Binance XRPUSDT spot historical order book & tick data
1.16M trade and depth events for XRPUSDT on Binance spot since 2025-06-01 — about 2,275 events a day.
Coverage
XRPUSDT 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
1,164,800
≈ 1.16M as of 2026-10-25
Avg events / day
2,275
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 XRPUSDT spot?
XRPUSDT is one of the highest trade-count pairs on spot because small average order sizes — retail flow — generate many events per dollar traded. AymarData has recorded 1.16M events on Binance spot XRPUSDT since 2025-06-01: every trade, plus order-book updates at 100 ms.
XRP is the Ripple-linked payments token with one of the most retail-heavy order flows among large caps. The things that move XRP on spot are, in rough order: ETF and custody news, which produce sharp, thin-book moves; RLUSD and payment-corridor announcements that feed the cross-border narrative; and legal and regulatory headlines involving Ripple and US agencies. 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.
With about 2,275 events a day, XRPUSDT is dense enough for genuine execution research: rebuild the book from depth diffs, replay trades against it, and measure how much a market order of a given size would have moved the price at each moment. It is also the reference leg for most basis, lead-lag and prediction-market-settlement studies.
What moves XRPUSDT spot
- ETF and custody news, which produce sharp, thin-book moves
- RLUSD and payment-corridor announcements that feed the cross-border narrative
- Legal and regulatory headlines involving Ripple and US agencies
Schema
XRPUSDT 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 XRPUSDT |
| 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 |
|---|---|---|---|---|---|
| 1792679409447 | XRPUSDT | trade | buy | 2.4098 | 712.4 |
| 1792679409535 | XRPUSDT | trade | sell | 2.4097 | 1603 |
| 1792679410031 | XRPUSDT | depth_update | bid | 2.4095 | 3419 |
Illustrative rows for XRPUSDT on Binance spot; prices are in USDT and shown for schema purposes, not as live quotes.
Code
Pull XRPUSDT spot in Python, cURL or MCP
Market id: XRPUSDT. 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"}
# XRPUSDT spot: five minutes of trades
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-spot",
"market": "XRPUSDT",
"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)} XRPUSDT prints were taker buys")
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-spot",
"market": "XRPUSDT",
"at": "2026-10-22T14:32:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
XRPUSDT spot: common questions
How granular is the XRPUSDT spot order book data?
Depth updates are recorded at the 100 ms stream cadence and every trade is stored with its exchange timestamp. At about 2,275 events a day for XRPUSDT, you can rebuild the book at any instant and replay trades against it.
What moves XRPUSDT on Binance spot?
Mainly ETF and custody news, which produce sharp, thin-book moves, and RLUSD and payment-corridor announcements that feed the cross-border narrative. XRPUSDT is one of the highest trade-count pairs on spot because small average order sizes — retail flow — generate many events per dollar traded.
How much XRPUSDT spot data is there?
1.16M events since 2025-06-01, averaging 2,275 per day. Events carry the Binance exchange timestamp in milliseconds; trades record the taker side.
How does XRPUSDT spot compare with the XRPUSDT 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 XRP perp page for the matching feed.
How do I pull XRPUSDT spot trades with the API?
Call GET /v1/trades with source=binance-spot and market=XRPUSDT plus start and end timestamps (Python requests examples on this page). Ready to run with your API key.
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