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LOB Data on S3 🔏

Source: Notion | Last edited: 2025-06-01 | ID: 79c91aaf-f95...

Limit order book (LOB) data from Binance Bitcoin / TetherUS PERPETUAL FUTURES market need privileged access, cannot be obtained through . The monthly data is 15G before extraction, and 300G-400G after. The data daily is 500MB - 1GB before extraction and 10G - 15G after.

The orderbook data has been uploaded to s3 bucket. To download the data, copy and adjust the month or day of the URL for the corresponding data range.

  1. T_DEPTH: tick-by-tick order book (level 2), data is available in two formats (monthly and daily):

  2. monthly data is available from 2020_07 to 2022_11. e.g.: https://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_T_DEPTH_2020_07.tar.gzhttps://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_T_DEPTH_2020_08.tar.gz … https://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_T_DEPTH_2022_11.tar.gz

  3. daily data is available from 2020-07-01 to 2022-11-30. e.g. https://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_T_DEPTH_2020_07/BTCUSDT_T_DEPTH_2020-07-01.tar.gzhttps://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_T_DEPTH_2020_07/BTCUSDT_T_DEPTH_2020-07-02.tar.gz … https://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_T_DEPTH_2022_11/BTCUSDT_T_DEPTH_2022-11-30.tar.gz

  4. S_DEPTH: order book snapshot (level 2), data is available per month from 2020_07 to 2022_11. e.g.: https://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_S_DEPTH_2020_07.tar.gz https://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_S_DEPTH_2020_08.tar.gz … https://eonlabs-orderbook-data.s3.ap-northeast-1.amazonaws.com/BTCUSDT_S_DEPTH_2022_11.tar.gz

  5. PS: Daily data is available for 2020 and 2021 for now. The 2022 data is still being processed

  6. Documentation:

Trade (Tick-by-Tick) & Minute/Hourly Data

Section titled “Trade (Tick-by-Tick) & Minute/Hourly Data”

Use Binance official GitHub repository (binance / binance-public-data) Python scripts to download historical OHLCV data from the spot market (e.g. ETHUSDT) or perpetual futures contract market (ETHUSDTPERP or BTCUSDTPERP). However, some novel features might require you to use advanced candlesticks, which can be constructed from trade data (also called tick-by-tick (TBT)), which is, in turn, downloadable using the download-trade.py script.

Or, you can use the following non-official Python 3.11 compatible script with checksum build-in to download trade (tick-by-tick) data:

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