Binance UNIUSDT spot historical order book & tick data
246K trade and depth events for UNIUSDT on Binance spot since 2025-06-01 — about 481 events a day.
Coverage
UNIUSDT 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
246,400
≈ 246K as of 2026-10-25
Avg events / day
481
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 UNIUSDT spot?
UNIUSDT trades in a narrow band on most days and gaps on governance news, so the tape is mostly quiet with sharp, short episodes. AymarData has recorded 246K events on Binance spot UNIUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
UNI is the governance token of Uniswap, the largest decentralized exchange by cumulative volume. The things that move UNI on spot are, in rough order: fee-switch and buyback governance votes; DEX market share against aggregators and newer AMMs; and ETH price and on-chain DEX volume, which set protocol fee revenue. 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 481 events a day, UNIUSDT 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 UNIUSDT spot
- Fee-switch and buyback governance votes
- DEX market share against aggregators and newer AMMs
- ETH price and on-chain DEX volume, which set protocol fee revenue
Schema
UNIUSDT 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 UNIUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679410228 | UNIUSDT | trade | buy | 7.9042 | 511.4 |
| 1792679410369 | UNIUSDT | trade | sell | 7.9041 | 75.78 |
| 1792679410755 | UNIUSDT | depth_update | bid | 7.9039 | 842.3 |
Illustrative rows for UNIUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull UNIUSDT spot in Python, cURL or MCP
Market id: UNIUSDT. 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"}
# UNIUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "UNIUSDT",
"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)} UNIUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "UNIUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
UNIUSDT spot: common questions
Is UNIUSDT liquid enough for microstructure research?
Yes for 100 ms-level work: about 481 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 UNIUSDT on Binance spot?
Mainly fee-switch and buyback governance votes, and DEX market share against aggregators and newer AMMs. UNIUSDT trades in a narrow band on most days and gaps on governance news, so the tape is mostly quiet with sharp, short episodes.
How much UNIUSDT spot data is there?
246K events since 2025-06-01, averaging 481 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
Is there a UNI perpetual in the dataset I can compare with?
UNI 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 UNI; check the coverage in the catalog.
How do I pull UNIUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=UNIUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Backtest UNIUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.