Binance spot historical data
Tick-level Binance spot data for BTC/USDT, ETH/USDT, SOL/USDT, and XRP/USDT with microsecond timestamps: trades, top-of-book quotes, and order book depth. Same schema and API as our prediction market data, so cross-market studies are a join, not a project.
Feb 6, 2026
Coverage since
BTC, ETH, SOL, XRP (vs USDT)
Pairs
Microsecond precision
Timestamps
Same as prediction markets
Schema & API
What's included
Recorded in full from the venue's feeds - no downsampling, no interval sampling.
trades
Trades
Every print from the raw trade stream, timestamped to the microsecond.
quotes
Quotes
Derived from the depth stream so every row carries a real exchange timestamp - Binance's own BBO stream has none.
book_snapshot_5 / 25
Order book snapshots
Depth at 5 or 25 levels, built from every diff Binance's depth stream publishes.
Coverage
All channels
From Feb 6, 2026
Instruments
btcusdt, ethusdt, solusdt, xrpusdt - the reference assets behind most Polymarket crypto markets
Built for
Lead-lag studies, cross-market backtests, and hedging analysis against Polymarket crypto markets
New data lands daily, within hours of midnight UTC - as date-partitioned Parquet files via the REST API or Python SDK.
Download BTC/USDT trades
from telonex import get_dataframetrades = get_dataframe(api_key="YOUR_API_KEY",exchange="binance",channel="trades",slug="btcusdt",from_date="2026-02-19",to_date="2026-02-20",)
pip install telonex[dataframe] and every download lands as a pandas DataFrame.
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