Binance WLDUSDT spot historical order book & tick data
470K trade and depth events for WLDUSDT on Binance spot since 2025-06-01 — about 919 events a day.
Coverage
WLDUSDT 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
470,400
≈ 470K as of 2026-10-25
Avg events / day
919
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 WLDUSDT spot?
WLDUSDT spikes around token-unlock dates and OpenAI headlines, and the book often leans to one side days before a scheduled supply event. AymarData has recorded 470K events on Binance spot WLDUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
WLD is the token of the World network, which pairs an iris-scanning identity project with a payments token. The things that move WLD on spot are, in rough order: scheduled token unlocks that add supply on a known calendar; OpenAI and AI-sector headlines that spill over into WLD; and Orb rollouts and regional regulatory actions. 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 919 events a day, WLDUSDT 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 WLDUSDT spot
- Scheduled token unlocks that add supply on a known calendar
- OpenAI and AI-sector headlines that spill over into WLD
- Orb rollouts and regional regulatory actions
Schema
WLDUSDT 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 WLDUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679408777 | WLDUSDT | trade | buy | 1.3797 | 565.9 |
| 1792679408863 | WLDUSDT | trade | sell | 1.3796 | 2453 |
| 1792679409313 | WLDUSDT | depth_update | bid | 1.3794 | 1633 |
Illustrative rows for WLDUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull WLDUSDT spot in Python, cURL or MCP
Market id: WLDUSDT. 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"}
# WLDUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "WLDUSDT",
"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)} WLDUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "WLDUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
WLDUSDT spot: common questions
Is WLDUSDT liquid enough for microstructure research?
Yes for 100 ms-level work: about 919 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 WLDUSDT on Binance spot?
Mainly scheduled token unlocks that add supply on a known calendar, and OpenAI and AI-sector headlines that spill over into WLD. WLDUSDT spikes around token-unlock dates and OpenAI headlines, and the book often leans to one side days before a scheduled supply event.
How much WLDUSDT spot data is there?
470K events since 2025-06-01, averaging 919 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
How does WLDUSDT spot compare with the WLDUSDT 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 WLD perp page for the matching feed.
How do I pull WLDUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=WLDUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
Related
Related markets and next steps
Backtest WLDUSDT spot with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.