- 7 days · latest BTC markets, capped
- Stock, ETF & crypto price bars · 3 symbols per request
- Recorded bid/ask depth through the production REST schema
- Sports discovery for Polymarket + Kalshi
- 1 live BTC stream
- Backtest Lab + 1 paper strategy
Binance market history
Binance historical data, spot and perpetual futures
Minute-resolution OHLCV for Binance spot pairs and perpetuals, normalized onto the same schema and the same clock as every other instrument here.
The archive, in numbers
Every figure is what the collectors have stored, not a projection. Bars obey the same plan history window as order-book depth.
640M
order books captured. Polymarket · Kalshi · Limitless
90+
days history. all venues, deepening
7
assets. BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
REST + WS
delivery. JSON snapshots + live stream
DepthFeed serves Binance spot and perpetual-futures history as one-minute OHLCV bars over GET /v3/bars. The venue parameter selects spot or perpetuals outright, and the series share a time grid with US equities and ETFs so cross-asset rules run without manual alignment.
Coverage at a glance
- Instruments
- US-listed equities and ETFs · crypto spot pairs · crypto perpetual futures
- Resolution
- 1-minute base; 5m, 15m, 1h and 1d rolled up from it
- Fields
- open, high, low, close, volume — per symbol, millisecond timestamps
- History
- Full available history per instrument on Desk; 7 / 30 / 90-day windows below it
- Delivery
- REST /v3/bars — cursor-paged, every series cut at the same instant
- Selection
- ?venue= resolves a symbol outright when a string could be two instruments
Binance market history
What you get
Pick the market, do not guess it
Leave the venue off and a bare symbol resolves equities first, then spot. Name it and you get that market or nothing — which is what you want when a ticker string could legitimately be two different instruments.
Perpetuals alongside the book
DepthFeed also records prediction-market order books on the same clock, so a perpetual's move and a Kalshi or Polymarket contract's reaction to it can be examined in one series rather than two exports.
How far back you can go
History follows your plan, and bars use the same window as order-book depth: 7 days on the free Explorer tier, 30 on Quant, 90 on Research, and the full available history for each instrument on Desk. Long-horizon work — multi-year allocation studies, regime comparisons across cycles — is a Desk workload. Shorter windows are enough to validate a rule before you commit to the archive.
What this data is, and what it is not
These are source-attributed bars, not a consolidated (SIP) feed. For research, backtesting and signal work that distinction rarely matters; for best-execution reporting or regulatory record-keeping it does, and you should use a consolidated tape instead. One-minute is the finest resolution — the coarser frames are rolled up from it, so a 1-hour bar and sixty 1-minute bars always agree.
Start pulling binance historical data, spot and perpetual futures
Free Explorer tier, no card. Full bid/ask depth and the underlying price on every snapshot, over a REST API and a live WebSocket stream.
RelatedRelated
06Pricing
Choose capacity, not venues.
- 30 days · all assets · every supported venue
- Stock, ETF & crypto price bars · 8 symbols per request
- Full book depth at any snapshot interval
- 25 req/sec · 5 live streams
- Sports API, injury alerts + 1 live sports book
- Backtest Lab + 5 paper strategies
- Everything in Quant
- Stock, ETF & crypto price bars · 16 symbols per request
- 90 days of unified history (3× Quant)
- Out-of-sample robustness analysis
- Reproducible strategy, trade and run exports
- 50 req/sec · 25 live streams · 15 paper strategies
- Everything in Research
- Stock, ETF & crypto price bars · 32 symbols per request
- Raw tick tape: every book change, in venue sequence
- Full market + sports archive
- Historical queries use an isolated traffic lane
- 100 req/sec · 100 live streams + wildcards
- 2 parallel history queries · 40 paper strategies
Every paid plan
Complete data access; capacity scales with the tier.
- Every supported venue
- Crypto, stocks & prediction markets
- Full bid/ask depth
- Any snapshot interval: 1m, 5m, 1h…
- Backtest Lab + live WebSocket
Compare exact plan limitsHistory, throughput, streams, research tools and account allowances.
| Capability | Explorer$0 | Quant$29 | Research$99 | Desk$249 |
|---|---|---|---|---|
| DataHistory | 7 days, capped | 30 days | 90 days | Full archive |
| Order-book assets | All 7 | All 7 | All 7 | All 7 |
| Raw tick tape (/v3/**/ticks) | — | — | — | Included |
| Price bars — equities, ETFs & crypto | 1-minute, windowed | 1-minute base | 1-minute base | 1-minute base |
| Bar symbols per request | 3 | 8 | 16 | 32 |
| Venue access (prediction markets) | Recorded sample + sports REST | Every venue | Every venue | Every venue |
| DeliveryGeneral REST admission | 1 req/sec | 25 req/sec · 1,000/min | 50 req/sec · 3,000/min | 100 req/sec · 6,000/min |
| Live book streams | 1 BTC subscription | 5 subs · 1 connection | 25 subs · 2 connections | 100 subs · 5 connections + wildcards |
| Live sports books | REST only | 1 | 2 | 3 |
| ResearchBacktest Lab — prediction markets | Polymarket sample | Polymarket + Kalshi | Polymarket + Kalshi | Polymarket + Kalshi |
| Backtest Lab — stocks, ETFs & crypto | Included, within the 7-day window | Included | Included | Included |
| Robustness analysis | — | — | Out-of-sample Research Lab | Included |
| Concurrent paper strategies | 1 | 5 | 15 | 40 |
| Wallet Intelligence | 1 wallet · 3 audits | 5 wallets · 10 audits | 10 wallets · 25 audits | 20 wallets · 50 audits |
| Monthly AI execution credits | — | 200 | 1,000 | 3,000 |
| OperationsHistorical query lane | Shared | Shared | Shared | Isolated · 2 parallel requests |
Monthly billing in USD. Cancel anytime. Taxes, where required, are calculated before payment. An entirely unused paid plan can be canceled and refunded in full under the Terms.
AI credits cover model execution only. Data access, history, exports, API limits, streams and venues never consume them.