Binance XAUUSDT perpetual: historical order book, tick trades & funding
1.55M trade, depth, mark-price and funding events for the XAUUSDT perpetual since 2025-06-01 — about 3,035 events a day.
Coverage
XAUUSDT 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
1,554,000
≈ 1.55M as of 2026-10-25
Avg events / day
3,035
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 XAUUSDT perp?
The XAUUSDT perp is a gold contract on a crypto exchange: it trades through weekends and holidays and can lead the Monday open in traditional gold markets. AymarData holds 1.55M events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
XAU is a gold perpetual quoted in USDT that trades through weekends when most gold venues are shut. On the derivatives side, XAU perp is moved by geopolitical risk and central-bank buying, and by weekend liquidity, where the perp acts as a live gold price when COMEX is closed. 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 3,035 events a day on XAUUSDT 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 XAUUSDT perp
- Geopolitical risk and central-bank buying
- Weekend liquidity, where the perp acts as a live gold price when COMEX is closed
- Real yields, dollar strength and Fed-path repricing
Schema
XAUUSDT 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 XAUUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798867 | XAUUSDT | trade | sell | 4028.3 | 1.256 | null |
| 1792684799119 | XAUUSDT | depth_update | ask | 4028.5 | 4.543 | null |
| 1792684799840 | XAUUSDT | mark_price | null | 4028.2 | null | -0.00003333 |
Illustrative rows for the XAUUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull XAUUSDT perp in Python, cURL or MCP
Market id: XAUUSDT. 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"}
# XAUUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "XAUUSDT",
"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": "XAUUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
XAUUSDT perp: common questions
How does XAUUSDT perp behave when the underlying market is closed?
The contract keeps trading (~3,035 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 XAUUSDT 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 XAUUSDT perpetual?
Geopolitical risk and central-bank buying, and weekend liquidity, where the perp acts as a live gold price when COMEX is closed. The XAUUSDT perp is a gold contract on a crypto exchange: it trades through weekends and holidays and can lead the Monday open in traditional gold markets.
How much XAUUSDT perp history is available?
1.55M events since 2025-06-01, averaging 3,035 per day, each stamped with Binance's exchange timestamp in milliseconds.
Is there a XAU spot pair to compare with this perpetual?
XAU is not in our top-20 Binance spot list, so the perp is the main Binance feed for this instrument.
Backtest XAUUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.