Our market data: recorded days, fields and available history

By L2WS · 2026-11-08

We record Binance spot and USD-M futures market data for BTC/USDT, ETH/USDT and SOL/USDT. The collection includes trade events, order-book updates, reference snapshots and market features. Each stream has its own start date and coverage.

How many days are recorded?

Catalogue checked 2026-11-15T07:13:44+00:00. Recorded counts below include closed UTC dates before 2026-11-15.

These are counts of dated partitions in the collection catalogue, rather than the number of calendar days between the first and last date. A recorded day can contain gaps; check the quality report for that date.

What is in the collection?

• Trades: price, quantity, direction, exchange identifiers and timestamps.
• L2 updates: changed price levels, sequence references and book snapshots.
• Book views: best bid/ask and spread, 25-level snapshots and volume imbalance.
• Market context: funding, open interest, volume bars, regimes and derived features.
• Liquidations: USD-M forced orders for BTC, ETH and SOL, recorded since 14 November 2026. Binance publishes at most one liquidation per symbol per second (the largest), so totals are a lower bound.
• AI levels: supports, resistances, model provenance and response fields in the market streams. Read the AI levels guide.

Spot and futures are separate records with separate quality checks. A futures context series does not turn a spot backtest into a futures execution model.

Recorded history and query access

Everything we have recorded is kept: every closed day since the start of each stream is sealed with a public daily receipt and stored in our archive. Instant SQL runs on a rolling window of recent dates; earlier recorded days are opened on request — a day-pack opens any closed day for all streams. The full collection history and the dates currently available for SQL are shown separately. Query access depends on the stream and your plan. Available dates can include today's growing partition; recorded-day counts below exclude today. Neither count is a promise of an uninterrupted 24-hour recording.

41 public streams. Field counts use an already published schema when available; each stream link opens its field dictionary.

How quality is measured

The status page reports collection gaps, book checks and trade-tape comparisons. Spot's daily Q index and futures validation are shown separately. A check marked not_checked has not passed a test; it is an explicit limit on the available evidence. Model predictions are also kept separate from observed market events.

Use the field dictionary to choose your columns, then inspect dates and quality before starting a query or backtest.