Binance

Once a data agreement with Binance is in place, we capture Binance independently from two regions and merge the two streams by venue sequence number, as we do for every venue. Production capture starts at least 90 days before early access, so depth history covers three months or more on day one.

Venue type

Centralized exchange

Funding interval

8 hours (00:00, 08:00, 16:00 UTC); 4 hours on some contracts

Integrity

Venue sequence numbers, and book checksums where the feed includes them, verified at capture

Snapshots

A full-depth book snapshot at the top of every UTC hour (the 00:00 snapshot opens each daily file), plus the venue's own snapshots on reconnect, flagged with is_snapshot and snapshot_reason

Timestamps

Milliseconds (microseconds on some spot streams) in ts_exchange. ts_capture is int64 nanoseconds from a PTP-disciplined clock.

Regions

Two independent regions, assigned once the data agreement is in place

The native symbol BTCUSDT names both the spot pair and the USD-M perpetual. The market type is kept in instruments.venue_market, so venue_symbol is never ambiguous. The full rules are in symbology.

• A change to a contract's funding interval is recorded as a new row in instruments with its effective time.
• symbol plus trade_id is a unique key in trades.
• Options use our shared option symbology, with the native spelling kept in venue_symbol.

Extended fields are computed on ts_capture and published on a 100 ms grid. A field is available on a venue when its source data is.

The same calls work on every venue; only venue and symbol change. Endpoints go live with Phase 1, and the v1 spec is a draft until then.

from fdc import Client

fdc = Client(api_key="fdc_live_...")

# L3 order events
book = fdc.book(
    venue="binance",
    symbol="BTC-PERP",
    depth="L3",
    start="2027-10-04",
    end="2027-10-04T01:00:00",
)
df = book.to_polars()

# funding at every settlement, then live
funding = fdc.funding(venue="binance", symbol="BTC-PERP",
                      start="2027-10-04", live=True)

curl -H "Authorization: Bearer fdc_live_..." \
  "https://api.financedatacloud.com/v1/book/l3?venue=binance&symbol=BTC-PERP&start=2027-10-04T00:00:00Z&end=2027-10-04T00:05:00Z"

{"op":"subscribe","channel":"book_l3","venue":"binance","symbol":"BTC-PERP"}

aws s3 cp \
  s3://fdc-archive/book_l3/venue=binance/date=2027-10-04/BTC-PERP.parquet .