Binance USD-M futures
The derivatives leg: every USD-M perpetual trade and ~100ms top-20 books for the same five coins, plus 1-second OHLCV derived at export. Basis, funding pressure and spot-perp divergence sit next to the prediction-market rows they move.
Collected daily; nightly certification running. Joins the released chain the day its own data certifies green.
Same clock, same coins as spot — basis studies are a single join.
Every perpetual trade.
| coin | symbol | ts | side | price | amount |
|---|---|---|---|---|---|
| SOL | SOL/USDT:USDT | 2026-07-17 00:00:00.045 | sell | 75.27 | 1.96 |
| SOL | SOL/USDT:USDT | 2026-07-17 00:00:00.246 | sell | 75.27 | 2.5 |
Column descriptions · 12 fields
| Column | Type | Description |
|---|---|---|
| source | string | Collector source tag — constant within a file |
| exchange | string | Exchange name |
| market_type | string | spot or futures |
| coin | string | Underlying coin (BTC, ETH, SOL, XRP, DOGE, BNB) |
| symbol | string | Venue trading symbol |
| trade_id | string | Stable trade identity (dedupe key) |
| venue_trade_id | string | The venue’s own trade identifier |
| ts_ms | int64 | Venue event timestamp (ms since epoch, UTC) |
| receive_ms | int64 | Our collector receive wall-clock (ms since epoch) — independently stamped, never copied from the venue |
| side | string | Aggressor side of the trade |
| price | double | Trade price |
| amount | double | Trade amount in base units |
Twenty levels per side, captured continuously.
Column descriptions · 12 fields
| Column | Type | Description |
|---|---|---|
| source | string | Collector source tag — constant within a file |
| exchange | string | Exchange name |
| market_type | string | spot or futures |
| coin | string | Underlying coin (BTC, ETH, SOL, XRP, DOGE, BNB) |
| symbol | string | Venue trading symbol |
| book_id | string | Stable row identity (dedupe key) |
| ts_ms | int64 | Venue event timestamp (ms since epoch, UTC) |
| receive_ms | int64 | Our collector receive wall-clock (ms since epoch) — independently stamped, never copied from the venue |
| bid_prices | list<item: double> | Bid prices, best first (array) |
| bid_sizes | list<item: double> | Bid sizes matching bid_prices (array) |
| ask_prices | list<item: double> | Ask prices, best first (array) |
| ask_sizes | list<item: double> | Ask sizes matching ask_prices (array) |
Second bars derived from the trade stream at export.
Column descriptions · 12 fields
| Column | Type | Description |
|---|---|---|
| source | string | Collector source tag — constant within a file |
| exchange | string | Exchange name |
| market_type | string | spot or futures |
| coin | string | Underlying coin (BTC, ETH, SOL, XRP, DOGE, BNB) |
| symbol | string | Venue trading symbol |
| ts_ms | int64 | Second boundary (ms since epoch, UTC) |
| open | double | First trade price in the second |
| high | double | Highest trade price in the second |
| low | double | Lowest trade price in the second |
| close | double | Last trade price in the second |
| volume | double | Base volume traded in the second |
| trade_count | int64 | Number of trades in the second |
Real rows from the production archive (pre-launch certification day 2026-07-17 — the released chain restarts at the ten-source inception). Identifiers truncated for display.
Files, an API, and the means to check both.
Day-partitioned Parquet, one file per channel and scope, each with a SHA256 manifest.Certified days return at the ten-source re-inception — request access to be first in line.