perp
- Sparse, bursty liquidity typical of long-tail perpetuals
- Bitcoin-DeFi narratives that occasionally lift the whole basket
- TBTC supply and bridge-usage headlines
Schema
TUSDT 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 TUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798507 | TUSDT | trade | sell | 0.01301 | 70221 | null |
| 1792684798812 | TUSDT | depth_update | ask | 0.01303 | 1288331 | null |
| 1792684799649 | TUSDT | mark_price | null | 0.013 | null | 0.00017432 |
Illustrative rows for the TUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull TUSDT perp in Python, cURL or MCP
Market id: TUSDT. 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"}
# TUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "TUSDT",
"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": "TUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
TUSDT perp: common questions
Why is the TUSDT perp perp tape so bursty?
TUSDT perp is a thin contract (~939 events a day), so trades cluster around announcements and funding times and long stretches are quiet. Treat inter-event gaps as information rather than missing data.
How are funding and mark price stored for the TUSDT 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 TUSDT perpetual?
Sparse, bursty liquidity typical of long-tail perpetuals, and Bitcoin-DeFi narratives that occasionally lift the whole basket. The TUSDT perp is a low-liquidity contract with sparse trades, which makes every funding update and order-book change stand out.
How much TUSDT 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 T spot pair to compare with this perpetual?
T is not in our top-20 Binance spot list, so the perp is the main Binance feed for this instrument.
Backtest TUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.